{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/MSFU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MSFU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSFU.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"MSFU","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":40,"previous_close":39.34000015258789,"delta_neutral":34.70720409295467,"gamma_neutral":31.80042134436937,"gamma_max":41.01129081329752,"total_open_interest":27454,"previous_open_interest":27338,"listed_contracts":217,"listed_calls":151,"listed_puts":116,"gamma_max_distance_pct":2.5282270332438017,"delta_neutral_distance_pct":-13.231989767613328,"gamma_neutral_distance_pct":-20.49894663907658,"open_interest_change_1d_pct":0.42431779940010245,"call_open_interest":17772,"put_open_interest":9682,"put_call_open_interest_ratio":0.5447895566058969,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-12.5,"all_expiration_max_pain":30,"net_gamma_exposure":1981089.9010626655,"net_gamma_exposure_per_100k_open_interest":7216033.733017649,"gamma_exposure_flip":31.80042134436937,"gamma_exposure_flip_distance_pct":-20.49894663907658,"call_wall":40,"call_wall_distance_pct":0,"put_wall":38,"put_wall_distance_pct":-5,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1344},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"MSFU","price":40,"totalOi":27454,"analysisCoverage":1,"avgIvPct":58.1,"ivRank":0,"iv52wHighPct":95.05,"iv52wLowPct":58.1,"frontDte":14,"frontAtmIvPct":48.5072,"backAtmIvPct":60.8084,"termPremiumPp":-12.3012,"expectedMoveFrontPct":9.5,"straddleFrontPct":7.13,"straddle30dPct":7.13,"riskReversalFrontPp":2.45,"riskReversal30dPp":2.45,"butterflyFrontPp":6.26,"butterfly30dPp":6.26,"putCallOiRatio":0.545,"putCallOiFrontRatio":0.515,"putCallVolumeFrontRatio":0.282,"optionVolume":681,"volumeOiRatio":0.024805,"netDeltaNormalized":0.267298,"dealerDeltaNormalized":-0.224391,"gexPer100kOi":3165021.417644,"vannaPer100kOi":502.658993,"charmPer100kOi":-959448.53209,"weekendDeltaShiftPer100kOi":-2878341.953814,"ivSurfaceRangePp":58.7,"gammaFlipDistancePct":-3.3,"maxPainDistancePct":-25,"peakCallDistancePct":0,"peakPutDistancePct":-22.5},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSFU.json?date=2026-10-02","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}