{"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/MSI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MSI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSI.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":"MSI","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":447.4100036621094,"previous_close":448.18499755859375,"delta_neutral":399.30416820011317,"gamma_neutral":289.00900325398806,"gamma_max":476.42926071297325,"total_open_interest":13288,"previous_open_interest":12881,"listed_contracts":193,"listed_calls":112,"listed_puts":95,"gamma_max_distance_pct":6.486054583790585,"delta_neutral_distance_pct":-10.752069705246564,"gamma_neutral_distance_pct":-35.403991665717896,"open_interest_change_1d_pct":3.159692570452605,"call_open_interest":10212,"put_open_interest":3076,"put_call_open_interest_ratio":0.30121425773599686,"nearest_expiration_max_pain":440,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.6561998170486862,"all_expiration_max_pain":390,"net_gamma_exposure":1708566.752084079,"net_gamma_exposure_per_100k_open_interest":12857967.730915707,"gamma_exposure_flip":289.00900325398806,"gamma_exposure_flip_distance_pct":-35.403991665717896,"call_wall":480,"call_wall_distance_pct":7.2841456541287055,"put_wall":440,"put_wall_distance_pct":-1.6561998170486862,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1866},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"MSI","price":447.41,"totalOi":13288,"analysisCoverage":1,"avgIvPct":38.4,"ivRank":30.7,"iv52wHighPct":54.42,"iv52wLowPct":31.3,"frontDte":14,"frontAtmIvPct":22.4665,"backAtmIvPct":30.9228,"termPremiumPp":-8.4563,"expectedMoveFrontPct":4.4,"straddleFrontPct":3.22,"straddle30dPct":3.22,"riskReversalFrontPp":-2.54,"riskReversal30dPp":-2.54,"butterflyFrontPp":5.79,"butterfly30dPp":5.79,"putCallOiRatio":0.301,"putCallOiFrontRatio":0.582,"putCallVolumeFrontRatio":0,"optionVolume":173,"volumeOiRatio":0.013019,"netDeltaNormalized":0.261205,"dealerDeltaNormalized":-0.261205,"gexPer100kOi":56606603.401565,"vannaPer100kOi":1286.875376,"charmPer100kOi":-2076068.633353,"weekendDeltaShiftPer100kOi":-6228198.374473,"ivSurfaceRangePp":97.5,"gammaFlipDistancePct":-15.308107,"maxPainDistancePct":-12.831631,"peakCallDistancePct":5.04906,"peakPutDistancePct":0.578887},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSI.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."}