{"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/MSTW","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MSTW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSTW.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":"MSTW","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":5.15500020980835,"previous_close":5.179999828338623,"delta_neutral":4.71048838074744,"gamma_neutral":4.573273865055711,"gamma_max":6.569818077842447,"total_open_interest":1575,"previous_open_interest":1545,"listed_contracts":39,"listed_calls":32,"listed_puts":19,"gamma_max_distance_pct":27.445544334647014,"delta_neutral_distance_pct":-8.62292552801731,"gamma_neutral_distance_pct":-11.284700699833062,"open_interest_change_1d_pct":1.9417475728155338,"call_open_interest":1097,"put_open_interest":478,"put_call_open_interest_ratio":0.4357338195077484,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.006793472353945,"all_expiration_max_pain":5,"net_gamma_exposure":25170.915698991932,"net_gamma_exposure_per_100k_open_interest":1598153.3777137734,"gamma_exposure_flip":4.573273865055711,"gamma_exposure_flip_distance_pct":-11.284700699833062,"call_wall":7,"call_wall_distance_pct":35.79048913870448,"put_wall":5,"put_wall_distance_pct":-3.006793472353945,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3388},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"MSTW","price":5.16,"totalOi":1575,"analysisCoverage":0.9444,"avgIvPct":129.5,"ivRank":4.7,"iv52wHighPct":304.4,"iv52wLowPct":120.9,"frontDte":14,"frontAtmIvPct":80.0624,"backAtmIvPct":85.099,"termPremiumPp":-5.0366,"expectedMoveFrontPct":15.68,"straddleFrontPct":12.12,"straddle30dPct":12.12,"riskReversalFrontPp":-103.02,"riskReversal30dPp":-103.02,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.436,"putCallOiFrontRatio":1.772,"putCallVolumeFrontRatio":0.172,"optionVolume":120,"volumeOiRatio":0.07619,"netDeltaNormalized":0.132636,"dealerDeltaNormalized":-0.129695,"gexPer100kOi":127314.285714,"vannaPer100kOi":2095.238095,"charmPer100kOi":-35174.603175,"weekendDeltaShiftPer100kOi":-105523.809524,"ivSurfaceRangePp":95.9,"gammaFlipDistancePct":-61.24031,"maxPainDistancePct":-3.100775,"peakCallDistancePct":16.27907,"peakPutDistancePct":-3.100775},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSTW.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."}