{"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/TFSL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TFSL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TFSL.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":"TFSL","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":16.81999969482422,"previous_close":16.440000534057617,"delta_neutral":13.375781774331266,"gamma_neutral":8.974853490234466,"gamma_max":17.264882457332746,"total_open_interest":1517,"previous_open_interest":1505,"listed_contracts":21,"listed_calls":12,"listed_puts":10,"gamma_max_distance_pct":2.644962964211139,"delta_neutral_distance_pct":-20.47692023176905,"gamma_neutral_distance_pct":-46.64177376295571,"open_interest_change_1d_pct":0.7973421926910298,"call_open_interest":1335,"put_open_interest":182,"put_call_open_interest_ratio":0.13632958801498127,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-10.82045022500364,"all_expiration_max_pain":15,"net_gamma_exposure":386243.56415021064,"net_gamma_exposure_per_100k_open_interest":25461012.798299976,"gamma_exposure_flip":8.974853490234466,"gamma_exposure_flip_distance_pct":-46.64177376295571,"call_wall":17.5,"call_wall_distance_pct":4.0428080708290866,"put_wall":15,"put_wall_distance_pct":-10.82045022500364,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3413},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TFSL","price":16.82,"totalOi":1517,"analysisCoverage":0.8889,"avgIvPct":51.6,"ivRank":26.3,"iv52wHighPct":84.49,"iv52wLowPct":39.87,"frontDte":14,"frontAtmIvPct":20.7815,"backAtmIvPct":25.5461,"termPremiumPp":-4.7646,"expectedMoveFrontPct":4.07,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":1.57,"riskReversal30dPp":1.57,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.136,"putCallOiFrontRatio":0.188,"putCallVolumeFrontRatio":0,"optionVolume":7,"volumeOiRatio":0.004614,"netDeltaNormalized":0.326466,"dealerDeltaNormalized":-0.27826,"gexPer100kOi":3797876.730389,"vannaPer100kOi":2439.02439,"charmPer100kOi":-97692.814766,"weekendDeltaShiftPer100kOi":-293078.444298,"ivSurfaceRangePp":257.9,"gammaFlipDistancePct":-9.988109,"maxPainDistancePct":-10.820452,"peakCallDistancePct":-10.820452,"peakPutDistancePct":4.042806},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TFSL.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."}