{"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/TSSI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TSSI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TSSI.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":"TSSI","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":10.239999771118164,"previous_close":9.84000015258789,"delta_neutral":7.167270534245019,"gamma_neutral":10.239999771118164,"gamma_max":10.037505652541146,"total_open_interest":39568,"previous_open_interest":39412,"listed_contracts":85,"listed_calls":61,"listed_puts":47,"gamma_max_distance_pct":-1.9774816709288527,"delta_neutral_distance_pct":-30.00712212455075,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.3958185324266721,"call_open_interest":33541,"put_open_interest":6027,"put_call_open_interest_ratio":0.17969052801049462,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.343747817212667,"all_expiration_max_pain":10,"net_gamma_exposure":2167428.5819998924,"net_gamma_exposure_per_100k_open_interest":5477730.949251649,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":10,"call_wall_distance_pct":-2.343747817212667,"put_wall":7.5,"put_wall_distance_pct":-26.757810862909498,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1125},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TSSI","price":10.24,"totalOi":39568,"analysisCoverage":0.9444,"avgIvPct":117,"ivRank":57.8,"iv52wHighPct":130.01,"iv52wLowPct":99.2,"frontDte":14,"frontAtmIvPct":74.3947,"backAtmIvPct":96.9168,"termPremiumPp":-22.5221,"expectedMoveFrontPct":14.57,"straddleFrontPct":11.23,"straddle30dPct":11.23,"riskReversalFrontPp":-1.71,"riskReversal30dPp":-1.71,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.18,"putCallOiFrontRatio":0.172,"putCallVolumeFrontRatio":0.02,"optionVolume":1526,"volumeOiRatio":0.038567,"netDeltaNormalized":0.236367,"dealerDeltaNormalized":-0.234838,"gexPer100kOi":600338.708047,"vannaPer100kOi":4235.746057,"charmPer100kOi":-306439.547109,"weekendDeltaShiftPer100kOi":-919318.641326,"ivSurfaceRangePp":54.7,"gammaFlipDistancePct":-24.21875,"maxPainDistancePct":-2.34375,"peakCallDistancePct":-2.34375,"peakPutDistancePct":22.070312},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TSSI.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."}