{"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/CAAS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CAAS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAAS.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":"CAAS","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":4.619999885559082,"previous_close":4.789999961853027,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":404,"previous_open_interest":404,"listed_contracts":8,"listed_calls":7,"listed_puts":3,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":341,"put_open_interest":63,"put_call_open_interest_ratio":0.18475073313782991,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":8.225110905926632,"all_expiration_max_pain":2.5,"net_gamma_exposure":18439.78594569194,"net_gamma_exposure_per_100k_open_interest":4564303.451903946,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":7.5,"call_wall_distance_pct":62.33766635888994,"put_wall":2.5,"put_wall_distance_pct":-45.88744454703668,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4176},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CAAS","price":4.62,"totalOi":404,"analysisCoverage":0.7222,"avgIvPct":166.7,"ivRank":30.4,"iv52wHighPct":289.2,"iv52wLowPct":113.2,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.185,"putCallOiFrontRatio":54,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.312673,"dealerDeltaNormalized":-0.312698,"gexPer100kOi":206220.29703,"vannaPer100kOi":2722.772277,"charmPer100kOi":-122277.227723,"weekendDeltaShiftPer100kOi":-367079.207921,"ivSurfaceRangePp":0,"gammaFlipDistancePct":-26.623377,"maxPainDistancePct":-45.887446,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAAS.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."}