{"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/CABA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CABA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CABA.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":"CABA","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":2,"previous_close":1.8899999856948853,"delta_neutral":1.3069512163543688,"gamma_neutral":1.505,"gamma_max":2.2884921188017135,"total_open_interest":35694,"previous_open_interest":35082,"listed_contracts":101,"listed_calls":68,"listed_puts":61,"gamma_max_distance_pct":14.424605940085677,"delta_neutral_distance_pct":-34.652439182281555,"gamma_neutral_distance_pct":-24.750000000000007,"open_interest_change_1d_pct":1.7444843509492047,"call_open_interest":27584,"put_open_interest":8110,"put_call_open_interest_ratio":0.2940110208816705,"nearest_expiration_max_pain":2.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":25,"all_expiration_max_pain":2.5,"net_gamma_exposure":994244.6169631315,"net_gamma_exposure_per_100k_open_interest":2785467.072794115,"gamma_exposure_flip":1.505,"gamma_exposure_flip_distance_pct":-24.750000000000007,"call_wall":2.5,"call_wall_distance_pct":25,"put_wall":2.5,"put_wall_distance_pct":25,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1182},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CABA","price":2,"totalOi":35694,"analysisCoverage":0.9444,"avgIvPct":160.5,"ivRank":14.9,"iv52wHighPct":286,"iv52wLowPct":138.53,"frontDte":14,"frontAtmIvPct":116.7747,"backAtmIvPct":100.1919,"termPremiumPp":16.5828,"expectedMoveFrontPct":22.87,"straddleFrontPct":28.75,"straddle30dPct":28.75,"riskReversalFrontPp":-103.66,"riskReversal30dPp":-103.66,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.294,"putCallOiFrontRatio":0.14,"putCallVolumeFrontRatio":0,"optionVolume":251,"volumeOiRatio":0.007032,"netDeltaNormalized":0.154947,"dealerDeltaNormalized":-0.153896,"gexPer100kOi":58981.229338,"vannaPer100kOi":655.572365,"charmPer100kOi":-92161.147532,"weekendDeltaShiftPer100kOi":-276486.244187,"ivSurfaceRangePp":55.3,"gammaFlipDistancePct":null,"maxPainDistancePct":25,"peakCallDistancePct":25,"peakPutDistancePct":0},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CABA.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."}