{"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/CACI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CACI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CACI.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":"CACI","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":615.0399780273438,"previous_close":627.0599975585938,"delta_neutral":571.7780533422642,"gamma_neutral":459.1180396178626,"gamma_max":657.7737647649229,"total_open_interest":5022,"previous_open_interest":4989,"listed_contracts":163,"listed_calls":89,"listed_puts":90,"gamma_max_distance_pct":6.94813154660969,"delta_neutral_distance_pct":-7.034002053628481,"gamma_neutral_distance_pct":-25.35151274386737,"open_interest_change_1d_pct":0.661455201443175,"call_open_interest":3943,"put_open_interest":1079,"put_call_open_interest_ratio":0.273649505452701,"nearest_expiration_max_pain":640,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.058276350215817,"all_expiration_max_pain":430,"net_gamma_exposure":138681.11695274513,"net_gamma_exposure_per_100k_open_interest":2761471.8628583257,"gamma_exposure_flip":459.1180396178626,"gamma_exposure_flip_distance_pct":-25.35151274386737,"call_wall":660,"call_wall_distance_pct":7.3100974861600605,"put_wall":660,"put_wall_distance_pct":7.3100974861600605,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2572},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CACI","price":615.04,"totalOi":5022,"analysisCoverage":1,"avgIvPct":46.4,"ivRank":8.1,"iv52wHighPct":81.4,"iv52wLowPct":43.3,"frontDte":14,"frontAtmIvPct":33.6487,"backAtmIvPct":41.1303,"termPremiumPp":-7.4816,"expectedMoveFrontPct":6.59,"straddleFrontPct":14.49,"straddle30dPct":14.49,"riskReversalFrontPp":-2.55,"riskReversal30dPp":-2.55,"butterflyFrontPp":-0.53,"butterfly30dPp":-0.53,"putCallOiRatio":0.274,"putCallOiFrontRatio":0.404,"putCallVolumeFrontRatio":0,"optionVolume":11,"volumeOiRatio":0.00219,"netDeltaNormalized":0.510492,"dealerDeltaNormalized":-0.510492,"gexPer100kOi":28455184.986061,"vannaPer100kOi":-1812.027081,"charmPer100kOi":-663042.612505,"weekendDeltaShiftPer100kOi":-1989127.837515,"ivSurfaceRangePp":46.4,"gammaFlipDistancePct":-31.586563,"maxPainDistancePct":-30.085848,"peakCallDistancePct":13.813736,"peakPutDistancePct":-5.69719},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CACI.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."}