{"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/CAKE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CAKE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAKE.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":"CAKE","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":109.6500015258789,"previous_close":107.94999694824219,"delta_neutral":107.59957487019756,"gamma_neutral":109.00674695936986,"gamma_max":121.85000603917797,"total_open_interest":26476,"previous_open_interest":26371,"listed_contracts":283,"listed_calls":204,"listed_puts":171,"gamma_max_distance_pct":11.126314950775166,"delta_neutral_distance_pct":-1.8699741241658079,"gamma_neutral_distance_pct":-0.5866434633448009,"open_interest_change_1d_pct":0.39816465056311856,"call_open_interest":13285,"put_open_interest":13191,"put_call_open_interest_ratio":0.9929243507715468,"nearest_expiration_max_pain":105,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.240767406447725,"all_expiration_max_pain":100,"net_gamma_exposure":77478.98508052995,"net_gamma_exposure_per_100k_open_interest":292638.5597542301,"gamma_exposure_flip":109.00674695936986,"gamma_exposure_flip_distance_pct":-0.5866434633448009,"call_wall":120,"call_wall_distance_pct":9.439122964059743,"put_wall":105,"put_wall_distance_pct":-4.240767406447725,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1370},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CAKE","price":109.65,"totalOi":26476,"analysisCoverage":1,"avgIvPct":54,"ivRank":1.9,"iv52wHighPct":74.17,"iv52wLowPct":53.6,"frontDte":14,"frontAtmIvPct":43.5543,"backAtmIvPct":48.2537,"termPremiumPp":-4.6994,"expectedMoveFrontPct":8.53,"straddleFrontPct":6.32,"straddle30dPct":6.32,"riskReversalFrontPp":7.59,"riskReversal30dPp":7.59,"butterflyFrontPp":2.32,"butterfly30dPp":2.32,"putCallOiRatio":0.993,"putCallOiFrontRatio":1.082,"putCallVolumeFrontRatio":0.857,"optionVolume":416,"volumeOiRatio":0.015712,"netDeltaNormalized":0.106545,"dealerDeltaNormalized":-0.096947,"gexPer100kOi":1005390.240218,"vannaPer100kOi":1533.46427,"charmPer100kOi":311546.306089,"weekendDeltaShiftPer100kOi":934635.14126,"ivSurfaceRangePp":131,"gammaFlipDistancePct":9.694482,"maxPainDistancePct":-8.80073,"peakCallDistancePct":-4.240766,"peakPutDistancePct":-8.80073},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAKE.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."}