{"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/CAL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CAL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAL.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":"CAL","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":12.220000267028809,"previous_close":12.300000190734863,"delta_neutral":12.677415452361306,"gamma_neutral":13.632846528142508,"gamma_max":16.811744112808007,"total_open_interest":14282,"previous_open_interest":14271,"listed_contracts":39,"listed_calls":31,"listed_puts":23,"gamma_max_distance_pct":37.575644398047494,"delta_neutral_distance_pct":3.7431683742811717,"gamma_neutral_distance_pct":11.561753111624288,"open_interest_change_1d_pct":0.07707939177352673,"call_open_interest":6281,"put_open_interest":8001,"put_call_open_interest_ratio":1.2738417449450725,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.2913234603330412,"all_expiration_max_pain":12.5,"net_gamma_exposure":-191022.92168010195,"net_gamma_exposure_per_100k_open_interest":-1337508.203893726,"gamma_exposure_flip":13.632846528142508,"gamma_exposure_flip_distance_pct":11.561753111624288,"call_wall":12.5,"call_wall_distance_pct":2.2913234603330412,"put_wall":12.5,"put_wall_distance_pct":2.2913234603330412,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":1812},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CAL","price":12.22,"totalOi":14282,"analysisCoverage":0.9444,"avgIvPct":166.9,"ivRank":100,"iv52wHighPct":166.9,"iv52wLowPct":83.4,"frontDte":14,"frontAtmIvPct":59.4341,"backAtmIvPct":60.2353,"termPremiumPp":-0.8012,"expectedMoveFrontPct":11.64,"straddleFrontPct":9.21,"straddle30dPct":9.21,"riskReversalFrontPp":43.73,"riskReversal30dPp":43.73,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.274,"putCallOiFrontRatio":0.895,"putCallVolumeFrontRatio":0,"optionVolume":9,"volumeOiRatio":0.00063,"netDeltaNormalized":0.079191,"dealerDeltaNormalized":-0.076512,"gexPer100kOi":-94940.414508,"vannaPer100kOi":2821.733651,"charmPer100kOi":-998536.619521,"weekendDeltaShiftPer100kOi":-2995609.858563,"ivSurfaceRangePp":34.7,"gammaFlipDistancePct":null,"maxPainDistancePct":2.291326,"peakCallDistancePct":null,"peakPutDistancePct":2.291326},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAL.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."}