{"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/CALF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CALF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CALF.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":"CALF","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":53.849998474121094,"previous_close":53.970001220703125,"delta_neutral":51.47510573974088,"gamma_neutral":40.50774978004151,"gamma_max":54.922679230381455,"total_open_interest":150,"previous_open_interest":150,"listed_contracts":23,"listed_calls":13,"listed_puts":10,"gamma_max_distance_pct":1.9919791767048303,"delta_neutral_distance_pct":-4.410200188810632,"gamma_neutral_distance_pct":-24.77669279877793,"open_interest_change_1d_pct":0,"call_open_interest":110,"put_open_interest":40,"put_call_open_interest_ratio":0.36363636363636365,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.149486691204462,"all_expiration_max_pain":54,"net_gamma_exposure":38964.467217389254,"net_gamma_exposure_per_100k_open_interest":25976311.478259504,"gamma_exposure_flip":40.50774978004151,"gamma_exposure_flip_distance_pct":-24.77669279877793,"call_wall":55,"call_wall_distance_pct":2.135564639675091,"put_wall":56,"put_wall_distance_pct":3.992574905851002,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4603},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CALF","price":53.85,"totalOi":150,"analysisCoverage":0.6667,"avgIvPct":35.1,"ivRank":7.9,"iv52wHighPct":99.28,"iv52wLowPct":29.59,"frontDte":14,"frontAtmIvPct":17.9732,"backAtmIvPct":18.8866,"termPremiumPp":-0.9134,"expectedMoveFrontPct":3.52,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.364,"putCallOiFrontRatio":0.242,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.188933,"dealerDeltaNormalized":-0.188867,"gexPer100kOi":14954500,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":13.2,"gammaFlipDistancePct":-13.166202,"maxPainDistancePct":0.278552,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CALF.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."}