{"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/CALX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CALX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CALX.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":"CALX","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":34.810001373291016,"previous_close":34.900001525878906,"delta_neutral":32.573315113406856,"gamma_neutral":26.937333265381145,"gamma_max":38.047287704937844,"total_open_interest":2235,"previous_open_interest":2235,"listed_contracts":101,"listed_calls":67,"listed_puts":41,"gamma_max_distance_pct":9.299874185384922,"delta_neutral_distance_pct":-6.425412730952437,"gamma_neutral_distance_pct":-22.616109730895914,"open_interest_change_1d_pct":0,"call_open_interest":1660,"put_open_interest":575,"put_call_open_interest_ratio":0.3463855421686747,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.5458161999808663,"all_expiration_max_pain":35,"net_gamma_exposure":160189.34290991488,"net_gamma_exposure_per_100k_open_interest":7167308.4076024555,"gamma_exposure_flip":26.937333265381145,"gamma_exposure_flip_distance_pct":-22.616109730895914,"call_wall":40,"call_wall_distance_pct":14.909504228549562,"put_wall":35,"put_wall_distance_pct":0.5458161999808663,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3136},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CALX","price":34.81,"totalOi":2235,"analysisCoverage":0.9444,"avgIvPct":70.9,"ivRank":22.4,"iv52wHighPct":87.92,"iv52wLowPct":65.98,"frontDte":14,"frontAtmIvPct":46.618,"backAtmIvPct":57.9427,"termPremiumPp":-11.3247,"expectedMoveFrontPct":9.13,"straddleFrontPct":7.04,"straddle30dPct":7.04,"riskReversalFrontPp":-4.28,"riskReversal30dPp":-4.28,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.346,"putCallOiFrontRatio":0.407,"putCallVolumeFrontRatio":0,"optionVolume":68,"volumeOiRatio":0.030425,"netDeltaNormalized":0.113025,"dealerDeltaNormalized":-0.11302,"gexPer100kOi":2399327.069351,"vannaPer100kOi":2147.651007,"charmPer100kOi":-401521.252796,"weekendDeltaShiftPer100kOi":-1204563.758389,"ivSurfaceRangePp":175.5,"gammaFlipDistancePct":-44.441253,"maxPainDistancePct":0.54582,"peakCallDistancePct":0.54582,"peakPutDistancePct":0.54582},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CALX.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."}