{"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/CALY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CALY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CALY.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":"CALY","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":14.449999809265137,"previous_close":14.319999694824219,"delta_neutral":12.531852519242449,"gamma_neutral":10.834462485447046,"gamma_max":15.378834053020194,"total_open_interest":9584,"previous_open_interest":9510,"listed_contracts":62,"listed_calls":44,"listed_puts":33,"gamma_max_distance_pct":6.427918726749753,"delta_neutral_distance_pct":-13.274375884716614,"gamma_neutral_distance_pct":-25.021019872262272,"open_interest_change_1d_pct":0.7781282860147214,"call_open_interest":6792,"put_open_interest":2792,"put_call_open_interest_ratio":0.4110718492343934,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.8062297439077533,"all_expiration_max_pain":10,"net_gamma_exposure":435488.08468248695,"net_gamma_exposure_per_100k_open_interest":4543907.394433294,"gamma_exposure_flip":10.834462485447046,"gamma_exposure_flip_distance_pct":-25.021019872262272,"call_wall":15,"call_wall_distance_pct":3.8062297439077533,"put_wall":15,"put_wall_distance_pct":3.8062297439077533,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2112},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CALY","price":14.45,"totalOi":9584,"analysisCoverage":0.9444,"avgIvPct":92.1,"ivRank":83.3,"iv52wHighPct":95.5,"iv52wLowPct":75.08,"frontDte":14,"frontAtmIvPct":40.7971,"backAtmIvPct":48.1172,"termPremiumPp":-7.3201,"expectedMoveFrontPct":7.99,"straddleFrontPct":6.92,"straddle30dPct":6.92,"riskReversalFrontPp":2.28,"riskReversal30dPp":2.28,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.411,"putCallOiFrontRatio":0.387,"putCallVolumeFrontRatio":0,"optionVolume":57,"volumeOiRatio":0.005947,"netDeltaNormalized":0.146545,"dealerDeltaNormalized":-0.130782,"gexPer100kOi":673730.175292,"vannaPer100kOi":3568.447412,"charmPer100kOi":-227796.327212,"weekendDeltaShiftPer100kOi":-683388.981636,"ivSurfaceRangePp":232.6,"gammaFlipDistancePct":-6.920415,"maxPainDistancePct":-30.795848,"peakCallDistancePct":3.806228,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CALY.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."}