{"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/CAPR","markdown_url":"https://halfonadouble.com/stock/CAPR.md","history_url":"https://halfonadouble.com/api/v1/history/CAPR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAPR.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":"CAPR","page_tier":"A","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":8.949999809265137,"previous_close":8.9399995803833,"delta_neutral":4.387758853398769,"gamma_neutral":1.930741543628258,"gamma_max":10.340708014233629,"total_open_interest":152595,"previous_open_interest":156929,"listed_contracts":306,"listed_calls":208,"listed_puts":139,"gamma_max_distance_pct":15.538639492805528,"delta_neutral_distance_pct":-50.97476036975427,"gamma_neutral_distance_pct":-78.42746832654082,"open_interest_change_1d_pct":-2.761758502252611,"call_open_interest":104228,"put_open_interest":48367,"put_call_open_interest_ratio":0.4640499673792071,"nearest_expiration_max_pain":9,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":0.5586613608986063,"all_expiration_max_pain":9,"net_gamma_exposure":2291145.6515599214,"net_gamma_exposure_per_100k_open_interest":1501455.2584029105,"gamma_exposure_flip":1.930741543628258,"gamma_exposure_flip_distance_pct":-78.42746832654082,"call_wall":10,"call_wall_distance_pct":11.731845956554007,"put_wall":9,"put_wall_distance_pct":0.5586613608986063,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":492},"history_summary":{"first_date":"2020-12-04","last_date":"2026-10-02","session_count":1100,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":17.063492063492063,"gamma_max_cross_count":20,"delta_neutral_cross_count":10,"gamma_max_prior_sessions_closer_pct":43.65079365079365,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":91.26984126984127,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":74.20634920634922,"open_interest_change_1d_contracts":-4334,"open_interest_change_z_252":-0.2296118018249165,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":7.9378664950167295,"open_interest_change_21_sessions_pct":-24.772609628041113,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-1465,"put_change_contracts":-2869,"call_growth_pct":-1.3860899018856498,"put_growth_pct":-5.599578421422438,"call_minus_put_growth_pp":4.213488519536788},"five_sessions":{"call_change_contracts":9133,"put_change_contracts":2089,"call_growth_pct":9.60408013039592,"put_growth_pct":4.514023942261982,"call_minus_put_growth_pp":5.0900561881339375},"call_change_surprise":{"z_score":-0.19632440062122378,"comparison_sessions":250},"put_change_surprise":{"z_score":-0.20079173836808978,"comparison_sessions":250},"call_minus_put_growth_surprise":{"z_score":0.636830604838736,"comparison_sessions":250}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":52.25588735808853,"directional_score":-13.976377952755904,"catalyst_reasons":["7d expected move +17.4%","smile convexity 21.7 pp","25Δ risk reversal 46.3 pp"],"features":{"symbol":"CAPR","price":8.95,"totalOi":159755,"analysisCoverage":1,"avgIvPct":382.5,"ivRank":35.8,"iv52wHighPct":690.6,"iv52wLowPct":210.46,"frontDte":7,"frontAtmIvPct":125.3566,"backAtmIvPct":223.1734,"termPremiumPp":-97.8168,"expectedMoveFrontPct":17.36,"straddleFrontPct":12.85,"straddle30dPct":22.91,"riskReversalFrontPp":46.25,"riskReversal30dPp":-28.83,"butterflyFrontPp":21.73,"butterfly30dPp":21.73,"putCallOiRatio":0.467,"putCallOiFrontRatio":0.094,"putCallVolumeFrontRatio":0.051,"optionVolume":6847,"volumeOiRatio":0.042859,"netDeltaNormalized":0.263079,"dealerDeltaNormalized":-0.26296,"gexPer100kOi":228707.84639,"vannaPer100kOi":771.180871,"charmPer100kOi":-305100.309849,"weekendDeltaShiftPer100kOi":-915300.929548,"ivSurfaceRangePp":199,"gammaFlipDistancePct":-17.541899,"maxPainDistancePct":-5.027933,"peakCallDistancePct":11.731844,"peakPutDistancePct":0.558659},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAPR.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":[{"direction":"above","event_count":29,"completed_path_count":29,"latest_cross_date":"2026-04-10","horizons":[{"sessions":1,"sample_size":29,"median_return_pct":-1.5410984629513846,"p25_return_pct":-3.472227051302046,"p75_return_pct":1.342291329595935,"above_zero_pct":27.586206896551722,"median_interval_low_pct":-2.3913072998898444,"median_interval_high_pct":-0.21053113435444137,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":-0.21053113435444137},{"sessions":3,"sample_size":29,"median_return_pct":-0.6550160146491013,"p25_return_pct":-5.567300811940457,"p75_return_pct":1.5410902979317687,"above_zero_pct":48.275862068965516,"median_interval_low_pct":-3.7894700702868045,"median_interval_high_pct":0.5253893655126296,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0},{"sessions":5,"sample_size":29,"median_return_pct":-0.10741384288474043,"p25_return_pct":-6.100222233118724,"p75_return_pct":4.426229264716319,"above_zero_pct":48.275862068965516,"median_interval_low_pct":-5.24016976236018,"median_interval_high_pct":4.109585014510864,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0},{"sessions":10,"sample_size":29,"median_return_pct":-0.6557370898096271,"p25_return_pct":-9.60136320258027,"p75_return_pct":11.389521986484109,"above_zero_pct":48.275862068965516,"median_interval_low_pct":-8.401980468844815,"median_interval_high_pct":9.201574173803229,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0}]},{"direction":"below","event_count":37,"completed_path_count":37,"latest_cross_date":"2026-07-22","horizons":[{"sessions":1,"sample_size":37,"median_return_pct":0.454540080723409,"p25_return_pct":-2.8649348218459325,"p75_return_pct":2.9279304676923967,"above_zero_pct":56.75675675675676,"median_interval_low_pct":-1.3062362481095158,"median_interval_high_pct":1.576497801731147,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":3,"sample_size":37,"median_return_pct":0,"p25_return_pct":-4.132231274684206,"p75_return_pct":2.6086973107379396,"above_zero_pct":48.64864864864865,"median_interval_low_pct":-2.227169481740643,"median_interval_high_pct":1.1261196678678864,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":5,"sample_size":37,"median_return_pct":1.7391287762185792,"p25_return_pct":-5.869564924438409,"p75_return_pct":6.857781059975454,"above_zero_pct":56.75675675675676,"median_interval_low_pct":-2.80991852784217,"median_interval_high_pct":3.828830497816904,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":10,"sample_size":37,"median_return_pct":0.8591015880233588,"p25_return_pct":-8.00995313331352,"p75_return_pct":13.618682962747041,"above_zero_pct":59.45945945945946,"median_interval_low_pct":-2.471902503191592,"median_interval_high_pct":4.190374905014949,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0}]}],"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."}