{"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/CCAP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CCAP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCAP.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":"CCAP","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":9.020000457763672,"previous_close":9.170000076293945,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":387,"previous_open_interest":374,"listed_contracts":17,"listed_calls":9,"listed_puts":10,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":3.4759358288770055,"call_open_interest":259,"put_open_interest":128,"put_call_open_interest_ratio":0.4942084942084942,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":10.864739384717275,"all_expiration_max_pain":10,"net_gamma_exposure":14333.2649264869,"net_gamma_exposure_per_100k_open_interest":3703686.0275159944,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":10,"call_wall_distance_pct":10.864739384717275,"put_wall":10,"put_wall_distance_pct":10.864739384717275,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4192},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CCAP","price":9.02,"totalOi":387,"analysisCoverage":0.7222,"avgIvPct":66,"ivRank":9.1,"iv52wHighPct":199.5,"iv52wLowPct":52.7,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-73.85,"riskReversal30dPp":-73.85,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.494,"putCallOiFrontRatio":1,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.002584,"netDeltaNormalized":0.00199,"dealerDeltaNormalized":-0.001964,"gexPer100kOi":324943.152455,"vannaPer100kOi":3359.173127,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":38.7,"gammaFlipDistancePct":-4.43459,"maxPainDistancePct":10.864745,"peakCallDistancePct":null,"peakPutDistancePct":10.864745},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCAP.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."}