{"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/CCEP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CCEP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCEP.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":"CCEP","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":101.05999755859375,"previous_close":100.79000091552734,"delta_neutral":98.68358148793932,"gamma_neutral":88.78182944529541,"gamma_max":112.62631083926999,"total_open_interest":5843,"previous_open_interest":5847,"listed_contracts":50,"listed_calls":30,"listed_puts":23,"gamma_max_distance_pct":11.444996596175642,"delta_neutral_distance_pct":-2.3514903305599253,"gamma_neutral_distance_pct":-12.149384929659785,"open_interest_change_1d_pct":-0.06841115101761587,"call_open_interest":4814,"put_open_interest":1029,"put_call_open_interest_ratio":0.2137515579559618,"nearest_expiration_max_pain":105,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.898676564999785,"all_expiration_max_pain":105,"net_gamma_exposure":744272.9451645355,"net_gamma_exposure_per_100k_open_interest":12737856.326622207,"gamma_exposure_flip":88.78182944529541,"gamma_exposure_flip_distance_pct":-12.149384929659785,"call_wall":110,"call_wall_distance_pct":8.846232591904538,"put_wall":100,"put_wall_distance_pct":-1.0488794619049662,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2473},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CCEP","price":101.06,"totalOi":5843,"analysisCoverage":0.9444,"avgIvPct":38.3,"ivRank":26,"iv52wHighPct":55.67,"iv52wLowPct":32.2,"frontDte":14,"frontAtmIvPct":22.9771,"backAtmIvPct":25.5461,"termPremiumPp":-2.569,"expectedMoveFrontPct":4.5,"straddleFrontPct":4.23,"straddle30dPct":4.23,"riskReversalFrontPp":-41.29,"riskReversal30dPp":-41.29,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.214,"putCallOiFrontRatio":0.319,"putCallVolumeFrontRatio":0,"optionVolume":40,"volumeOiRatio":0.006846,"netDeltaNormalized":0.059156,"dealerDeltaNormalized":-0.059117,"gexPer100kOi":14611443.607736,"vannaPer100kOi":4483.997946,"charmPer100kOi":-829043.299675,"weekendDeltaShiftPer100kOi":-2487112.784528,"ivSurfaceRangePp":52.3,"gammaFlipDistancePct":5.808431,"maxPainDistancePct":3.898674,"peakCallDistancePct":18.741342,"peakPutDistancePct":-45.576885},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCEP.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."}