{"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/CCOI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CCOI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCOI.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":"CCOI","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":8.460000038146973,"previous_close":8.229999542236328,"delta_neutral":7.777392830310166,"gamma_neutral":8.460000038146973,"gamma_max":9.75989976130603,"total_open_interest":30626,"previous_open_interest":30422,"listed_contracts":103,"listed_calls":75,"listed_puts":42,"gamma_max_distance_pct":15.365244885315391,"delta_neutral_distance_pct":-8.068643082256068,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.6705673525737953,"call_open_interest":19261,"put_open_interest":11365,"put_call_open_interest_ratio":0.5900524375681429,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":18.203309159681037,"all_expiration_max_pain":12.5,"net_gamma_exposure":391747.23722746776,"net_gamma_exposure_per_100k_open_interest":1279132.8845669292,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":10,"call_wall_distance_pct":18.203309159681037,"put_wall":10,"put_wall_distance_pct":18.203309159681037,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1272},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CCOI","price":8.46,"totalOi":30626,"analysisCoverage":0.7778,"avgIvPct":183.2,"ivRank":71.8,"iv52wHighPct":201.2,"iv52wLowPct":137.45,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":20.01,"riskReversal30dPp":20.01,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.59,"putCallOiFrontRatio":0.707,"putCallVolumeFrontRatio":0.27,"optionVolume":163,"volumeOiRatio":0.005322,"netDeltaNormalized":0.050967,"dealerDeltaNormalized":-0.050838,"gexPer100kOi":116623.000065,"vannaPer100kOi":5113.302423,"charmPer100kOi":-76075.883236,"weekendDeltaShiftPer100kOi":-228224.38451,"ivSurfaceRangePp":8.1,"gammaFlipDistancePct":5.319149,"maxPainDistancePct":47.754137,"peakCallDistancePct":-11.347518,"peakPutDistancePct":77.304965},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCOI.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."}