{"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/CE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CE.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":"CE","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":44.189998626708984,"previous_close":44.20000076293945,"delta_neutral":45.25967814400739,"gamma_neutral":37.962070875099755,"gamma_max":48.59724175036222,"total_open_interest":49045,"previous_open_interest":49793,"listed_contracts":167,"listed_calls":103,"listed_puts":85,"gamma_max_distance_pct":9.973395022894266,"delta_neutral_distance_pct":2.4206371363222363,"gamma_neutral_distance_pct":-14.093523297475263,"open_interest_change_1d_pct":-1.502219187435985,"call_open_interest":30367,"put_open_interest":18678,"put_call_open_interest_ratio":0.6150755754602035,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.8329970546806957,"all_expiration_max_pain":50,"net_gamma_exposure":2302687.4037943706,"net_gamma_exposure_per_100k_open_interest":4695050.267701847,"gamma_exposure_flip":37.962070875099755,"gamma_exposure_flip_distance_pct":-14.093523297475263,"call_wall":50,"call_wall_distance_pct":13.147774505200774,"put_wall":45,"put_wall_distance_pct":1.8329970546806957,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1001},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CE","price":44.19,"totalOi":49045,"analysisCoverage":0.9444,"avgIvPct":64.3,"ivRank":38.1,"iv52wHighPct":73.64,"iv52wLowPct":58.54,"frontDte":14,"frontAtmIvPct":46.4648,"backAtmIvPct":53.6031,"termPremiumPp":-7.1383,"expectedMoveFrontPct":9.1,"straddleFrontPct":7.18,"straddle30dPct":7.18,"riskReversalFrontPp":-100.14,"riskReversal30dPp":-100.14,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.615,"putCallOiFrontRatio":0.085,"putCallVolumeFrontRatio":0.421,"optionVolume":1058,"volumeOiRatio":0.021572,"netDeltaNormalized":-0.010921,"dealerDeltaNormalized":0.010921,"gexPer100kOi":2039494.076868,"vannaPer100kOi":3965.745744,"charmPer100kOi":-536397.186258,"weekendDeltaShiftPer100kOi":-1609191.558773,"ivSurfaceRangePp":94.3,"gammaFlipDistancePct":1.900883,"maxPainDistancePct":13.147771,"peakCallDistancePct":13.147771,"peakPutDistancePct":1.832994},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CE.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."}