{"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/CEGX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CEGX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CEGX.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":"CEGX","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":11.84000015258789,"previous_close":11.979999542236328,"delta_neutral":12.672125153225103,"gamma_neutral":14.74109042334867,"gamma_max":18.699883332530614,"total_open_interest":1305,"previous_open_interest":1315,"listed_contracts":77,"listed_calls":47,"listed_puts":37,"gamma_max_distance_pct":57.93820178662199,"delta_neutral_distance_pct":7.0280826850777816,"gamma_neutral_distance_pct":24.502451295380116,"open_interest_change_1d_pct":-0.7604562737642585,"call_open_interest":653,"put_open_interest":652,"put_call_open_interest_ratio":0.998468606431853,"nearest_expiration_max_pain":14,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":18.24324171938456,"all_expiration_max_pain":13,"net_gamma_exposure":-41343.86964543511,"net_gamma_exposure_per_100k_open_interest":-3168112.6165084373,"gamma_exposure_flip":14.74109042334867,"gamma_exposure_flip_distance_pct":24.502451295380116,"call_wall":13,"call_wall_distance_pct":9.797295882285662,"put_wall":12,"put_wall_distance_pct":1.3513500451867637,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3508},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CEGX","price":11.84,"totalOi":1305,"analysisCoverage":0.8333,"avgIvPct":100.2,"ivRank":18.3,"iv52wHighPct":134.2,"iv52wLowPct":92.6,"frontDte":14,"frontAtmIvPct":80.6751,"backAtmIvPct":92.741,"termPremiumPp":-12.0659,"expectedMoveFrontPct":15.8,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-11.02,"riskReversal30dPp":-11.02,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.998,"putCallOiFrontRatio":1.736,"putCallVolumeFrontRatio":0.667,"optionVolume":76,"volumeOiRatio":0.058238,"netDeltaNormalized":-0.050146,"dealerDeltaNormalized":0.049992,"gexPer100kOi":-302524.904215,"vannaPer100kOi":766.283525,"charmPer100kOi":382375.478927,"weekendDeltaShiftPer100kOi":1147049.808429,"ivSurfaceRangePp":47.4,"gammaFlipDistancePct":-40.625,"maxPainDistancePct":9.797297,"peakCallDistancePct":9.797297,"peakPutDistancePct":-7.094595},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CEGX.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."}