{"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/CELU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CELU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CELU.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":"CELU","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":1.600000023841858,"previous_close":1.3799999952316284,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":1465,"previous_open_interest":1481,"listed_contracts":18,"listed_calls":16,"listed_puts":8,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-1.0803511141120865,"call_open_interest":1301,"put_open_interest":164,"put_call_open_interest_ratio":0.12605687932359724,"nearest_expiration_max_pain":1.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.2500013969838415,"all_expiration_max_pain":1.5,"net_gamma_exposure":66437.60223626655,"net_gamma_exposure_per_100k_open_interest":4534989.913738331,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":2,"call_wall_distance_pct":24.99999813735488,"put_wall":2.5,"put_wall_distance_pct":56.2499976716936,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3434},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CELU","price":1.6,"totalOi":1465,"analysisCoverage":0.7778,"avgIvPct":265.6,"ivRank":11.7,"iv52wHighPct":666.4,"iv52wLowPct":212.51,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.126,"putCallOiFrontRatio":0.131,"putCallVolumeFrontRatio":0,"optionVolume":46,"volumeOiRatio":0.031399,"netDeltaNormalized":0.309412,"dealerDeltaNormalized":-0.301604,"gexPer100kOi":78875.085324,"vannaPer100kOi":341.296928,"charmPer100kOi":-295426.62116,"weekendDeltaShiftPer100kOi":-886211.604096,"ivSurfaceRangePp":3.5,"gammaFlipDistancePct":null,"maxPainDistancePct":-6.25,"peakCallDistancePct":212.5,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CELU.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."}