{"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/CEPT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CEPT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CEPT.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":"CEPT","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":12.350000381469727,"previous_close":12.350000381469727,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":1768,"previous_open_interest":1768,"listed_contracts":13,"listed_calls":10,"listed_puts":6,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":1655,"put_open_interest":113,"put_call_open_interest_ratio":0.06827794561933535,"nearest_expiration_max_pain":2.5,"nearest_expiration_max_pain_expiry":"2026-12-18","nearest_expiration_max_pain_distance_pct":-79.75708564551086,"all_expiration_max_pain":2.5,"net_gamma_exposure":51765.35868662032,"net_gamma_exposure_per_100k_open_interest":2927904.9030893845,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":22.5,"call_wall_distance_pct":82.18622919040234,"put_wall":12.5,"put_wall_distance_pct":1.2145717724457474,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3306},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CEPT","price":12.35,"totalOi":1768,"analysisCoverage":0.9444,"avgIvPct":189.9,"ivRank":56.6,"iv52wHighPct":198.56,"iv52wLowPct":178.6,"frontDte":77,"frontAtmIvPct":197.5386,"backAtmIvPct":197.5386,"termPremiumPp":0,"expectedMoveFrontPct":90.73,"straddleFrontPct":69.64,"straddle30dPct":69.64,"riskReversalFrontPp":52.16,"riskReversal30dPp":52.16,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.068,"putCallOiFrontRatio":0.068,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.527773,"dealerDeltaNormalized":-0.462398,"gexPer100kOi":399969.457014,"vannaPer100kOi":-1414.027149,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":22.3,"gammaFlipDistancePct":-57.975709,"maxPainDistancePct":-79.757085,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CEPT.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."}