{"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/CF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CF.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":"CF","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":115.0999984741211,"previous_close":114.55999755859375,"delta_neutral":115.39543455038807,"gamma_neutral":118.60438572537683,"gamma_max":140.4395208348344,"total_open_interest":79251,"previous_open_interest":83025,"listed_contracts":649,"listed_calls":403,"listed_puts":322,"gamma_max_distance_pct":22.015223889347503,"delta_neutral_distance_pct":0.2566777412541897,"gamma_neutral_distance_pct":3.0446457842861365,"open_interest_change_1d_pct":-4.545618789521229,"call_open_interest":42664,"put_open_interest":36587,"put_call_open_interest_ratio":0.8575614100881305,"nearest_expiration_max_pain":123,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":6.863598288974027,"all_expiration_max_pain":120,"net_gamma_exposure":-969276.0267565263,"net_gamma_exposure_per_100k_open_interest":-1223045.7997457779,"gamma_exposure_flip":118.60438572537683,"gamma_exposure_flip_distance_pct":3.0446457842861365,"call_wall":130,"call_wall_distance_pct":12.945266484281493,"put_wall":115,"put_wall_distance_pct":-0.08687964852021893,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":750},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CF","price":115.1,"totalOi":83434,"analysisCoverage":1,"avgIvPct":153.6,"ivRank":100,"iv52wHighPct":153.6,"iv52wLowPct":54.6,"frontDte":7,"frontAtmIvPct":41.8096,"backAtmIvPct":45.2515,"termPremiumPp":-3.4419,"expectedMoveFrontPct":5.79,"straddleFrontPct":4.5,"straddle30dPct":9.12,"riskReversalFrontPp":-55.8,"riskReversal30dPp":-1.82,"butterflyFrontPp":-1.61,"butterfly30dPp":-1.61,"putCallOiRatio":0.812,"putCallOiFrontRatio":0.908,"putCallVolumeFrontRatio":0.454,"optionVolume":1842,"volumeOiRatio":0.022077,"netDeltaNormalized":0.015926,"dealerDeltaNormalized":-0.015901,"gexPer100kOi":-761973.080519,"vannaPer100kOi":3840.161085,"charmPer100kOi":921699.786658,"weekendDeltaShiftPer100kOi":2765100.558525,"ivSurfaceRangePp":198.2,"gammaFlipDistancePct":null,"maxPainDistancePct":4.257168,"peakCallDistancePct":8.601216,"peakPutDistancePct":-0.086881},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CF.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."}