{"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/CGC","markdown_url":"https://halfonadouble.com/stock/CGC.md","history_url":"https://halfonadouble.com/api/v1/history/CGC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CGC.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":"CGC","page_tier":"A","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":0.8754000067710876,"previous_close":0.8823999762535095,"delta_neutral":0.6191344997399082,"gamma_neutral":0.8754000067710876,"gamma_max":0.9851669541792167,"total_open_interest":303639,"previous_open_interest":307774,"listed_contracts":81,"listed_calls":57,"listed_puts":42,"gamma_max_distance_pct":12.539061749954103,"delta_neutral_distance_pct":-29.274103843843296,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-1.3435182958924405,"call_open_interest":265643,"put_open_interest":37996,"put_call_open_interest_ratio":0.14303407204405913,"nearest_expiration_max_pain":1,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":14.233492376644975,"all_expiration_max_pain":1,"net_gamma_exposure":7509325.979267506,"net_gamma_exposure_per_100k_open_interest":2473109.837427836,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1,"call_wall_distance_pct":14.233492376644975,"put_wall":1,"put_wall_distance_pct":14.233492376644975,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":303},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1334,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":9.523809523809524,"gamma_max_cross_count":20,"delta_neutral_cross_count":0,"gamma_max_prior_sessions_closer_pct":37.698412698412696,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":14.285714285714285,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":31.349206349206348,"open_interest_change_1d_contracts":-4135,"open_interest_change_z_252":-0.159944007575963,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":0.48914320511250625,"open_interest_change_21_sessions_pct":3.4294940576555586,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-3473,"put_change_contracts":-662,"call_growth_pct":-1.290521559476211,"put_growth_pct":-1.7124527911428422,"call_minus_put_growth_pp":0.42193123166663127},"five_sessions":{"call_change_contracts":1581,"put_change_contracts":-103,"call_growth_pct":0.5987230271678621,"put_growth_pct":-0.27034830310506835,"call_minus_put_growth_pp":0.8690713302729305},"call_change_surprise":{"z_score":-0.14865944897307584,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.19159291500298584,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.10334673406947457,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":58.73371618213273,"directional_score":41.259842519685044,"catalyst_reasons":["IV rank 100","25Δ risk reversal -64.4 pp"],"features":{"symbol":"CGC","price":0.88,"totalOi":308922,"analysisCoverage":0.7778,"avgIvPct":2119.7,"ivRank":100,"iv52wHighPct":2119.7,"iv52wLowPct":140.61,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-64.4,"riskReversal30dPp":-40.77,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.143,"putCallOiFrontRatio":0.029,"putCallVolumeFrontRatio":0.232,"optionVolume":2640,"volumeOiRatio":0.008546,"netDeltaNormalized":0.193948,"dealerDeltaNormalized":-0.193945,"gexPer100kOi":21726.095908,"vannaPer100kOi":4467.470753,"charmPer100kOi":-18508.231851,"weekendDeltaShiftPer100kOi":-55524.695554,"ivSurfaceRangePp":86.7,"gammaFlipDistancePct":null,"maxPainDistancePct":13.636364,"peakCallDistancePct":13.636364,"peakPutDistancePct":13.636364},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CGC.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":[{"direction":"above","event_count":24,"completed_path_count":24,"latest_cross_date":"2026-08-19","horizons":[{"sessions":1,"sample_size":24,"median_return_pct":0.15255695628302313,"p25_return_pct":-2.2916669104201812,"p75_return_pct":1.6613510077983895,"above_zero_pct":50,"median_interval_low_pct":-1.7801496695753927,"median_interval_high_pct":1.458404152949755,"median_interval_nominal_coverage_pct":93.60853433609009,"confidence_floor_pct":0},{"sessions":3,"sample_size":24,"median_return_pct":-2.521790450717476,"p25_return_pct":-9.452873732287365,"p75_return_pct":3.61960393593907,"above_zero_pct":41.66666666666667,"median_interval_low_pct":-7.407409042651403,"median_interval_high_pct":1.9999980926513672,"median_interval_nominal_coverage_pct":93.60853433609009,"confidence_floor_pct":0},{"sessions":5,"sample_size":24,"median_return_pct":-1.8743730143566117,"p25_return_pct":-9.369404103851874,"p75_return_pct":3.0691991433372037,"above_zero_pct":33.33333333333333,"median_interval_low_pct":-6.930694393724757,"median_interval_high_pct":2.408372121913338,"median_interval_nominal_coverage_pct":93.60853433609009,"confidence_floor_pct":0},{"sessions":10,"sample_size":24,"median_return_pct":-13.982374459288842,"p25_return_pct":-20.85808292747629,"p75_return_pct":1.6250404295429677,"above_zero_pct":29.166666666666668,"median_interval_low_pct":-19.431273355276137,"median_interval_high_pct":-0.20833809342630794,"median_interval_nominal_coverage_pct":93.60853433609009,"confidence_floor_pct":-0.20833809342630794}]},{"direction":"below","event_count":30,"completed_path_count":30,"latest_cross_date":"2026-08-28","horizons":[{"sessions":1,"sample_size":30,"median_return_pct":-1.129453888309323,"p25_return_pct":-5.168056868734231,"p75_return_pct":1.1141341598401577,"above_zero_pct":36.666666666666664,"median_interval_low_pct":-2.8301861329449007,"median_interval_high_pct":0.04295144183017463,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":3,"sample_size":30,"median_return_pct":-2.0443242705724285,"p25_return_pct":-6.164385686785942,"p75_return_pct":9.268457973471245,"above_zero_pct":40,"median_interval_low_pct":-4.545460949259217,"median_interval_high_pct":4.16621945581912,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":5,"sample_size":30,"median_return_pct":-2.296148780857188,"p25_return_pct":-10.057537029227845,"p75_return_pct":7.92937644803332,"above_zero_pct":43.333333333333336,"median_interval_low_pct":-7.906655894943205,"median_interval_high_pct":5.833327538437549,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":10,"sample_size":30,"median_return_pct":-8.309819773929387,"p25_return_pct":-13.043139612971821,"p75_return_pct":0.39579953993566785,"above_zero_pct":26.666666666666668,"median_interval_low_pct":-11.91709358108608,"median_interval_high_pct":-3.7878840559658733,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":-3.7878840559658733}]}],"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."}