{"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/CHRS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CHRS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CHRS.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":"CHRS","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":1.159999966621399,"previous_close":1.159999966621399,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":11151,"previous_open_interest":11045,"listed_contracts":16,"listed_calls":20,"listed_puts":12,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0.9597102761430512,"call_open_interest":9012,"put_open_interest":2139,"put_call_open_interest_ratio":0.23735019973368843,"nearest_expiration_max_pain":2,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":72.41379806459602,"all_expiration_max_pain":1.5,"net_gamma_exposure":148201.5784076113,"net_gamma_exposure_per_100k_open_interest":1329042.9415084862,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1.5,"call_wall_distance_pct":29.310348548447017,"put_wall":1.5,"put_wall_distance_pct":29.310348548447017,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2006},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CHRS","price":1.16,"totalOi":11151,"analysisCoverage":0.7778,"avgIvPct":469.9,"ivRank":69.7,"iv52wHighPct":613,"iv52wLowPct":140.24,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":27.18,"riskReversal30dPp":27.18,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.237,"putCallOiFrontRatio":4.213,"putCallVolumeFrontRatio":0,"optionVolume":75,"volumeOiRatio":0.006726,"netDeltaNormalized":0.406935,"dealerDeltaNormalized":-0.406424,"gexPer100kOi":12716.437988,"vannaPer100kOi":-2780.019729,"charmPer100kOi":-108474.576271,"weekendDeltaShiftPer100kOi":-325432.696619,"ivSurfaceRangePp":103.6,"gammaFlipDistancePct":null,"maxPainDistancePct":29.310345,"peakCallDistancePct":29.310345,"peakPutDistancePct":72.413793},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CHRS.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."}