{"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/CI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CI.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":"CI","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":270.5299987792969,"previous_close":267.9599914550781,"delta_neutral":259.99641017749275,"gamma_neutral":271.7649897012923,"gamma_max":295.2381117706982,"total_open_interest":78401,"previous_open_interest":83286,"listed_contracts":512,"listed_calls":304,"listed_puts":263,"gamma_max_distance_pct":9.13322481901855,"delta_neutral_distance_pct":-3.89368596803847,"gamma_neutral_distance_pct":0.45650793907071713,"open_interest_change_1d_pct":-5.865331508296713,"call_open_interest":51406,"put_open_interest":26995,"put_call_open_interest_ratio":0.5251332529276738,"nearest_expiration_max_pain":272.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":0.7282006541205387,"all_expiration_max_pain":250,"net_gamma_exposure":-300439.0408892724,"net_gamma_exposure_per_100k_open_interest":-383208.17449939717,"gamma_exposure_flip":271.7649897012923,"gamma_exposure_flip_distance_pct":0.45650793907071713,"call_wall":260,"call_wall_distance_pct":-3.8923590089125137,"put_wall":260,"put_wall_distance_pct":-3.8923590089125137,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":757},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CI","price":270.53,"totalOi":84726,"analysisCoverage":1,"avgIvPct":58.6,"ivRank":68.3,"iv52wHighPct":68.5,"iv52wLowPct":37.3,"frontDte":7,"frontAtmIvPct":30.3282,"backAtmIvPct":33.5429,"termPremiumPp":-3.2147,"expectedMoveFrontPct":4.2,"straddleFrontPct":3.18,"straddle30dPct":6.71,"riskReversalFrontPp":0.22,"riskReversal30dPp":-129.27,"butterflyFrontPp":-3.4,"butterfly30dPp":-3.4,"putCallOiRatio":0.541,"putCallOiFrontRatio":0.633,"putCallVolumeFrontRatio":0.66,"optionVolume":1338,"volumeOiRatio":0.015792,"netDeltaNormalized":0.145429,"dealerDeltaNormalized":-0.126685,"gexPer100kOi":-1434038.93728,"vannaPer100kOi":-180.582112,"charmPer100kOi":1257950.334018,"weekendDeltaShiftPer100kOi":3773852.182329,"ivSurfaceRangePp":132,"gammaFlipDistancePct":-27.660518,"maxPainDistancePct":-6.664695,"peakCallDistancePct":3.500536,"peakPutDistancePct":0.7282},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CI.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."}