{"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/CIM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CIM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CIM.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":"CIM","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":9.260000228881836,"previous_close":9.369999885559082,"delta_neutral":8.419165247696693,"gamma_neutral":9.260000228881836,"gamma_max":11.145031606791367,"total_open_interest":26990,"previous_open_interest":25174,"listed_contracts":47,"listed_calls":27,"listed_puts":22,"gamma_max_distance_pct":20.356709841433258,"delta_neutral_distance_pct":-9.080291149049739,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":7.213792007626917,"call_open_interest":22629,"put_open_interest":4361,"put_call_open_interest_ratio":0.19271730964691325,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.991358021894138,"all_expiration_max_pain":10,"net_gamma_exposure":1364757.4380576792,"net_gamma_exposure_per_100k_open_interest":5056529.966868022,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":12,"call_wall_distance_pct":29.589629626272963,"put_wall":9,"put_wall_distance_pct":-2.8077777802952766,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1359},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CIM","price":9.26,"totalOi":26990,"analysisCoverage":0.9444,"avgIvPct":87.5,"ivRank":25.2,"iv52wHighPct":165.8,"iv52wLowPct":61.11,"frontDte":14,"frontAtmIvPct":32.5764,"backAtmIvPct":31.8507,"termPremiumPp":0.7257,"expectedMoveFrontPct":6.38,"straddleFrontPct":5.4,"straddle30dPct":5.4,"riskReversalFrontPp":-134.53,"riskReversal30dPp":-134.53,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.193,"putCallOiFrontRatio":0.123,"putCallVolumeFrontRatio":0,"optionVolume":334,"volumeOiRatio":0.012375,"netDeltaNormalized":0.091541,"dealerDeltaNormalized":-0.091541,"gexPer100kOi":438285.513153,"vannaPer100kOi":5227.862171,"charmPer100kOi":-4127.454613,"weekendDeltaShiftPer100kOi":-12378.658763,"ivSurfaceRangePp":136.9,"gammaFlipDistancePct":21.058315,"maxPainDistancePct":7.991361,"peakCallDistancePct":7.991361,"peakPutDistancePct":7.991361},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CIM.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."}