{"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/CL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CL.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":"CL","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":84.26000213623047,"previous_close":84.52999877929688,"delta_neutral":85.33555379727781,"gamma_neutral":84.08557562781567,"gamma_max":95.52628053252081,"total_open_interest":60124,"previous_open_interest":61897,"listed_contracts":420,"listed_calls":240,"listed_puts":201,"gamma_max_distance_pct":13.370849882100853,"delta_neutral_distance_pct":1.276467640373904,"gamma_neutral_distance_pct":-0.20700985520126905,"open_interest_change_1d_pct":-2.8644360792930192,"call_open_interest":34314,"put_open_interest":25810,"put_call_open_interest_ratio":0.7521711254881389,"nearest_expiration_max_pain":87,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":3.2518369265402325,"all_expiration_max_pain":87.5,"net_gamma_exposure":133506.33483951408,"net_gamma_exposure_per_100k_open_interest":222051.65131979587,"gamma_exposure_flip":84.08557562781567,"gamma_exposure_flip_distance_pct":-0.20700985520126905,"call_wall":87.5,"call_wall_distance_pct":3.8452382881870153,"put_wall":85,"put_wall_distance_pct":0.8782314799531008,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":887},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CL","price":84.26,"totalOi":62424,"analysisCoverage":1,"avgIvPct":92.4,"ivRank":100,"iv52wHighPct":92.4,"iv52wLowPct":31.2,"frontDte":7,"frontAtmIvPct":22.0241,"backAtmIvPct":23.2535,"termPremiumPp":-1.2294,"expectedMoveFrontPct":3.05,"straddleFrontPct":3.29,"straddle30dPct":5.7,"riskReversalFrontPp":-41.23,"riskReversal30dPp":-41.23,"butterflyFrontPp":5.64,"butterfly30dPp":5.64,"putCallOiRatio":0.717,"putCallOiFrontRatio":0.303,"putCallVolumeFrontRatio":0.683,"optionVolume":1885,"volumeOiRatio":0.030197,"netDeltaNormalized":-0.018025,"dealerDeltaNormalized":0.017932,"gexPer100kOi":1394177.271562,"vannaPer100kOi":5254.389337,"charmPer100kOi":-51473.792131,"weekendDeltaShiftPer100kOi":-154422.978342,"ivSurfaceRangePp":94,"gammaFlipDistancePct":18.644671,"maxPainDistancePct":3.845241,"peakCallDistancePct":6.812248,"peakPutDistancePct":0.878234},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CL.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."}