{"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/CM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CM.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":"CM","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":111.0199966430664,"previous_close":109.94999694824219,"delta_neutral":111.78766585650462,"gamma_neutral":111.07694050555739,"gamma_max":124.3997086376451,"total_open_interest":20569,"previous_open_interest":19392,"listed_contracts":152,"listed_calls":86,"listed_puts":85,"gamma_max_distance_pct":12.05162349049153,"delta_neutral_distance_pct":0.6914693178259563,"gamma_neutral_distance_pct":0.05129153685174292,"open_interest_change_1d_pct":6.069513201320132,"call_open_interest":11035,"put_open_interest":9534,"put_call_open_interest_ratio":0.8639782510194834,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.584942782631726,"all_expiration_max_pain":110,"net_gamma_exposure":-5965.097901748082,"net_gamma_exposure_per_100k_open_interest":-29000.427350615406,"gamma_exposure_flip":111.07694050555739,"gamma_exposure_flip_distance_pct":0.05129153685174292,"call_wall":115,"call_wall_distance_pct":3.584942782631726,"put_wall":110,"put_wall_distance_pct":-0.9187503818305229,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1546},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CM","price":111.02,"totalOi":20569,"analysisCoverage":1,"avgIvPct":38.7,"ivRank":28.2,"iv52wHighPct":66.4,"iv52wLowPct":27.8,"frontDte":14,"frontAtmIvPct":22.1601,"backAtmIvPct":22.8168,"termPremiumPp":-0.6567,"expectedMoveFrontPct":4.34,"straddleFrontPct":3.36,"straddle30dPct":3.36,"riskReversalFrontPp":6.48,"riskReversal30dPp":6.48,"butterflyFrontPp":2.91,"butterfly30dPp":2.91,"putCallOiRatio":0.864,"putCallOiFrontRatio":0.968,"putCallVolumeFrontRatio":1.054,"optionVolume":295,"volumeOiRatio":0.014342,"netDeltaNormalized":-0.011819,"dealerDeltaNormalized":0.011226,"gexPer100kOi":1372596.091205,"vannaPer100kOi":2046.76941,"charmPer100kOi":51290.777383,"weekendDeltaShiftPer100kOi":153872.33215,"ivSurfaceRangePp":178.1,"gammaFlipDistancePct":10.88993,"maxPainDistancePct":-0.918753,"peakCallDistancePct":3.58494,"peakPutDistancePct":3.58494},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CM.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."}