{"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/CMC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CMC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CMC.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":"CMC","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":63.58000183105469,"previous_close":62.720001220703125,"delta_neutral":58.34730998310246,"gamma_neutral":25.444183384746122,"gamma_max":69.64016756974316,"total_open_interest":4443,"previous_open_interest":4311,"listed_contracts":111,"listed_calls":73,"listed_puts":47,"gamma_max_distance_pct":9.531559553570935,"delta_neutral_distance_pct":-8.230090747490976,"gamma_neutral_distance_pct":-59.980838861318965,"open_interest_change_1d_pct":3.0619345859429368,"call_open_interest":3444,"put_open_interest":999,"put_call_open_interest_ratio":0.29006968641114983,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.2334037874338906,"all_expiration_max_pain":62.5,"net_gamma_exposure":380081.0163980526,"net_gamma_exposure_per_100k_open_interest":8554603.11496855,"gamma_exposure_flip":25.444183384746122,"gamma_exposure_flip_distance_pct":-59.980838861318965,"call_wall":70,"call_wall_distance_pct":10.097511771082651,"put_wall":70,"put_wall_distance_pct":10.097511771082651,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2650},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CMC","price":63.58,"totalOi":4443,"analysisCoverage":0.9444,"avgIvPct":51.6,"ivRank":13.4,"iv52wHighPct":88.94,"iv52wLowPct":45.8,"frontDte":14,"frontAtmIvPct":45.3925,"backAtmIvPct":38.1554,"termPremiumPp":7.2371,"expectedMoveFrontPct":8.89,"straddleFrontPct":7.04,"straddle30dPct":7.04,"riskReversalFrontPp":2.52,"riskReversal30dPp":2.52,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.29,"putCallOiFrontRatio":0.38,"putCallVolumeFrontRatio":0.143,"optionVolume":94,"volumeOiRatio":0.021157,"netDeltaNormalized":0.142534,"dealerDeltaNormalized":-0.142435,"gexPer100kOi":5586090.479406,"vannaPer100kOi":2588.341211,"charmPer100kOi":-1918298.446995,"weekendDeltaShiftPer100kOi":-5754895.340986,"ivSurfaceRangePp":109.8,"gammaFlipDistancePct":3.601762,"maxPainDistancePct":-1.698647,"peakCallDistancePct":17.961623,"peakPutDistancePct":-5.630701},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CMC.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."}