{"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/CMCO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CMCO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CMCO.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":"CMCO","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":16.735000610351562,"previous_close":15.9350004196167,"delta_neutral":11.406555875834242,"gamma_neutral":6.72438257514517,"gamma_max":16.900116838432428,"total_open_interest":4482,"previous_open_interest":4468,"listed_contracts":31,"listed_calls":21,"listed_puts":14,"gamma_max_distance_pct":0.9866520589113793,"delta_neutral_distance_pct":-31.840122737858582,"gamma_neutral_distance_pct":-59.818450374087504,"open_interest_change_1d_pct":0.3133393017009848,"call_open_interest":4128,"put_open_interest":354,"put_call_open_interest_ratio":0.08575581395348837,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-10.367496546599254,"all_expiration_max_pain":15,"net_gamma_exposure":380989.23785296455,"net_gamma_exposure_per_100k_open_interest":8500429.224742629,"gamma_exposure_flip":6.72438257514517,"gamma_exposure_flip_distance_pct":-59.818450374087504,"call_wall":17.5,"call_wall_distance_pct":4.571254028967536,"put_wall":15,"put_wall_distance_pct":-10.367496546599254,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2645},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CMCO","price":16.74,"totalOi":4482,"analysisCoverage":0.9444,"avgIvPct":72.6,"ivRank":0,"iv52wHighPct":140.24,"iv52wLowPct":72.6,"frontDte":14,"frontAtmIvPct":91.9594,"backAtmIvPct":43.6139,"termPremiumPp":48.3455,"expectedMoveFrontPct":18.01,"straddleFrontPct":25.69,"straddle30dPct":25.69,"riskReversalFrontPp":-3.22,"riskReversal30dPp":-3.22,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.086,"putCallOiFrontRatio":0.212,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.000669,"netDeltaNormalized":0.300027,"dealerDeltaNormalized":-0.299627,"gexPer100kOi":1474682.954038,"vannaPer100kOi":2721.999108,"charmPer100kOi":-178000.892459,"weekendDeltaShiftPer100kOi":-534002.677376,"ivSurfaceRangePp":102.6,"gammaFlipDistancePct":-32.735962,"maxPainDistancePct":-10.394265,"peakCallDistancePct":34.408602,"peakPutDistancePct":-10.394265},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CMCO.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."}