{"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/CME","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CME.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CME.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":"CME","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":263.1400146484375,"previous_close":265.1000061035156,"delta_neutral":263.51708122734533,"gamma_neutral":264.1471018980743,"gamma_max":292.0994760159598,"total_open_interest":49822,"previous_open_interest":52755,"listed_contracts":485,"listed_calls":277,"listed_puts":248,"gamma_max_distance_pct":11.005343070385154,"delta_neutral_distance_pct":0.14329503607104416,"gamma_neutral_distance_pct":0.3827191584610604,"open_interest_change_1d_pct":-5.559662591223581,"call_open_interest":23550,"put_open_interest":26272,"put_call_open_interest_ratio":1.115583864118896,"nearest_expiration_max_pain":272.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":3.5570361140504247,"all_expiration_max_pain":260,"net_gamma_exposure":-214071.28499214927,"net_gamma_exposure_per_100k_open_interest":-429672.2030270749,"gamma_exposure_flip":264.1471018980743,"gamma_exposure_flip_distance_pct":0.3827191584610604,"call_wall":270,"call_wall_distance_pct":2.6069715625453753,"put_wall":270,"put_wall_distance_pct":2.6069715625453753,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":991},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CME","price":263.14,"totalOi":53602,"analysisCoverage":1,"avgIvPct":88,"ivRank":100,"iv52wHighPct":88,"iv52wLowPct":35.3,"frontDte":7,"frontAtmIvPct":27.8009,"backAtmIvPct":29.176,"termPremiumPp":-1.3751,"expectedMoveFrontPct":3.85,"straddleFrontPct":3.43,"straddle30dPct":6.19,"riskReversalFrontPp":3.95,"riskReversal30dPp":4.28,"butterflyFrontPp":1.35,"butterfly30dPp":1.35,"putCallOiRatio":1.143,"putCallOiFrontRatio":0.611,"putCallVolumeFrontRatio":3.327,"optionVolume":2408,"volumeOiRatio":0.044924,"netDeltaNormalized":-0.006024,"dealerDeltaNormalized":0.005904,"gexPer100kOi":-7665698.313496,"vannaPer100kOi":2479.385098,"charmPer100kOi":1431694.712884,"weekendDeltaShiftPer100kOi":4295084.138652,"ivSurfaceRangePp":90.9,"gammaFlipDistancePct":null,"maxPainDistancePct":2.606977,"peakCallDistancePct":6.407236,"peakPutDistancePct":-0.243217},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CME.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."}