{"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/CNH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CNH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CNH.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":"CNH","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":13.470000267028809,"previous_close":12.850000381469727,"delta_neutral":10.258000745101151,"gamma_neutral":8.402086831859101,"gamma_max":13.747190289335439,"total_open_interest":53107,"previous_open_interest":53100,"listed_contracts":39,"listed_calls":31,"listed_puts":22,"gamma_max_distance_pct":2.057832344555495,"delta_neutral_distance_pct":-23.845578754662895,"gamma_neutral_distance_pct":-37.623707013389534,"open_interest_change_1d_pct":0.013182674199623353,"call_open_interest":46745,"put_open_interest":6362,"put_call_open_interest_ratio":0.13610011765964275,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.201189664436211,"all_expiration_max_pain":12.5,"net_gamma_exposure":7173109.107925339,"net_gamma_exposure_per_100k_open_interest":13506899.482036904,"gamma_exposure_flip":8.402086831859101,"gamma_exposure_flip_distance_pct":-37.623707013389534,"call_wall":15,"call_wall_distance_pct":11.358572402676547,"put_wall":12.5,"put_wall_distance_pct":-7.201189664436211,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":960},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CNH","price":13.47,"totalOi":53107,"analysisCoverage":0.8333,"avgIvPct":68.2,"ivRank":0,"iv52wHighPct":121.1,"iv52wLowPct":68.2,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-1.4,"riskReversal30dPp":-1.4,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.136,"putCallOiFrontRatio":0.486,"putCallVolumeFrontRatio":3.583,"optionVolume":110,"volumeOiRatio":0.002071,"netDeltaNormalized":0.333726,"dealerDeltaNormalized":-0.328548,"gexPer100kOi":1821366.109929,"vannaPer100kOi":3803.641704,"charmPer100kOi":-46314.045229,"weekendDeltaShiftPer100kOi":-138940.252697,"ivSurfaceRangePp":25.6,"gammaFlipDistancePct":-19.970304,"maxPainDistancePct":-7.201188,"peakCallDistancePct":11.358575,"peakPutDistancePct":-7.201188},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CNH.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."}