{"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/CNI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CNI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CNI.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":"CNI","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":119.7699966430664,"previous_close":117.16000366210938,"delta_neutral":112.65638804866174,"gamma_neutral":95.75351209065418,"gamma_max":117.68894948376101,"total_open_interest":14355,"previous_open_interest":14396,"listed_contracts":97,"listed_calls":56,"listed_puts":46,"gamma_max_distance_pct":-1.737536292588577,"delta_neutral_distance_pct":-5.939391161214064,"gamma_neutral_distance_pct":-20.05217101573874,"open_interest_change_1d_pct":-0.2848013337038066,"call_open_interest":11055,"put_open_interest":3300,"put_call_open_interest_ratio":0.29850746268656714,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.9826306894553505,"all_expiration_max_pain":115,"net_gamma_exposure":3572545.978160289,"net_gamma_exposure_per_100k_open_interest":24887119.318427652,"gamma_exposure_flip":95.75351209065418,"gamma_exposure_flip_distance_pct":-20.05217101573874,"call_wall":115,"call_wall_distance_pct":-3.9826306894553505,"put_wall":120,"put_wall_distance_pct":0.19203754143789473,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1809},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CNI","price":119.77,"totalOi":14355,"analysisCoverage":1,"avgIvPct":32,"ivRank":16.7,"iv52wHighPct":50.48,"iv52wLowPct":28.3,"frontDte":14,"frontAtmIvPct":22.0069,"backAtmIvPct":23.4991,"termPremiumPp":-1.4922,"expectedMoveFrontPct":4.31,"straddleFrontPct":2.71,"straddle30dPct":2.71,"riskReversalFrontPp":200.7,"riskReversal30dPp":200.7,"butterflyFrontPp":6.12,"butterfly30dPp":6.12,"putCallOiRatio":0.299,"putCallOiFrontRatio":0.222,"putCallVolumeFrontRatio":0,"optionVolume":23,"volumeOiRatio":0.001602,"netDeltaNormalized":0.235615,"dealerDeltaNormalized":-0.234253,"gexPer100kOi":29426623.685127,"vannaPer100kOi":599.094392,"charmPer100kOi":-4884061.302682,"weekendDeltaShiftPer100kOi":-14652183.908046,"ivSurfaceRangePp":205.6,"gammaFlipDistancePct":-8.30759,"maxPainDistancePct":-3.982633,"peakCallDistancePct":0.192035,"peakPutDistancePct":0.192035},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CNI.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."}