{"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/CNS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CNS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CNS.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":"CNS","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":73,"previous_close":73.12000274658203,"delta_neutral":83.42505421299417,"gamma_neutral":99.94831145887488,"gamma_max":108.79539472233219,"total_open_interest":344,"previous_open_interest":344,"listed_contracts":26,"listed_calls":16,"listed_puts":13,"gamma_max_distance_pct":49.034787290866014,"delta_neutral_distance_pct":14.280896182183794,"gamma_neutral_distance_pct":36.91549514914367,"open_interest_change_1d_pct":0,"call_open_interest":59,"put_open_interest":285,"put_call_open_interest_ratio":4.830508474576271,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.10958904109589,"all_expiration_max_pain":70,"net_gamma_exposure":-43925.47560771853,"net_gamma_exposure_per_100k_open_interest":-12769033.606894922,"gamma_exposure_flip":99.94831145887488,"gamma_exposure_flip_distance_pct":36.91549514914367,"call_wall":80,"call_wall_distance_pct":9.58904109589041,"put_wall":70,"put_wall_distance_pct":-4.10958904109589,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4246},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CNS","price":73,"totalOi":344,"analysisCoverage":0.8333,"avgIvPct":40.3,"ivRank":8.1,"iv52wHighPct":119.04,"iv52wLowPct":33.4,"frontDte":14,"frontAtmIvPct":58.7703,"backAtmIvPct":33.1335,"termPremiumPp":25.6368,"expectedMoveFrontPct":11.51,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.831,"putCallOiFrontRatio":1,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.002907,"netDeltaNormalized":-0.146512,"dealerDeltaNormalized":0.146483,"gexPer100kOi":-9182261.627907,"vannaPer100kOi":4941.860465,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":10.6,"gammaFlipDistancePct":-30.123288,"maxPainDistancePct":-4.109589,"peakCallDistancePct":16.438356,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CNS.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."}