{"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/CNX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CNX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CNX.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":"CNX","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":31.5,"previous_close":31.520000457763672,"delta_neutral":32.953259512288064,"gamma_neutral":36.28249201135199,"gamma_max":40.283852003009116,"total_open_interest":8346,"previous_open_interest":8352,"listed_contracts":116,"listed_calls":74,"listed_puts":48,"gamma_max_distance_pct":27.885244453997192,"delta_neutral_distance_pct":4.613522261231948,"gamma_neutral_distance_pct":15.182514321752352,"open_interest_change_1d_pct":-0.07183908045977011,"call_open_interest":4387,"put_open_interest":3959,"put_call_open_interest_ratio":0.9024390243902439,"nearest_expiration_max_pain":34,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.936507936507936,"all_expiration_max_pain":33,"net_gamma_exposure":-669356.099491911,"net_gamma_exposure_per_100k_open_interest":-8020082.668247197,"gamma_exposure_flip":36.28249201135199,"gamma_exposure_flip_distance_pct":15.182514321752352,"call_wall":31,"call_wall_distance_pct":-1.5873015873015872,"put_wall":32,"put_wall_distance_pct":1.5873015873015872,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2217},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CNX","price":31.5,"totalOi":8346,"analysisCoverage":1,"avgIvPct":59.6,"ivRank":27.8,"iv52wHighPct":76.16,"iv52wLowPct":53.23,"frontDte":14,"frontAtmIvPct":31.6573,"backAtmIvPct":34.4435,"termPremiumPp":-2.7862,"expectedMoveFrontPct":6.2,"straddleFrontPct":4.6,"straddle30dPct":4.6,"riskReversalFrontPp":-6.15,"riskReversal30dPp":-6.15,"butterflyFrontPp":-5.37,"butterfly30dPp":-5.37,"putCallOiRatio":0.902,"putCallOiFrontRatio":2.118,"putCallVolumeFrontRatio":1,"optionVolume":33,"volumeOiRatio":0.003954,"netDeltaNormalized":-0.100798,"dealerDeltaNormalized":0.098708,"gexPer100kOi":-2413198.05895,"vannaPer100kOi":1797.268152,"charmPer100kOi":655152.168704,"weekendDeltaShiftPer100kOi":1965444.524323,"ivSurfaceRangePp":178.1,"gammaFlipDistancePct":null,"maxPainDistancePct":4.761905,"peakCallDistancePct":1.587302,"peakPutDistancePct":11.111111},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CNX.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."}