{"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/COCO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/COCO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/COCO.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":"COCO","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":55.970001220703125,"previous_close":57.0099983215332,"delta_neutral":53.53395154973245,"gamma_neutral":32.286056919220634,"gamma_max":66.1737130857506,"total_open_interest":8039,"previous_open_interest":9364,"listed_contracts":105,"listed_calls":71,"listed_puts":44,"gamma_max_distance_pct":18.230680083089155,"delta_neutral_distance_pct":-4.352420256995792,"gamma_neutral_distance_pct":-42.31542573688899,"open_interest_change_1d_pct":-14.149935924818454,"call_open_interest":6643,"put_open_interest":1396,"put_call_open_interest_ratio":0.21014601836519645,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.200283529395728,"all_expiration_max_pain":60,"net_gamma_exposure":501809.4090150176,"net_gamma_exposure_per_100k_open_interest":6242186.951300132,"gamma_exposure_flip":32.286056919220634,"gamma_exposure_flip_distance_pct":-42.31542573688899,"call_wall":55,"call_wall_distance_pct":-1.7330734313872493,"put_wall":60,"put_wall_distance_pct":7.200283529395728,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2243},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"COCO","price":55.97,"totalOi":8039,"analysisCoverage":0.9444,"avgIvPct":77.5,"ivRank":55,"iv52wHighPct":87.07,"iv52wLowPct":65.8,"frontDte":14,"frontAtmIvPct":46.5669,"backAtmIvPct":50.2734,"termPremiumPp":-3.7065,"expectedMoveFrontPct":9.12,"straddleFrontPct":7.1,"straddle30dPct":7.1,"riskReversalFrontPp":9.44,"riskReversal30dPp":9.44,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.21,"putCallOiFrontRatio":0.311,"putCallVolumeFrontRatio":0.202,"optionVolume":344,"volumeOiRatio":0.042791,"netDeltaNormalized":0.069813,"dealerDeltaNormalized":-0.069812,"gexPer100kOi":3714323.423311,"vannaPer100kOi":2836.173653,"charmPer100kOi":-715051.623336,"weekendDeltaShiftPer100kOi":-2145142.430651,"ivSurfaceRangePp":52.7,"gammaFlipDistancePct":-43.183848,"maxPainDistancePct":7.200286,"peakCallDistancePct":7.200286,"peakPutDistancePct":-1.733071},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/COCO.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."}