{"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/COHU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/COHU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/COHU.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":"COHU","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":73.4800033569336,"previous_close":70.33999633789062,"delta_neutral":54.54953067310523,"gamma_neutral":52.109163962518465,"gamma_max":69.81828195881738,"total_open_interest":14228,"previous_open_interest":14210,"listed_contracts":93,"listed_calls":82,"listed_puts":51,"gamma_max_distance_pct":-4.983289644570617,"delta_neutral_distance_pct":-25.762754244678565,"gamma_neutral_distance_pct":-29.083884619064282,"open_interest_change_1d_pct":0.1266713581984518,"call_open_interest":9558,"put_open_interest":4670,"put_call_open_interest_ratio":0.4885959405733417,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-31.954276380307235,"all_expiration_max_pain":50,"net_gamma_exposure":974490.9748283465,"net_gamma_exposure_per_100k_open_interest":6849107.216954924,"gamma_exposure_flip":52.109163962518465,"gamma_exposure_flip_distance_pct":-29.083884619064282,"call_wall":65,"call_wall_distance_pct":-11.540559294399404,"put_wall":50,"put_wall_distance_pct":-31.954276380307235,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1815},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"COHU","price":73.48,"totalOi":14228,"analysisCoverage":1,"avgIvPct":99.9,"ivRank":67.8,"iv52wHighPct":110.08,"iv52wLowPct":78.5,"frontDte":14,"frontAtmIvPct":70.2588,"backAtmIvPct":81.3053,"termPremiumPp":-11.0465,"expectedMoveFrontPct":13.76,"straddleFrontPct":22.59,"straddle30dPct":22.59,"riskReversalFrontPp":91.59,"riskReversal30dPp":91.59,"butterflyFrontPp":-6.1,"butterfly30dPp":-6.1,"putCallOiRatio":0.489,"putCallOiFrontRatio":0.455,"putCallVolumeFrontRatio":0.248,"optionVolume":977,"volumeOiRatio":0.068667,"netDeltaNormalized":0.422788,"dealerDeltaNormalized":-0.418004,"gexPer100kOi":5313852.473995,"vannaPer100kOi":-260.050604,"charmPer100kOi":-4420895.417487,"weekendDeltaShiftPer100kOi":-13262679.224065,"ivSurfaceRangePp":32.2,"gammaFlipDistancePct":-65.364725,"maxPainDistancePct":-31.954273,"peakCallDistancePct":-4.735983,"peakPutDistancePct":-11.540555},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/COHU.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."}