{"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/COLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/COLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/COLD.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":"COLD","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":13.970000267028809,"previous_close":13.8100004196167,"delta_neutral":12.898879443169527,"gamma_neutral":13.970000267028809,"gamma_max":15.566428028010302,"total_open_interest":17376,"previous_open_interest":17111,"listed_contracts":56,"listed_calls":36,"listed_puts":33,"gamma_max_distance_pct":11.42754280935334,"delta_neutral_distance_pct":-7.66729279445527,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":1.5487113552685405,"call_open_interest":11771,"put_open_interest":5605,"put_call_open_interest_ratio":0.4761702489168295,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.372939966237063,"all_expiration_max_pain":15,"net_gamma_exposure":872517.0780912129,"net_gamma_exposure_per_100k_open_interest":5021392.024005599,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":7.372939966237063,"put_wall":15,"put_wall_distance_pct":7.372939966237063,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1681},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"COLD","price":13.97,"totalOi":17376,"analysisCoverage":0.8333,"avgIvPct":114.6,"ivRank":74.1,"iv52wHighPct":129.4,"iv52wLowPct":72.26,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-143.85,"riskReversal30dPp":-143.85,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.476,"putCallOiFrontRatio":0.789,"putCallVolumeFrontRatio":0,"optionVolume":130,"volumeOiRatio":0.007482,"netDeltaNormalized":0.114801,"dealerDeltaNormalized":-0.113572,"gexPer100kOi":771027.279006,"vannaPer100kOi":1789.825046,"charmPer100kOi":128263.121547,"weekendDeltaShiftPer100kOi":384789.364641,"ivSurfaceRangePp":156.2,"gammaFlipDistancePct":-8.876163,"maxPainDistancePct":7.372942,"peakCallDistancePct":7.372942,"peakPutDistancePct":-10.522548},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/COLD.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."}