{"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/CON","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CON.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CON.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":"CON","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":35.650001525878906,"previous_close":34.970001220703125,"delta_neutral":25.61844422635164,"gamma_neutral":18.233097249948457,"gamma_max":34.878550968937276,"total_open_interest":240,"previous_open_interest":240,"listed_contracts":26,"listed_calls":26,"listed_puts":11,"gamma_max_distance_pct":-2.163956588842281,"delta_neutral_distance_pct":-28.139009453464393,"gamma_neutral_distance_pct":-48.85526937014922,"open_interest_change_1d_pct":0,"call_open_interest":213,"put_open_interest":27,"put_call_open_interest_ratio":0.1267605633802817,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.8232861095589568,"all_expiration_max_pain":20,"net_gamma_exposure":28271.755217559232,"net_gamma_exposure_per_100k_open_interest":11779898.007316347,"gamma_exposure_flip":18.233097249948457,"gamma_exposure_flip_distance_pct":-48.85526937014922,"call_wall":35,"call_wall_distance_pct":-1.8232861095589568,"put_wall":35,"put_wall_distance_pct":-1.8232861095589568,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4418},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CON","price":35.65,"totalOi":240,"analysisCoverage":0.6667,"avgIvPct":68.7,"ivRank":40.5,"iv52wHighPct":93.48,"iv52wLowPct":51.8,"frontDte":14,"frontAtmIvPct":42.431,"backAtmIvPct":34.5959,"termPremiumPp":7.8351,"expectedMoveFrontPct":8.31,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.127,"putCallOiFrontRatio":0.216,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.016667,"netDeltaNormalized":0.479204,"dealerDeltaNormalized":-0.451208,"gexPer100kOi":4661233.333333,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":19.7,"gammaFlipDistancePct":-29.537167,"maxPainDistancePct":-43.899018,"peakCallDistancePct":-1.823282,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CON.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."}