{"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/CONI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CONI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CONI.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":"CONI","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":24.950000762939453,"previous_close":23.399999618530273,"delta_neutral":15.09648109063751,"gamma_neutral":3.413995459905916,"gamma_max":24.985812529812335,"total_open_interest":882,"previous_open_interest":880,"listed_contracts":85,"listed_calls":66,"listed_puts":25,"gamma_max_distance_pct":0.14353413137396323,"delta_neutral_distance_pct":-39.49306361119751,"gamma_neutral_distance_pct":-86.31665188172242,"open_interest_change_1d_pct":0.22727272727272727,"call_open_interest":742,"put_open_interest":140,"put_call_open_interest_ratio":0.18867924528301888,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.20039773760173735,"all_expiration_max_pain":23,"net_gamma_exposure":39856.26962378988,"net_gamma_exposure_per_100k_open_interest":4518851.431268693,"gamma_exposure_flip":3.413995459905916,"gamma_exposure_flip_distance_pct":-86.31665188172242,"call_wall":30,"call_wall_distance_pct":20.240477285122086,"put_wall":25,"put_wall_distance_pct":0.20039773760173735,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3761},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CONI","price":24.95,"totalOi":882,"analysisCoverage":0.8333,"avgIvPct":185.6,"ivRank":45.6,"iv52wHighPct":220.8,"iv52wLowPct":156.08,"frontDte":14,"frontAtmIvPct":110.6474,"backAtmIvPct":117.7685,"termPremiumPp":-7.1211,"expectedMoveFrontPct":21.67,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.189,"putCallOiFrontRatio":0.249,"putCallVolumeFrontRatio":0.17,"optionVolume":80,"volumeOiRatio":0.090703,"netDeltaNormalized":0.221236,"dealerDeltaNormalized":-0.221247,"gexPer100kOi":1186878.684807,"vannaPer100kOi":113.378685,"charmPer100kOi":-326870.748299,"weekendDeltaShiftPer100kOi":-980725.623583,"ivSurfaceRangePp":10.9,"gammaFlipDistancePct":-37.314629,"maxPainDistancePct":-7.815631,"peakCallDistancePct":120.440882,"peakPutDistancePct":40.280561},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CONI.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."}