{"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/COO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/COO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/COO.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":"COO","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":56.90999984741211,"previous_close":57.40999984741211,"delta_neutral":54.49472118325079,"gamma_neutral":51.08548550736599,"gamma_max":67.4540016222262,"total_open_interest":21696,"previous_open_interest":21651,"listed_contracts":102,"listed_calls":77,"listed_puts":41,"gamma_max_distance_pct":18.527502729019183,"delta_neutral_distance_pct":-4.244032104440695,"gamma_neutral_distance_pct":-10.234606142440505,"open_interest_change_1d_pct":0.20784259387557155,"call_open_interest":15598,"put_open_interest":6098,"put_call_open_interest_ratio":0.39094755737915116,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.3561761597842694,"all_expiration_max_pain":55,"net_gamma_exposure":1000683.8382510124,"net_gamma_exposure_per_100k_open_interest":4612296.452115655,"gamma_exposure_flip":51.08548550736599,"gamma_exposure_flip_distance_pct":-10.234606142440505,"call_wall":55,"call_wall_distance_pct":-3.3561761597842694,"put_wall":55,"put_wall_distance_pct":-3.3561761597842694,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1511},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"COO","price":56.91,"totalOi":21696,"analysisCoverage":1,"avgIvPct":54,"ivRank":38.9,"iv52wHighPct":67.83,"iv52wLowPct":45.2,"frontDte":14,"frontAtmIvPct":32.219,"backAtmIvPct":31.2503,"termPremiumPp":0.9687,"expectedMoveFrontPct":6.31,"straddleFrontPct":5.58,"straddle30dPct":5.58,"riskReversalFrontPp":-5.67,"riskReversal30dPp":-5.67,"butterflyFrontPp":-3.72,"butterfly30dPp":-3.72,"putCallOiRatio":0.391,"putCallOiFrontRatio":0.35,"putCallVolumeFrontRatio":1.118,"optionVolume":253,"volumeOiRatio":0.011661,"netDeltaNormalized":0.096023,"dealerDeltaNormalized":-0.09601,"gexPer100kOi":2209691.509956,"vannaPer100kOi":3595.132743,"charmPer100kOi":-765694.137168,"weekendDeltaShiftPer100kOi":-2297087.020649,"ivSurfaceRangePp":67.5,"gammaFlipDistancePct":7.977508,"maxPainDistancePct":-3.356176,"peakCallDistancePct":-12.141979,"peakPutDistancePct":-3.356176},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/COO.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."}