{"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/COTY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/COTY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/COTY.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":"COTY","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":2.6600000858306885,"previous_close":2.6500000953674316,"delta_neutral":2.035696533405153,"gamma_neutral":2.6600000858306885,"gamma_max":2.9523843118292117,"total_open_interest":59757,"previous_open_interest":59679,"listed_contracts":41,"listed_calls":42,"listed_puts":32,"gamma_max_distance_pct":10.991887840756021,"delta_neutral_distance_pct":-23.470057604549748,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.13069924093902377,"call_open_interest":44867,"put_open_interest":14890,"put_call_open_interest_ratio":0.33186974836739697,"nearest_expiration_max_pain":3,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":12.781951248062962,"all_expiration_max_pain":2,"net_gamma_exposure":1642273.1058820898,"net_gamma_exposure_per_100k_open_interest":2748252.2648092937,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":3,"call_wall_distance_pct":12.781951248062962,"put_wall":2,"put_wall_distance_pct":-24.81203250129136,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":892},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"COTY","price":2.66,"totalOi":59757,"analysisCoverage":0.7778,"avgIvPct":151.6,"ivRank":70,"iv52wHighPct":184.6,"iv52wLowPct":74.5,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":26.99,"riskReversal30dPp":26.99,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.332,"putCallOiFrontRatio":0.216,"putCallVolumeFrontRatio":0,"optionVolume":50,"volumeOiRatio":0.000837,"netDeltaNormalized":0.271446,"dealerDeltaNormalized":-0.266858,"gexPer100kOi":92210.435598,"vannaPer100kOi":2339.474873,"charmPer100kOi":-31480.830698,"weekendDeltaShiftPer100kOi":-94444.165537,"ivSurfaceRangePp":55.5,"gammaFlipDistancePct":-22.932331,"maxPainDistancePct":-24.81203,"peakCallDistancePct":12.781955,"peakPutDistancePct":-24.81203},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/COTY.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."}