{"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/CP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CP.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":"CP","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":85.94000244140625,"previous_close":84.47000122070312,"delta_neutral":82.06066665974237,"gamma_neutral":73.98710935081675,"gamma_max":91.18662477650149,"total_open_interest":23761,"previous_open_interest":23538,"listed_contracts":178,"listed_calls":112,"listed_puts":81,"gamma_max_distance_pct":6.104982762447997,"delta_neutral_distance_pct":-4.514004737559564,"gamma_neutral_distance_pct":-13.908416047275493,"open_interest_change_1d_pct":0.9474041974679243,"call_open_interest":16553,"put_open_interest":7208,"put_call_open_interest_ratio":0.43544976741376185,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.0937891723323399,"all_expiration_max_pain":82.5,"net_gamma_exposure":2921803.7360791517,"net_gamma_exposure_per_100k_open_interest":12296636.236181775,"gamma_exposure_flip":73.98710935081675,"gamma_exposure_flip_distance_pct":-13.908416047275493,"call_wall":95,"call_wall_distance_pct":10.54223563092268,"put_wall":90,"put_wall_distance_pct":4.72422322929517,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1451},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CP","price":85.94,"totalOi":23761,"analysisCoverage":1,"avgIvPct":31.4,"ivRank":18.2,"iv52wHighPct":52.97,"iv52wLowPct":26.6,"frontDte":14,"frontAtmIvPct":24.4068,"backAtmIvPct":24.1269,"termPremiumPp":0.2799,"expectedMoveFrontPct":4.78,"straddleFrontPct":3.37,"straddle30dPct":3.37,"riskReversalFrontPp":-67.25,"riskReversal30dPp":-67.25,"butterflyFrontPp":-3.03,"butterfly30dPp":-3.03,"putCallOiRatio":0.435,"putCallOiFrontRatio":0.108,"putCallVolumeFrontRatio":3.154,"optionVolume":369,"volumeOiRatio":0.01553,"netDeltaNormalized":0.16155,"dealerDeltaNormalized":-0.159469,"gexPer100kOi":9885305.458524,"vannaPer100kOi":3295.315854,"charmPer100kOi":-392092.083667,"weekendDeltaShiftPer100kOi":-1176272.042422,"ivSurfaceRangePp":78.8,"gammaFlipDistancePct":-1.594135,"maxPainDistancePct":-4.002793,"peakCallDistancePct":7.633232,"peakPutDistancePct":7.633232},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CP.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."}