{"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/CPIX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CPIX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CPIX.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":"CPIX","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":7.389999866485596,"previous_close":7.510000228881836,"delta_neutral":1.4505484806472166,"gamma_neutral":7.389999866485596,"gamma_max":7.183743787066338,"total_open_interest":6482,"previous_open_interest":6504,"listed_contracts":25,"listed_calls":28,"listed_puts":10,"gamma_max_distance_pct":-2.791016010090203,"delta_neutral_distance_pct":-80.37146810752188,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.33825338253382536,"call_open_interest":5156,"put_open_interest":1326,"put_call_open_interest_ratio":0.25717610550814585,"nearest_expiration_max_pain":3.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-52.63870009155403,"all_expiration_max_pain":3.5,"net_gamma_exposure":182555.52918419032,"net_gamma_exposure_per_100k_open_interest":2816345.7140418133,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":8.5,"call_wall_distance_pct":15.020299777654508,"put_wall":7.5,"put_wall_distance_pct":1.4884998038128003,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2398},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CPIX","price":7.39,"totalOi":6482,"analysisCoverage":0.9444,"avgIvPct":319.4,"ivRank":100,"iv52wHighPct":319.4,"iv52wLowPct":142.66,"frontDte":14,"frontAtmIvPct":125.0975,"backAtmIvPct":125.2467,"termPremiumPp":-0.1492,"expectedMoveFrontPct":24.5,"straddleFrontPct":18.94,"straddle30dPct":18.94,"riskReversalFrontPp":63.81,"riskReversal30dPp":63.81,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.257,"putCallOiFrontRatio":0.215,"putCallVolumeFrontRatio":0,"optionVolume":12,"volumeOiRatio":0.001851,"netDeltaNormalized":0.60929,"dealerDeltaNormalized":-0.514728,"gexPer100kOi":236353.748843,"vannaPer100kOi":-1126.195619,"charmPer100kOi":-671366.86208,"weekendDeltaShiftPer100kOi":-2014085.158902,"ivSurfaceRangePp":73.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-52.638701,"peakCallDistancePct":-32.341001,"peakPutDistancePct":1.488498},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CPIX.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."}