{"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/CPS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CPS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CPS.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":"CPS","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":21.829999923706055,"previous_close":21.8700008392334,"delta_neutral":20.52799178785737,"gamma_neutral":21.829999923706055,"gamma_max":19.417554474117267,"total_open_interest":10333,"previous_open_interest":10246,"listed_contracts":66,"listed_calls":43,"listed_puts":32,"gamma_max_distance_pct":-11.051055694091039,"delta_neutral_distance_pct":-5.964306644063623,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.8491118485262541,"call_open_interest":6549,"put_open_interest":3784,"put_call_open_interest_ratio":0.577798137120171,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-8.382958910223293,"all_expiration_max_pain":25,"net_gamma_exposure":154562.28747285213,"net_gamma_exposure_per_100k_open_interest":1495812.324328386,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":-8.382958910223293,"put_wall":25,"put_wall_distance_pct":14.521301362220884,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2061},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CPS","price":21.83,"totalOi":10333,"analysisCoverage":1,"avgIvPct":127.8,"ivRank":86.4,"iv52wHighPct":133.6,"iv52wLowPct":91,"frontDte":14,"frontAtmIvPct":56.3704,"backAtmIvPct":74.9734,"termPremiumPp":-18.603,"expectedMoveFrontPct":11.04,"straddleFrontPct":8.93,"straddle30dPct":8.93,"riskReversalFrontPp":-12.24,"riskReversal30dPp":-12.24,"butterflyFrontPp":-8.86,"butterfly30dPp":-8.86,"putCallOiRatio":0.578,"putCallOiFrontRatio":0.436,"putCallVolumeFrontRatio":0,"optionVolume":81,"volumeOiRatio":0.007839,"netDeltaNormalized":0.040189,"dealerDeltaNormalized":-0.040189,"gexPer100kOi":266223.362044,"vannaPer100kOi":1635.53663,"charmPer100kOi":-974441.111004,"weekendDeltaShiftPer100kOi":-2923333.010742,"ivSurfaceRangePp":28.5,"gammaFlipDistancePct":-42.73935,"maxPainDistancePct":14.521301,"peakCallDistancePct":14.521301,"peakPutDistancePct":3.069171},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CPS.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."}