{"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/CR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CR.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":"CR","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":208.1999969482422,"previous_close":206.32000732421875,"delta_neutral":203.21863896769355,"gamma_neutral":211.04597151725153,"gamma_max":235.56691011351302,"total_open_interest":2377,"previous_open_interest":2362,"listed_contracts":88,"listed_calls":53,"listed_puts":42,"gamma_max_distance_pct":13.144531011724341,"delta_neutral_distance_pct":-2.3925831189070506,"gamma_neutral_distance_pct":1.3669426564481855,"open_interest_change_1d_pct":0.6350550381033023,"call_open_interest":1396,"put_open_interest":981,"put_call_open_interest_ratio":0.7027220630372493,"nearest_expiration_max_pain":200,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.9385192451663094,"all_expiration_max_pain":195,"net_gamma_exposure":-68360.72423873014,"net_gamma_exposure_per_100k_open_interest":-2875924.4526180117,"gamma_exposure_flip":211.04597151725153,"gamma_exposure_flip_distance_pct":1.3669426564481855,"call_wall":250,"call_wall_distance_pct":20.076850943542112,"put_wall":195,"put_wall_distance_pct":-6.340056264037151,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3084},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CR","price":208.2,"totalOi":2377,"analysisCoverage":0.9444,"avgIvPct":51.4,"ivRank":13.7,"iv52wHighPct":92.84,"iv52wLowPct":44.8,"frontDte":14,"frontAtmIvPct":32.219,"backAtmIvPct":36.1903,"termPremiumPp":-3.9713,"expectedMoveFrontPct":6.31,"straddleFrontPct":12.49,"straddle30dPct":12.49,"riskReversalFrontPp":3.69,"riskReversal30dPp":3.69,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.703,"putCallOiFrontRatio":7.518,"putCallVolumeFrontRatio":0,"optionVolume":7,"volumeOiRatio":0.002945,"netDeltaNormalized":0.067905,"dealerDeltaNormalized":-0.067905,"gexPer100kOi":-5825405.553218,"vannaPer100kOi":3660.075726,"charmPer100kOi":2031636.516618,"weekendDeltaShiftPer100kOi":6094951.619689,"ivSurfaceRangePp":13.9,"gammaFlipDistancePct":-9.803074,"maxPainDistancePct":-6.340058,"peakCallDistancePct":0.864553,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CR.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."}