{"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/CRNC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CRNC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRNC.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":"CRNC","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":8.09000015258789,"previous_close":8.100000381469727,"delta_neutral":6.893816675621359,"gamma_neutral":4.271470606835523,"gamma_max":9.013376572839995,"total_open_interest":21982,"previous_open_interest":21975,"listed_contracts":102,"listed_calls":115,"listed_puts":68,"gamma_max_distance_pct":11.413799787837183,"delta_neutral_distance_pct":-14.785951228738698,"gamma_neutral_distance_pct":-47.20061154177936,"open_interest_change_1d_pct":0.03185437997724687,"call_open_interest":15956,"put_open_interest":6026,"put_call_open_interest_ratio":0.37766357483078467,"nearest_expiration_max_pain":8,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.1124864139724484,"all_expiration_max_pain":9,"net_gamma_exposure":612968.7063026864,"net_gamma_exposure_per_100k_open_interest":2788502.8946532905,"gamma_exposure_flip":4.271470606835523,"gamma_exposure_flip_distance_pct":-47.20061154177936,"call_wall":9,"call_wall_distance_pct":11.248452784280996,"put_wall":8,"put_wall_distance_pct":-1.1124864139724484,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1503},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CRNC","price":8.09,"totalOi":21982,"analysisCoverage":0.9444,"avgIvPct":505.9,"ivRank":100,"iv52wHighPct":505.9,"iv52wLowPct":110.17,"frontDte":14,"frontAtmIvPct":65.7655,"backAtmIvPct":73.3085,"termPremiumPp":-7.543,"expectedMoveFrontPct":12.88,"straddleFrontPct":9.89,"straddle30dPct":9.89,"riskReversalFrontPp":110.82,"riskReversal30dPp":110.82,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.378,"putCallOiFrontRatio":0.239,"putCallVolumeFrontRatio":0.029,"optionVolume":120,"volumeOiRatio":0.005459,"netDeltaNormalized":0.356042,"dealerDeltaNormalized":-0.329592,"gexPer100kOi":230054.954053,"vannaPer100kOi":1833.318169,"charmPer100kOi":-83704.849422,"weekendDeltaShiftPer100kOi":-251114.548267,"ivSurfaceRangePp":85.9,"gammaFlipDistancePct":2.472188,"maxPainDistancePct":11.248455,"peakCallDistancePct":11.248455,"peakPutDistancePct":-13.473424},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRNC.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."}