{"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/CROX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CROX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CROX.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":"CROX","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":118.08999633789062,"previous_close":119.23999786376953,"delta_neutral":113.22754408733931,"gamma_neutral":115.60872076163005,"gamma_max":144.15198071209457,"total_open_interest":29820,"previous_open_interest":29745,"listed_contracts":345,"listed_calls":227,"listed_puts":189,"gamma_max_distance_pct":22.069595378454284,"delta_neutral_distance_pct":-4.117581845492137,"gamma_neutral_distance_pct":-2.1011733874230156,"open_interest_change_1d_pct":0.2521432173474533,"call_open_interest":14438,"put_open_interest":15382,"put_call_open_interest_ratio":1.065383017038371,"nearest_expiration_max_pain":125,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.851472500971037,"all_expiration_max_pain":110,"net_gamma_exposure":94272.90887401771,"net_gamma_exposure_per_100k_open_interest":316139.86879281595,"gamma_exposure_flip":115.60872076163005,"gamma_exposure_flip_distance_pct":-2.1011733874230156,"call_wall":140,"call_wall_distance_pct":18.553649201087563,"put_wall":115,"put_wall_distance_pct":-2.616645299106646,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1292},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CROX","price":118.09,"totalOi":29820,"analysisCoverage":1,"avgIvPct":58.2,"ivRank":15,"iv52wHighPct":80.82,"iv52wLowPct":54.2,"frontDte":14,"frontAtmIvPct":46.5158,"backAtmIvPct":53.4939,"termPremiumPp":-6.9781,"expectedMoveFrontPct":9.11,"straddleFrontPct":7.35,"straddle30dPct":7.35,"riskReversalFrontPp":-3.65,"riskReversal30dPp":-3.65,"butterflyFrontPp":-3.17,"butterfly30dPp":-3.17,"putCallOiRatio":1.065,"putCallOiFrontRatio":1.865,"putCallVolumeFrontRatio":3.4,"optionVolume":386,"volumeOiRatio":0.012944,"netDeltaNormalized":0.10654,"dealerDeltaNormalized":-0.106522,"gexPer100kOi":719231.455399,"vannaPer100kOi":2763.246144,"charmPer100kOi":701914.822267,"weekendDeltaShiftPer100kOi":2105744.466801,"ivSurfaceRangePp":69.2,"gammaFlipDistancePct":25.362012,"maxPainDistancePct":-6.850707,"peakCallDistancePct":5.851469,"peakPutDistancePct":-19.552883},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CROX.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."}