{"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/CRSP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CRSP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRSP.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":"CRSP","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":55.43000030517578,"previous_close":55.439998626708984,"delta_neutral":50.53725969181373,"gamma_neutral":49.36030480352707,"gamma_max":64.05601778887241,"total_open_interest":61313,"previous_open_interest":64686,"listed_contracts":374,"listed_calls":228,"listed_puts":188,"gamma_max_distance_pct":15.56200150857869,"delta_neutral_distance_pct":-8.826881808451281,"gamma_neutral_distance_pct":-10.95019929321911,"open_interest_change_1d_pct":-5.214420431005164,"call_open_interest":39727,"put_open_interest":21586,"put_call_open_interest_ratio":0.5433584212248597,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-0.7757537485267341,"all_expiration_max_pain":52.5,"net_gamma_exposure":1375171.159238815,"net_gamma_exposure_per_100k_open_interest":2242870.4503756384,"gamma_exposure_flip":49.36030480352707,"gamma_exposure_flip_distance_pct":-10.95019929321911,"call_wall":60,"call_wall_distance_pct":8.244632274334473,"put_wall":55,"put_wall_distance_pct":-0.7757537485267341,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":876},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CRSP","price":55.43,"totalOi":65130,"analysisCoverage":1,"avgIvPct":176.7,"ivRank":57.2,"iv52wHighPct":250.5,"iv52wLowPct":77.95,"frontDte":7,"frontAtmIvPct":60.6564,"backAtmIvPct":62.0093,"termPremiumPp":-1.3529,"expectedMoveFrontPct":8.4,"straddleFrontPct":5.82,"straddle30dPct":10.6,"riskReversalFrontPp":5.42,"riskReversal30dPp":1.69,"butterflyFrontPp":20.35,"butterfly30dPp":1.09,"putCallOiRatio":0.526,"putCallOiFrontRatio":0.487,"putCallVolumeFrontRatio":0.818,"optionVolume":2281,"volumeOiRatio":0.035022,"netDeltaNormalized":0.135277,"dealerDeltaNormalized":-0.131619,"gexPer100kOi":1789198.694918,"vannaPer100kOi":2881.928451,"charmPer100kOi":12780.592661,"weekendDeltaShiftPer100kOi":38340.242592,"ivSurfaceRangePp":127.2,"gammaFlipDistancePct":10.932708,"maxPainDistancePct":-5.285946,"peakCallDistancePct":8.244633,"peakPutDistancePct":-0.775753},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRSP.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."}