{"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/CRTO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CRTO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRTO.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":"CRTO","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":14.729999542236328,"previous_close":15.229999542236328,"delta_neutral":12.566768963464579,"gamma_neutral":4.288064013370775,"gamma_max":18.563386597054205,"total_open_interest":12424,"previous_open_interest":12356,"listed_contracts":53,"listed_calls":37,"listed_puts":19,"gamma_max_distance_pct":26.02435284418133,"delta_neutral_distance_pct":-14.685883543777251,"gamma_neutral_distance_pct":-70.88890599707544,"open_interest_change_1d_pct":0.5503399158303658,"call_open_interest":11283,"put_open_interest":1141,"put_call_open_interest_ratio":0.10112558716653372,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":18.80516323046081,"all_expiration_max_pain":17.5,"net_gamma_exposure":702228.8607963256,"net_gamma_exposure_per_100k_open_interest":5652196.239506806,"gamma_exposure_flip":4.288064013370775,"gamma_exposure_flip_distance_pct":-70.88890599707544,"call_wall":20,"call_wall_distance_pct":35.77732940624092,"put_wall":15,"put_wall_distance_pct":1.8329970546806957,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1921},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CRTO","price":14.73,"totalOi":12424,"analysisCoverage":0.9444,"avgIvPct":93,"ivRank":22.5,"iv52wHighPct":110.12,"iv52wLowPct":88.04,"frontDte":14,"frontAtmIvPct":40.3886,"backAtmIvPct":70.6338,"termPremiumPp":-30.2452,"expectedMoveFrontPct":7.91,"straddleFrontPct":21.89,"straddle30dPct":21.89,"riskReversalFrontPp":-85.62,"riskReversal30dPp":-85.62,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.101,"putCallOiFrontRatio":0.067,"putCallVolumeFrontRatio":0.042,"optionVolume":258,"volumeOiRatio":0.020766,"netDeltaNormalized":0.095696,"dealerDeltaNormalized":-0.095696,"gexPer100kOi":831807.308435,"vannaPer100kOi":3227.623954,"charmPer100kOi":-619003.541533,"weekendDeltaShiftPer100kOi":-1857002.57566,"ivSurfaceRangePp":70.7,"gammaFlipDistancePct":-47.182621,"maxPainDistancePct":18.80516,"peakCallDistancePct":35.777325,"peakPutDistancePct":1.832994},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRTO.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."}