{"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/CSL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CSL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CSL.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":"CSL","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":329.3399963378906,"previous_close":325.2099914550781,"delta_neutral":220.44351594553103,"gamma_neutral":112.14254780185436,"gamma_max":250.25665117104379,"total_open_interest":3248,"previous_open_interest":3247,"listed_contracts":105,"listed_calls":67,"listed_puts":48,"gamma_max_distance_pct":-24.012675668372285,"delta_neutral_distance_pct":-33.06506394705727,"gamma_neutral_distance_pct":-65.94930799513331,"open_interest_change_1d_pct":0.030797659377887282,"call_open_interest":2713,"put_open_interest":535,"put_call_open_interest_ratio":0.19719867305565794,"nearest_expiration_max_pain":330,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.20040191578560526,"all_expiration_max_pain":280,"net_gamma_exposure":237105.3655581566,"net_gamma_exposure_per_100k_open_interest":7300042.043046693,"gamma_exposure_flip":112.14254780185436,"gamma_exposure_flip_distance_pct":-65.94930799513331,"call_wall":290,"call_wall_distance_pct":-11.945101346733862,"put_wall":360,"put_wall_distance_pct":9.309529362675207,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2868},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CSL","price":329.34,"totalOi":3248,"analysisCoverage":0.8889,"avgIvPct":44.5,"ivRank":6.2,"iv52wHighPct":101.88,"iv52wLowPct":40.7,"frontDte":14,"frontAtmIvPct":32.8317,"backAtmIvPct":40.0659,"termPremiumPp":-7.2342,"expectedMoveFrontPct":6.43,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":1.17,"riskReversal30dPp":1.17,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.197,"putCallOiFrontRatio":1.093,"putCallVolumeFrontRatio":0.5,"optionVolume":10,"volumeOiRatio":0.003079,"netDeltaNormalized":0.525954,"dealerDeltaNormalized":-0.525954,"gexPer100kOi":23509618.842365,"vannaPer100kOi":-7481.527094,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":19.7,"gammaFlipDistancePct":-47.309771,"maxPainDistancePct":-14.981478,"peakCallDistancePct":6.273152,"peakPutDistancePct":-14.981478},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CSL.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."}