{"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/CSTM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CSTM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CSTM.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":"CSTM","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":24.399999618530273,"previous_close":24.65999984741211,"delta_neutral":22.20502063967021,"gamma_neutral":14.823399991341915,"gamma_max":27.106779938532096,"total_open_interest":31019,"previous_open_interest":31019,"listed_contracts":156,"listed_calls":99,"listed_puts":71,"gamma_max_distance_pct":11.093362140654266,"delta_neutral_distance_pct":-8.99581562777204,"gamma_neutral_distance_pct":-39.2483597414302,"open_interest_change_1d_pct":0,"call_open_interest":21738,"put_open_interest":9281,"put_call_open_interest_ratio":0.42694820130646793,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.459017995287442,"all_expiration_max_pain":25,"net_gamma_exposure":1334916.7436847729,"net_gamma_exposure_per_100k_open_interest":4303545.387294152,"gamma_exposure_flip":14.823399991341915,"gamma_exposure_flip_distance_pct":-39.2483597414302,"call_wall":27,"call_wall_distance_pct":10.655739434910437,"put_wall":25,"put_wall_distance_pct":2.459017995287442,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1265},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CSTM","price":24.4,"totalOi":31019,"analysisCoverage":1,"avgIvPct":82.7,"ivRank":67,"iv52wHighPct":92.17,"iv52wLowPct":63.5,"frontDte":14,"frontAtmIvPct":54.6344,"backAtmIvPct":50.055,"termPremiumPp":4.5794,"expectedMoveFrontPct":10.7,"straddleFrontPct":7.68,"straddle30dPct":7.68,"riskReversalFrontPp":-42.73,"riskReversal30dPp":-42.73,"butterflyFrontPp":11.54,"butterfly30dPp":11.54,"putCallOiRatio":0.427,"putCallOiFrontRatio":0.215,"putCallVolumeFrontRatio":0.238,"optionVolume":350,"volumeOiRatio":0.011283,"netDeltaNormalized":0.152371,"dealerDeltaNormalized":-0.15237,"gexPer100kOi":924987.910635,"vannaPer100kOi":1937.522164,"charmPer100kOi":-165640.41394,"weekendDeltaShiftPer100kOi":-496924.46565,"ivSurfaceRangePp":225.9,"gammaFlipDistancePct":-66.967213,"maxPainDistancePct":2.459016,"peakCallDistancePct":10.655738,"peakPutDistancePct":-5.737705},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CSTM.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."}