{"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/CTA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CTA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CTA.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":"CTA","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":29.149999618530273,"previous_close":29.239999771118164,"delta_neutral":33.44131325169512,"gamma_neutral":41.226961017420614,"gamma_max":46.353903150402886,"total_open_interest":1049,"previous_open_interest":1048,"listed_contracts":29,"listed_calls":20,"listed_puts":9,"gamma_max_distance_pct":59.018537759898685,"delta_neutral_distance_pct":14.721487784984106,"gamma_neutral_distance_pct":41.43039985226337,"open_interest_change_1d_pct":0.09541984732824427,"call_open_interest":228,"put_open_interest":821,"put_call_open_interest_ratio":3.6008771929824563,"nearest_expiration_max_pain":29,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.5145784579527769,"all_expiration_max_pain":28,"net_gamma_exposure":-88668.70605153612,"net_gamma_exposure_per_100k_open_interest":-8452688.851433376,"gamma_exposure_flip":41.226961017420614,"gamma_exposure_flip_distance_pct":41.43039985226337,"call_wall":37,"call_wall_distance_pct":26.92967576054301,"put_wall":25,"put_wall_distance_pct":-14.23670556720067,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3659},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CTA","price":29.15,"totalOi":1049,"analysisCoverage":0.8333,"avgIvPct":47.8,"ivRank":9.1,"iv52wHighPct":103.73,"iv52wLowPct":42.2,"frontDte":14,"frontAtmIvPct":51.4687,"backAtmIvPct":43.9141,"termPremiumPp":7.5546,"expectedMoveFrontPct":10.08,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":3.601,"putCallOiFrontRatio":12.308,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.000953,"netDeltaNormalized":-0.141147,"dealerDeltaNormalized":0.140753,"gexPer100kOi":-1921181.124881,"vannaPer100kOi":5529.07531,"charmPer100kOi":415729.265968,"weekendDeltaShiftPer100kOi":1247187.797903,"ivSurfaceRangePp":82.7,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.945111,"peakCallDistancePct":2.915952,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CTA.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."}