{"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/CTS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CTS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CTS.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":"CTS","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":61.599998474121094,"previous_close":59.810001373291016,"delta_neutral":37.87421499933394,"gamma_neutral":15.498782984378797,"gamma_max":65.40809564225579,"total_open_interest":967,"previous_open_interest":971,"listed_contracts":23,"listed_calls":23,"listed_puts":4,"gamma_max_distance_pct":6.181976075428835,"delta_neutral_distance_pct":-38.51588321833262,"gamma_neutral_distance_pct":-74.83963738913074,"open_interest_change_1d_pct":-0.4119464469618949,"call_open_interest":949,"put_open_interest":18,"put_call_open_interest_ratio":0.018967334035827187,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-18.831166820555026,"all_expiration_max_pain":50,"net_gamma_exposure":243054.72264277667,"net_gamma_exposure_per_100k_open_interest":25134924.78208652,"gamma_exposure_flip":15.498782984378797,"gamma_exposure_flip_distance_pct":-74.83963738913074,"call_wall":65,"call_wall_distance_pct":5.519483133278466,"put_wall":55,"put_wall_distance_pct":-10.71428350261053,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3709},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CTS","price":61.6,"totalOi":967,"analysisCoverage":0.8333,"avgIvPct":85.4,"ivRank":87.9,"iv52wHighPct":88.29,"iv52wLowPct":64.4,"frontDte":14,"frontAtmIvPct":31.7084,"backAtmIvPct":36.9535,"termPremiumPp":-5.2451,"expectedMoveFrontPct":6.21,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.019,"putCallOiFrontRatio":0.014,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.004137,"netDeltaNormalized":0.355322,"dealerDeltaNormalized":-0.354219,"gexPer100kOi":18454769.389866,"vannaPer100kOi":827.300931,"charmPer100kOi":-3758738.366081,"weekendDeltaShiftPer100kOi":-11276215.098242,"ivSurfaceRangePp":57.6,"gammaFlipDistancePct":null,"maxPainDistancePct":-18.831169,"peakCallDistancePct":5.519481,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CTS.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."}