{"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/CUBE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CUBE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CUBE.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":"CUBE","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":37.52000045776367,"previous_close":37.529998779296875,"delta_neutral":41.21983808231373,"gamma_neutral":44.72853552018744,"gamma_max":47.50653950964568,"total_open_interest":8671,"previous_open_interest":8425,"listed_contracts":43,"listed_calls":26,"listed_puts":19,"gamma_max_distance_pct":26.616574973456807,"delta_neutral_distance_pct":9.86097435876892,"gamma_neutral_distance_pct":19.212513258197934,"open_interest_change_1d_pct":2.919881305637982,"call_open_interest":1562,"put_open_interest":7109,"put_call_open_interest_ratio":4.5512163892445585,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.609806801649877,"all_expiration_max_pain":37.5,"net_gamma_exposure":-2604366.0821459494,"net_gamma_exposure_per_100k_open_interest":-30035360.190819394,"gamma_exposure_flip":44.72853552018744,"gamma_exposure_flip_distance_pct":19.212513258197934,"call_wall":42.5,"call_wall_distance_pct":13.272919726752994,"put_wall":37.5,"put_wall_distance_pct":-0.05330612345324043,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2189},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CUBE","price":37.52,"totalOi":8671,"analysisCoverage":0.9444,"avgIvPct":41.2,"ivRank":18.4,"iv52wHighPct":74.54,"iv52wLowPct":33.7,"frontDte":14,"frontAtmIvPct":22.1091,"backAtmIvPct":25.1367,"termPremiumPp":-3.0276,"expectedMoveFrontPct":4.33,"straddleFrontPct":7.26,"straddle30dPct":7.26,"riskReversalFrontPp":-29.41,"riskReversal30dPp":-29.41,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.551,"putCallOiFrontRatio":2.478,"putCallVolumeFrontRatio":28.667,"optionVolume":94,"volumeOiRatio":0.010841,"netDeltaNormalized":-0.29976,"dealerDeltaNormalized":0.29976,"gexPer100kOi":-11363261.4462,"vannaPer100kOi":2744.781455,"charmPer100kOi":311002.191212,"weekendDeltaShiftPer100kOi":932995.040941,"ivSurfaceRangePp":111.9,"gammaFlipDistancePct":null,"maxPainDistancePct":-0.053305,"peakCallDistancePct":-0.053305,"peakPutDistancePct":-0.053305},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CUBE.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."}