{"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/CYRX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CYRX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CYRX.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":"CYRX","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":17.43000030517578,"previous_close":17.360000610351562,"delta_neutral":8.263291099231305,"gamma_neutral":6.226288955559992,"gamma_max":17.725413694892158,"total_open_interest":51048,"previous_open_interest":51049,"listed_contracts":51,"listed_calls":42,"listed_puts":22,"gamma_max_distance_pct":1.694855906736011,"delta_neutral_distance_pct":-52.59156078857011,"gamma_neutral_distance_pct":-64.27831987064788,"open_interest_change_1d_pct":-0.001958902231189641,"call_open_interest":42685,"put_open_interest":8363,"put_call_open_interest_ratio":0.1959236265667096,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-13.941481713308981,"all_expiration_max_pain":5,"net_gamma_exposure":3239273.5589611013,"net_gamma_exposure_per_100k_open_interest":6345544.505095404,"gamma_exposure_flip":6.226288955559992,"gamma_exposure_flip_distance_pct":-64.27831987064788,"call_wall":22.5,"call_wall_distance_pct":29.087777430036528,"put_wall":7.5,"put_wall_distance_pct":-56.97074085665449,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":982},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CYRX","price":17.43,"totalOi":51048,"analysisCoverage":0.8889,"avgIvPct":111.5,"ivRank":100,"iv52wHighPct":111.5,"iv52wLowPct":80.2,"frontDte":14,"frontAtmIvPct":56.1151,"backAtmIvPct":61.6545,"termPremiumPp":-5.5394,"expectedMoveFrontPct":10.99,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-1.03,"riskReversal30dPp":-1.03,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.196,"putCallOiFrontRatio":0.054,"putCallVolumeFrontRatio":0,"optionVolume":616,"volumeOiRatio":0.012067,"netDeltaNormalized":0.557155,"dealerDeltaNormalized":-0.475297,"gexPer100kOi":1193437.490205,"vannaPer100kOi":963.798778,"charmPer100kOi":-6019.824479,"weekendDeltaShiftPer100kOi":-18059.473437,"ivSurfaceRangePp":38.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-71.313827,"peakCallDistancePct":29.08778,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CYRX.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."}