{"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/GCO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GCO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GCO.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":"GCO","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":34.79999923706055,"previous_close":34.810001373291016,"delta_neutral":30.0453315048782,"gamma_neutral":26.361735319329256,"gamma_max":38.681086152148104,"total_open_interest":11321,"previous_open_interest":11323,"listed_contracts":37,"listed_calls":21,"listed_puts":19,"gamma_max_distance_pct":11.152548851076876,"delta_neutral_distance_pct":-13.662838610406707,"gamma_neutral_distance_pct":-24.247885352666597,"open_interest_change_1d_pct":-0.017663163472577938,"call_open_interest":4909,"put_open_interest":6412,"put_call_open_interest_ratio":1.3061723365247504,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.5747148486326996,"all_expiration_max_pain":35,"net_gamma_exposure":493440.7165340119,"net_gamma_exposure_per_100k_open_interest":4358631.8923594365,"gamma_exposure_flip":26.361735319329256,"gamma_exposure_flip_distance_pct":-24.247885352666597,"call_wall":35,"call_wall_distance_pct":0.5747148486326996,"put_wall":25,"put_wall_distance_pct":-28.160917965262357,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1993},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GCO","price":34.8,"totalOi":11321,"analysisCoverage":0.9444,"avgIvPct":73.8,"ivRank":16.4,"iv52wHighPct":122.19,"iv52wLowPct":64.3,"frontDte":14,"frontAtmIvPct":57.1364,"backAtmIvPct":52.2657,"termPremiumPp":4.8707,"expectedMoveFrontPct":11.19,"straddleFrontPct":8.62,"straddle30dPct":8.62,"riskReversalFrontPp":10.95,"riskReversal30dPp":10.95,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.306,"putCallOiFrontRatio":0.034,"putCallVolumeFrontRatio":0,"optionVolume":29,"volumeOiRatio":0.002562,"netDeltaNormalized":0.114286,"dealerDeltaNormalized":-0.114287,"gexPer100kOi":1382697.464888,"vannaPer100kOi":4725.730942,"charmPer100kOi":-73730.235845,"weekendDeltaShiftPer100kOi":-221199.540677,"ivSurfaceRangePp":37.7,"gammaFlipDistancePct":-6.034483,"maxPainDistancePct":0.574713,"peakCallDistancePct":14.942529,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GCO.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."}