{"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/KOLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/KOLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KOLD.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":"KOLD","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":27.75,"previous_close":29.3799991607666,"delta_neutral":24.286790901324622,"gamma_neutral":3.1702277985234337,"gamma_max":29.05956379231172,"total_open_interest":49155,"previous_open_interest":57936,"listed_contracts":522,"listed_calls":314,"listed_puts":277,"gamma_max_distance_pct":4.7191488011233185,"delta_neutral_distance_pct":-12.48003278801938,"gamma_neutral_distance_pct":-88.57575568099664,"open_interest_change_1d_pct":-15.156379453189729,"call_open_interest":34574,"put_open_interest":14581,"put_call_open_interest_ratio":0.42173309423266037,"nearest_expiration_max_pain":26.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-4.504504504504505,"all_expiration_max_pain":26.5,"net_gamma_exposure":1959009.940362909,"net_gamma_exposure_per_100k_open_interest":3985372.679000934,"gamma_exposure_flip":3.1702277985234337,"gamma_exposure_flip_distance_pct":-88.57575568099664,"call_wall":30,"call_wall_distance_pct":8.108108108108109,"put_wall":26.5,"put_wall_distance_pct":-4.504504504504505,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":999},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"KOLD","price":27.75,"totalOi":60384,"analysisCoverage":1,"avgIvPct":219.6,"ivRank":90,"iv52wHighPct":233.7,"iv52wLowPct":92.15,"frontDte":7,"frontAtmIvPct":88.2406,"backAtmIvPct":86.873,"termPremiumPp":1.3676,"expectedMoveFrontPct":12.22,"straddleFrontPct":8.56,"straddle30dPct":12.07,"riskReversalFrontPp":-2.03,"riskReversal30dPp":-9.74,"butterflyFrontPp":22.83,"butterfly30dPp":-25.18,"putCallOiRatio":0.418,"putCallOiFrontRatio":0.465,"putCallVolumeFrontRatio":0.398,"optionVolume":3653,"volumeOiRatio":0.060496,"netDeltaNormalized":0.157335,"dealerDeltaNormalized":-0.149078,"gexPer100kOi":2176231.319555,"vannaPer100kOi":1401.033386,"charmPer100kOi":-1756397.390037,"weekendDeltaShiftPer100kOi":-5269192.170111,"ivSurfaceRangePp":177,"gammaFlipDistancePct":-44.288288,"maxPainDistancePct":-4.504505,"peakCallDistancePct":-9.90991,"peakPutDistancePct":-17.117117},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KOLD.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."}