{"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/USCI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/USCI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/USCI.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":"USCI","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":108.62000274658203,"previous_close":109.95999908447266,"delta_neutral":92.00434961996174,"gamma_neutral":36.615875942073046,"gamma_max":81.92794386483547,"total_open_interest":272,"previous_open_interest":271,"listed_contracts":25,"listed_calls":18,"listed_puts":8,"gamma_max_distance_pct":-24.573796912913892,"delta_neutral_distance_pct":-15.297047234831835,"gamma_neutral_distance_pct":-66.28993277831118,"open_interest_change_1d_pct":0.36900369003690037,"call_open_interest":180,"put_open_interest":92,"put_call_open_interest_ratio":0.5111111111111111,"nearest_expiration_max_pain":91,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-16.221692414877502,"all_expiration_max_pain":91,"net_gamma_exposure":10472.73673783748,"net_gamma_exposure_per_100k_open_interest":3850270.8594990736,"gamma_exposure_flip":36.615875942073046,"gamma_exposure_flip_distance_pct":-66.28993277831118,"call_wall":91,"call_wall_distance_pct":-16.221692414877502,"put_wall":100,"put_wall_distance_pct":-7.935925730634617,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4356},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"USCI","price":108.62,"totalOi":272,"analysisCoverage":0.7778,"avgIvPct":56.6,"ivRank":28.1,"iv52wHighPct":85.75,"iv52wLowPct":45.22,"frontDte":14,"frontAtmIvPct":39.6227,"backAtmIvPct":42.0036,"termPremiumPp":-2.3809,"expectedMoveFrontPct":7.76,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.511,"putCallOiFrontRatio":0.42,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.003676,"netDeltaNormalized":0.189295,"dealerDeltaNormalized":-0.108566,"gexPer100kOi":-1186830.882353,"vannaPer100kOi":367.647059,"charmPer100kOi":110661.764706,"weekendDeltaShiftPer100kOi":331617.647059,"ivSurfaceRangePp":5,"gammaFlipDistancePct":-22.896336,"maxPainDistancePct":-16.22169,"peakCallDistancePct":-12.539127,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/USCI.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."}