{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/CAL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CAL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAL.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"CAL","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":12.979999542236328,"previous_close":13.140000343322754,"delta_neutral":13.40403594292835,"gamma_neutral":13.489687111538101,"gamma_max":16.275389622571105,"total_open_interest":13375,"previous_open_interest":14600,"listed_contracts":34,"listed_calls":29,"listed_puts":19,"gamma_max_distance_pct":25.388214149097056,"delta_neutral_distance_pct":3.266844496505779,"gamma_neutral_distance_pct":3.9267148480496714,"open_interest_change_1d_pct":-8.39041095890411,"call_open_interest":5801,"put_open_interest":7574,"put_call_open_interest_ratio":1.305636959144975,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-3.6979935220677893,"all_expiration_max_pain":12.5,"net_gamma_exposure":-99067.39666301104,"net_gamma_exposure_per_100k_open_interest":-740690.8161720452,"gamma_exposure_flip":13.489687111538101,"gamma_exposure_flip_distance_pct":3.9267148480496714,"call_wall":15,"call_wall_distance_pct":15.562407773518652,"put_wall":12.5,"put_wall_distance_pct":-3.6979935220677893,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":1737},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":12.98,"totalOi":14794,"analysisCoverage":0.9444,"avgIvPct":556.3,"ivRank":17.9,"iv52wHighPct":2732.6,"iv52wLowPct":83.4,"frontDte":35,"termPremiumPp":-4.4138,"riskReversalFrontPp":5.24,"riskReversal30dPp":5.24,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.26,"putCallOiFrontRatio":0.262,"putCallVolumeFrontRatio":1.5,"optionVolume":420,"volumeOiRatio":0.02839,"netDeltaNormalized":0.112461,"dealerDeltaNormalized":-0.111876,"gexPer100kOi":-39983.709612,"vannaPer100kOi":2872.786265,"charmPer100kOi":-1145092.60511,"weekendDeltaShiftPer100kOi":-3435277.815331,"ivSurfaceRangePp":22.3,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.697997,"peakCallDistancePct":-3.697997,"peakPutDistancePct":15.562404},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CAL.json?date=2026-10-16&public_schema=4","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."}