{"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/CCEP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CCEP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCEP.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":"CCEP","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":112.4000015258789,"previous_close":109.7699966430664,"delta_neutral":100.04952623345518,"gamma_neutral":93.75493308332898,"gamma_max":112.79645054146938,"total_open_interest":5417,"previous_open_interest":6702,"listed_contracts":44,"listed_calls":25,"listed_puts":23,"gamma_max_distance_pct":0.3527126425342608,"delta_neutral_distance_pct":-10.987967192847552,"gamma_neutral_distance_pct":-16.588138958572078,"open_interest_change_1d_pct":-19.173381080274545,"call_open_interest":4585,"put_open_interest":832,"put_call_open_interest_ratio":0.18146128680479826,"nearest_expiration_max_pain":100,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-11.032029677529797,"all_expiration_max_pain":100,"net_gamma_exposure":2227921.277753176,"net_gamma_exposure_per_100k_open_interest":41128323.38477342,"gamma_exposure_flip":93.75493308332898,"gamma_exposure_flip_distance_pct":-16.588138958572078,"call_wall":115,"call_wall_distance_pct":2.313165870840733,"put_wall":100,"put_wall_distance_pct":-11.032029677529797,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2385},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":112.4,"totalOi":6700,"analysisCoverage":0.9444,"avgIvPct":100.2,"ivRank":70.3,"iv52wHighPct":128.9,"iv52wLowPct":32.2,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":26.65,"riskReversal30dPp":26.65,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.196,"putCallOiFrontRatio":0.057,"putCallVolumeFrontRatio":0,"optionVolume":14,"volumeOiRatio":0.00209,"netDeltaNormalized":0.369048,"dealerDeltaNormalized":-0.347731,"gexPer100kOi":51812502.38806,"vannaPer100kOi":432.835821,"charmPer100kOi":-1646134.328358,"weekendDeltaShiftPer100kOi":-4938417.910448,"ivSurfaceRangePp":53.8,"gammaFlipDistancePct":-6.076512,"maxPainDistancePct":-6.58363,"peakCallDistancePct":24.55516,"peakPutDistancePct":-15.480427},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCEP.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."}