{"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/CCOI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CCOI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCOI.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":"CCOI","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":8.069999694824219,"previous_close":8.350000381469727,"delta_neutral":6.36498302122547,"gamma_neutral":3.2700488322142425,"gamma_max":8.587691233559546,"total_open_interest":32419,"previous_open_interest":36012,"listed_contracts":95,"listed_calls":65,"listed_puts":36,"gamma_max_distance_pct":6.41501311415606,"delta_neutral_distance_pct":-21.127840620517986,"gamma_neutral_distance_pct":-59.478947263015094,"open_interest_change_1d_pct":-9.977229812284794,"call_open_interest":19977,"put_open_interest":12442,"put_call_open_interest_ratio":0.6228162386744757,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-7.063193511516415,"all_expiration_max_pain":12.5,"net_gamma_exposure":428401.14159729285,"net_gamma_exposure_per_100k_open_interest":1321450.8208066039,"gamma_exposure_flip":3.2700488322142425,"gamma_exposure_flip_distance_pct":-59.478947263015094,"call_wall":10,"call_wall_distance_pct":23.91574198464478,"put_wall":10,"put_wall_distance_pct":23.91574198464478,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1174},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":8.07,"totalOi":36294,"analysisCoverage":0.8333,"avgIvPct":1224.2,"ivRank":100,"iv52wHighPct":1224.2,"iv52wLowPct":137.45,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-9.79,"riskReversal30dPp":-9.79,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.626,"putCallOiFrontRatio":0.381,"putCallVolumeFrontRatio":100.067,"optionVolume":4965,"volumeOiRatio":0.136799,"netDeltaNormalized":0.081818,"dealerDeltaNormalized":-0.080845,"gexPer100kOi":82627.293768,"vannaPer100kOi":4378.134127,"charmPer100kOi":-7488.841131,"weekendDeltaShiftPer100kOi":-22466.523392,"ivSurfaceRangePp":50,"gammaFlipDistancePct":43.370508,"maxPainDistancePct":23.915737,"peakCallDistancePct":23.915737,"peakPutDistancePct":-38.042131},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CCOI.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."}