{"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/CE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CE.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":"CE","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":47.4900016784668,"previous_close":46.439998626708984,"delta_neutral":48.1563478707097,"gamma_neutral":39.933809738278,"gamma_max":51.41281593719256,"total_open_interest":41858,"previous_open_interest":51299,"listed_contracts":159,"listed_calls":97,"listed_puts":80,"gamma_max_distance_pct":8.260295051757117,"delta_neutral_distance_pct":1.40312943502178,"gamma_neutral_distance_pct":-15.91112165324469,"open_interest_change_1d_pct":-18.40386752178405,"call_open_interest":23677,"put_open_interest":18181,"put_call_open_interest_ratio":0.7678759978037758,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.243212445696392,"all_expiration_max_pain":50,"net_gamma_exposure":1129161.8971492404,"net_gamma_exposure_per_100k_open_interest":2697601.1685920022,"gamma_exposure_flip":39.933809738278,"gamma_exposure_flip_distance_pct":-15.91112165324469,"call_wall":50,"call_wall_distance_pct":5.285319504781786,"put_wall":50,"put_wall_distance_pct":5.285319504781786,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":1027},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":47.49,"totalOi":51442,"analysisCoverage":0.8889,"avgIvPct":130.7,"ivRank":100,"iv52wHighPct":130.7,"iv52wLowPct":58.54,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":10.65,"riskReversal30dPp":10.65,"butterflyFrontPp":2.07,"butterfly30dPp":2.07,"putCallOiRatio":0.585,"putCallOiFrontRatio":0.186,"putCallVolumeFrontRatio":0.288,"optionVolume":6584,"volumeOiRatio":0.127989,"netDeltaNormalized":0.015021,"dealerDeltaNormalized":-0.014341,"gexPer100kOi":2646813.790288,"vannaPer100kOi":3261.926053,"charmPer100kOi":-253582.675635,"weekendDeltaShiftPer100kOi":-760748.026904,"ivSurfaceRangePp":22.3,"gammaFlipDistancePct":-2.884818,"maxPainDistancePct":5.285323,"peakCallDistancePct":26.342388,"peakPutDistancePct":-36.828806},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CE.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."}