{"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/CECO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CECO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CECO.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":"CECO","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":56.720001220703125,"previous_close":60.540000915527344,"delta_neutral":50.8223857852361,"gamma_neutral":32.449015985397644,"gamma_max":69.15541077164687,"total_open_interest":11554,"previous_open_interest":21931,"listed_contracts":140,"listed_calls":97,"listed_puts":53,"gamma_max_distance_pct":21.924205365504733,"delta_neutral_distance_pct":-10.397770290093648,"gamma_neutral_distance_pct":-42.79087572806051,"open_interest_change_1d_pct":-47.31658383110665,"call_open_interest":10116,"put_open_interest":1438,"put_call_open_interest_ratio":0.14215104784499802,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":23.413255453967796,"all_expiration_max_pain":70,"net_gamma_exposure":723300.2228796767,"net_gamma_exposure_per_100k_open_interest":6260171.56724664,"gamma_exposure_flip":32.449015985397644,"gamma_exposure_flip_distance_pct":-42.79087572806051,"call_wall":70,"call_wall_distance_pct":23.413255453967796,"put_wall":70,"put_wall_distance_pct":23.413255453967796,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":1854},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":56.72,"totalOi":22108,"analysisCoverage":0.9444,"avgIvPct":195.5,"ivRank":100,"iv52wHighPct":195.5,"iv52wLowPct":69.4,"frontDte":35,"termPremiumPp":10.9161,"riskReversalFrontPp":-11.6,"riskReversal30dPp":-11.6,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.631,"putCallOiFrontRatio":0.107,"putCallVolumeFrontRatio":1.8,"optionVolume":51,"volumeOiRatio":0.002307,"netDeltaNormalized":-0.227754,"dealerDeltaNormalized":0.227754,"gexPer100kOi":-2265604.532296,"vannaPer100kOi":1972.136783,"charmPer100kOi":-224353.175321,"weekendDeltaShiftPer100kOi":-673064.049213,"ivSurfaceRangePp":21,"gammaFlipDistancePct":null,"maxPainDistancePct":23.413258,"peakCallDistancePct":5.782793,"peakPutDistancePct":-3.03244},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CECO.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."}