{"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/CELC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CELC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CELC.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":"CELC","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":56.58000183105469,"previous_close":60.29999923706055,"delta_neutral":51.87128662879087,"gamma_neutral":6.87705711478279,"gamma_max":65.76868309198164,"total_open_interest":16871,"previous_open_interest":20175,"listed_contracts":217,"listed_calls":148,"listed_puts":80,"gamma_max_distance_pct":16.240157234996104,"delta_neutral_distance_pct":-8.322225256061015,"gamma_neutral_distance_pct":-87.84542790345365,"open_interest_change_1d_pct":-16.376703841387858,"call_open_interest":12270,"put_open_interest":4601,"put_call_open_interest_ratio":0.3749796251018745,"nearest_expiration_max_pain":75,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":32.555669093024406,"all_expiration_max_pain":70,"net_gamma_exposure":391593.6828303422,"net_gamma_exposure_per_100k_open_interest":2321105.345446875,"gamma_exposure_flip":6.87705711478279,"gamma_exposure_flip_distance_pct":-87.84542790345365,"call_wall":70,"call_wall_distance_pct":23.718624486822776,"put_wall":75,"put_wall_distance_pct":32.555669093024406,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1577},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":56.58,"totalOi":20369,"analysisCoverage":0.9444,"avgIvPct":726.7,"ivRank":100,"iv52wHighPct":726.7,"iv52wLowPct":74.65,"frontDte":35,"termPremiumPp":6.6407,"riskReversalFrontPp":0.12,"riskReversal30dPp":0.12,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.357,"putCallOiFrontRatio":0.705,"putCallVolumeFrontRatio":10.289,"optionVolume":2547,"volumeOiRatio":0.125043,"netDeltaNormalized":0.027489,"dealerDeltaNormalized":-0.027488,"gexPer100kOi":1274350.434484,"vannaPer100kOi":3524.964407,"charmPer100kOi":125371.888654,"weekendDeltaShiftPer100kOi":376120.575384,"ivSurfaceRangePp":18.1,"gammaFlipDistancePct":16.454578,"maxPainDistancePct":23.718628,"peakCallDistancePct":6.044539,"peakPutDistancePct":-11.629551},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CELC.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."}