{"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/CI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CI.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":"CI","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":302.29998779296875,"previous_close":298.80999755859375,"delta_neutral":258.4671485507072,"gamma_neutral":240.06049982363191,"gamma_max":299.6214065727477,"total_open_interest":69664,"previous_open_interest":84800,"listed_contracts":486,"listed_calls":303,"listed_puts":262,"gamma_max_distance_pct":-0.8860672604643016,"delta_neutral_distance_pct":-14.499782008684914,"gamma_neutral_distance_pct":-20.588650506979768,"open_interest_change_1d_pct":-17.849056603773587,"call_open_interest":48748,"put_open_interest":20916,"put_call_open_interest_ratio":0.42906375646180356,"nearest_expiration_max_pain":285,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-5.722788121584943,"all_expiration_max_pain":240,"net_gamma_exposure":3885239.8367625894,"net_gamma_exposure_per_100k_open_interest":5577112.765219611,"gamma_exposure_flip":240.06049982363191,"gamma_exposure_flip_distance_pct":-20.588650506979768,"call_wall":280,"call_wall_distance_pct":-7.37677429489047,"put_wall":270,"put_wall_distance_pct":-10.684746641501526,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":766},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":302.3,"totalOi":85318,"analysisCoverage":1,"avgIvPct":130.9,"ivRank":100,"iv52wHighPct":130.9,"iv52wLowPct":37.3,"frontDte":7,"termPremiumPp":-1.2035,"riskReversalFrontPp":4.52,"riskReversal30dPp":2.84,"butterflyFrontPp":-6.22,"butterfly30dPp":0.48,"putCallOiRatio":0.617,"putCallOiFrontRatio":0.627,"putCallVolumeFrontRatio":0.294,"optionVolume":5917,"volumeOiRatio":0.069352,"netDeltaNormalized":0.289174,"dealerDeltaNormalized":-0.244163,"gexPer100kOi":6649895.461685,"vannaPer100kOi":-629.409972,"charmPer100kOi":-1858215.148034,"weekendDeltaShiftPer100kOi":-5574646.616189,"ivSurfaceRangePp":59.4,"gammaFlipDistancePct":-35.180284,"maxPainDistancePct":-13.992722,"peakCallDistancePct":12.471055,"peakPutDistancePct":0.066159},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CI.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."}