{"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/CM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CM.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":"CM","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":112.4800033569336,"previous_close":112.26000213623047,"delta_neutral":111.24861676285006,"gamma_neutral":107.84297498004703,"gamma_max":123.44463894104678,"total_open_interest":16487,"previous_open_interest":22204,"listed_contracts":139,"listed_calls":81,"listed_puts":78,"gamma_max_distance_pct":9.748075441746765,"delta_neutral_distance_pct":-1.0947604528210793,"gamma_neutral_distance_pct":-4.122535773911605,"open_interest_change_1d_pct":-25.74761304269501,"call_open_interest":9360,"put_open_interest":7127,"put_call_open_interest_ratio":0.7614316239316239,"nearest_expiration_max_pain":110,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.2048393340314734,"all_expiration_max_pain":110,"net_gamma_exposure":504853.31304000795,"net_gamma_exposure_per_100k_open_interest":3062129.6357130343,"gamma_exposure_flip":107.84297498004703,"gamma_exposure_flip_distance_pct":-4.122535773911605,"call_wall":125,"call_wall_distance_pct":11.130864393146053,"put_wall":105,"put_wall_distance_pct":-6.6500739097573165,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1587},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":112.48,"totalOi":22505,"analysisCoverage":1,"avgIvPct":119.9,"ivRank":100,"iv52wHighPct":119.9,"iv52wLowPct":27.8,"frontDte":35,"termPremiumPp":-3.9084,"riskReversalFrontPp":-1.74,"riskReversal30dPp":-1.74,"butterflyFrontPp":2.52,"butterfly30dPp":2.52,"putCallOiRatio":0.723,"putCallOiFrontRatio":0.303,"putCallVolumeFrontRatio":1.333,"optionVolume":107,"volumeOiRatio":0.004754,"netDeltaNormalized":0.058837,"dealerDeltaNormalized":-0.057114,"gexPer100kOi":13116368.407021,"vannaPer100kOi":1941.790713,"charmPer100kOi":-60346.589647,"weekendDeltaShiftPer100kOi":-181035.325483,"ivSurfaceRangePp":48,"gammaFlipDistancePct":-0.773471,"maxPainDistancePct":-2.204836,"peakCallDistancePct":2.240398,"peakPutDistancePct":-55.547653},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CM.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."}