{"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/CMC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CMC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CMC.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":"CMC","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":64.9800033569336,"previous_close":65.37000274658203,"delta_neutral":60.226198003521844,"gamma_neutral":34.75753876735183,"gamma_max":70.558245605098,"total_open_interest":4647,"previous_open_interest":6246,"listed_contracts":98,"listed_calls":67,"listed_puts":40,"gamma_max_distance_pct":8.584552108320539,"delta_neutral_distance_pct":-7.315797334295615,"gamma_neutral_distance_pct":-46.510407861277706,"open_interest_change_1d_pct":-25.600384245917386,"call_open_interest":3547,"put_open_interest":1100,"put_call_open_interest_ratio":0.31012122920778123,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":7.725448420634399,"all_expiration_max_pain":62.5,"net_gamma_exposure":463957.5802479871,"net_gamma_exposure_per_100k_open_interest":9984023.67652221,"gamma_exposure_flip":34.75753876735183,"gamma_exposure_flip_distance_pct":-46.510407861277706,"call_wall":70,"call_wall_distance_pct":7.725448420634399,"put_wall":70,"put_wall_distance_pct":7.725448420634399,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":2494},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":64.98,"totalOi":5778,"analysisCoverage":1,"avgIvPct":173,"ivRank":100,"iv52wHighPct":173,"iv52wLowPct":45.8,"frontDte":35,"termPremiumPp":-0.2274,"riskReversalFrontPp":1.12,"riskReversal30dPp":1.12,"butterflyFrontPp":-2.92,"butterfly30dPp":-2.92,"putCallOiRatio":0.278,"putCallOiFrontRatio":0.27,"putCallVolumeFrontRatio":0.071,"optionVolume":340,"volumeOiRatio":0.058844,"netDeltaNormalized":0.176492,"dealerDeltaNormalized":-0.17625,"gexPer100kOi":19274583.246798,"vannaPer100kOi":1955.694012,"charmPer100kOi":-162962.962963,"weekendDeltaShiftPer100kOi":-488906.195916,"ivSurfaceRangePp":18.7,"gammaFlipDistancePct":-42.41305,"maxPainDistancePct":-3.816559,"peakCallDistancePct":3.878116,"peakPutDistancePct":0.030779},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CMC.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."}