{"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/CMI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CMI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CMI.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":"CMI","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":531.3300170898438,"previous_close":532.72998046875,"delta_neutral":553.7335775878953,"gamma_neutral":557.6454690144986,"gamma_max":674.4185484050163,"total_open_interest":15622,"previous_open_interest":20171,"listed_contracts":375,"listed_calls":255,"listed_puts":169,"gamma_max_distance_pct":26.930255530994664,"delta_neutral_distance_pct":4.216505707838313,"gamma_neutral_distance_pct":4.952750847540608,"open_interest_change_1d_pct":-22.552178870655894,"call_open_interest":8403,"put_open_interest":7219,"put_call_open_interest_ratio":0.8590979412114721,"nearest_expiration_max_pain":530,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.25031845502130823,"all_expiration_max_pain":550,"net_gamma_exposure":-207896.9909216606,"net_gamma_exposure_per_100k_open_interest":-1330796.2547795456,"gamma_exposure_flip":557.6454690144986,"gamma_exposure_flip_distance_pct":4.952750847540608,"call_wall":530,"call_wall_distance_pct":-0.25031845502130823,"put_wall":500,"put_wall_distance_pct":-5.896526844359725,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1622},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":531.33,"totalOi":20325,"analysisCoverage":1,"avgIvPct":91.6,"ivRank":100,"iv52wHighPct":91.6,"iv52wLowPct":36.1,"frontDte":35,"termPremiumPp":4.4114,"riskReversalFrontPp":2.14,"riskReversal30dPp":2.14,"butterflyFrontPp":-1.24,"butterfly30dPp":-1.24,"putCallOiRatio":0.803,"putCallOiFrontRatio":1.704,"putCallVolumeFrontRatio":2.134,"optionVolume":629,"volumeOiRatio":0.030947,"netDeltaNormalized":-0.046686,"dealerDeltaNormalized":0.045282,"gexPer100kOi":-53980632.226322,"vannaPer100kOi":1397.293973,"charmPer100kOi":591301.353014,"weekendDeltaShiftPer100kOi":1773908.97909,"ivSurfaceRangePp":19.6,"gammaFlipDistancePct":null,"maxPainDistancePct":1.631754,"peakCallDistancePct":3.513824,"peakPutDistancePct":-0.250315},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CMI.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."}