{"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/CODI","markdown_url":"https://halfonadouble.com/stock/CODI.md","history_url":"https://halfonadouble.com/api/v1/history/CODI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CODI.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":"CODI","page_tier":"A","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":10.010000228881836,"previous_close":10.619999885559082,"delta_neutral":3.2257518292410037,"gamma_neutral":1.1189666459257723,"gamma_max":11.756591601293191,"total_open_interest":258567,"previous_open_interest":259436,"listed_contracts":121,"listed_calls":88,"listed_puts":67,"gamma_max_distance_pct":17.44846485989,"delta_neutral_distance_pct":-67.77470773743094,"gamma_neutral_distance_pct":-88.82151228431324,"open_interest_change_1d_pct":-0.33495736906211937,"call_open_interest":256305,"put_open_interest":2262,"put_call_open_interest_ratio":0.00882542283607421,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.09990238414762764,"all_expiration_max_pain":5,"net_gamma_exposure":14762818.622959979,"net_gamma_exposure_per_100k_open_interest":5709475.154586618,"gamma_exposure_flip":1.1189666459257723,"gamma_exposure_flip_distance_pct":-88.82151228431324,"call_wall":10,"call_wall_distance_pct":-0.09990238414762764,"put_wall":10,"put_wall_distance_pct":-0.09990238414762764,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":324},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-16","session_count":1404,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":48.01587301587302,"gamma_max_cross_count":17,"delta_neutral_cross_count":0,"gamma_max_prior_sessions_closer_pct":63.888888888888886,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":64.28571428571429,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":88.09523809523809,"open_interest_change_1d_contracts":-869,"open_interest_change_z_252":-0.23613017734565303,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-0.3745101892201172,"open_interest_change_21_sessions_pct":-0.35531371271999973,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-417,"put_change_contracts":-452,"call_growth_pct":-0.16243251454881155,"put_growth_pct":-16.654384672070744,"call_minus_put_growth_pp":16.491952157521933},"five_sessions":{"call_change_contracts":-519,"put_change_contracts":-453,"call_growth_pct":-0.20208391739089804,"put_growth_pct":-16.685082872928177,"call_minus_put_growth_pp":16.48299895553728},"call_change_surprise":{"z_score":-0.18016022570905188,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.5839025799802412,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":1.1913551526921629,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":51.8722702365689,"directional_score":42.090767620938536,"catalyst_reasons":["IV rank 100","25Δ risk reversal -16.0 pp"],"features":{"price":10.01,"totalOi":259249,"analysisCoverage":0.9444,"avgIvPct":354.6,"ivRank":100,"iv52wHighPct":354.6,"iv52wLowPct":89.75,"frontDte":35,"termPremiumPp":2.8876,"riskReversalFrontPp":-16,"riskReversal30dPp":-16,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.01,"putCallOiFrontRatio":0.255,"putCallVolumeFrontRatio":0.009,"optionVolume":630,"volumeOiRatio":0.00243,"netDeltaNormalized":0.404454,"dealerDeltaNormalized":-0.403827,"gexPer100kOi":759996.520719,"vannaPer100kOi":652.268668,"charmPer100kOi":-1990.364476,"weekendDeltaShiftPer100kOi":-5971.479157,"ivSurfaceRangePp":50.1,"gammaFlipDistancePct":-59.84016,"maxPainDistancePct":-30.06993,"peakCallDistancePct":-0.0999,"peakPutDistancePct":-20.07992},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CODI.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":[{"direction":"above","event_count":37,"completed_path_count":37,"latest_cross_date":"2026-09-22","horizons":[{"sessions":1,"sample_size":37,"median_return_pct":-0.19999694824218706,"p25_return_pct":-1.166667938232424,"p75_return_pct":0.7936521285438536,"above_zero_pct":48.64864864864865,"median_interval_low_pct":-0.7973414221812303,"median_interval_high_pct":0.522875311821891,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":3,"sample_size":37,"median_return_pct":-0.14887731942827553,"p25_return_pct":-2.1262501291895997,"p75_return_pct":1.8921548601121163,"above_zero_pct":43.24324324324324,"median_interval_low_pct":-1.5686259354656729,"median_interval_high_pct":1.153085168691903,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":5,"sample_size":37,"median_return_pct":-0.5458992808206942,"p25_return_pct":-2.456903376845543,"p75_return_pct":2.219322189038664,"above_zero_pct":40.54054054054054,"median_interval_low_pct":-1.9607855359147774,"median_interval_high_pct":0.5181313669828436,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":10,"sample_size":37,"median_return_pct":-1.8077594439826483,"p25_return_pct":-4.511279857818873,"p75_return_pct":1.6302181058882592,"above_zero_pct":37.83783783783784,"median_interval_low_pct":-3.2258064516129004,"median_interval_high_pct":0.1777818467882053,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0}]},{"direction":"below","event_count":35,"completed_path_count":35,"latest_cross_date":"2026-09-23","horizons":[{"sessions":1,"sample_size":35,"median_return_pct":0.13698290114252387,"p25_return_pct":-0.6458896739055864,"p75_return_pct":1.2952918265189628,"above_zero_pct":54.285714285714285,"median_interval_low_pct":-0.2679166847649572,"median_interval_high_pct":0.9959226429824941,"median_interval_nominal_coverage_pct":91.04689210653305,"confidence_floor_pct":0},{"sessions":3,"sample_size":35,"median_return_pct":-1.1021628961427221,"p25_return_pct":-2.5092437722885053,"p75_return_pct":2.255413883890045,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-1.9756808215319777,"median_interval_high_pct":0.6745388381538486,"median_interval_nominal_coverage_pct":91.04689210653305,"confidence_floor_pct":0},{"sessions":5,"sample_size":35,"median_return_pct":-0.5443851144692813,"p25_return_pct":-4.054995708325709,"p75_return_pct":2.2411711523418365,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-2.0851413235938643,"median_interval_high_pct":0.2543427959062594,"median_interval_nominal_coverage_pct":91.04689210653305,"confidence_floor_pct":0},{"sessions":10,"sample_size":35,"median_return_pct":-0.485833342213704,"p25_return_pct":-4.57512384840888,"p75_return_pct":2.7258193635753103,"above_zero_pct":48.57142857142857,"median_interval_low_pct":-2.620451969075477,"median_interval_high_pct":0.8601201120198132,"median_interval_nominal_coverage_pct":91.04689210653305,"confidence_floor_pct":0}]}],"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."}