{"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/COLL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/COLL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/COLL.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":"COLL","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":23.190000534057617,"previous_close":23.18000030517578,"delta_neutral":22.46939033369094,"gamma_neutral":11.936919221508715,"gamma_max":23.083261503928288,"total_open_interest":521,"previous_open_interest":840,"listed_contracts":28,"listed_calls":16,"listed_puts":15,"gamma_max_distance_pct":-0.46028041255354374,"delta_neutral_distance_pct":-3.1074177825410834,"gamma_neutral_distance_pct":-48.52557590941944,"open_interest_change_1d_pct":-37.976190476190474,"call_open_interest":314,"put_open_interest":207,"put_call_open_interest_ratio":0.6592356687898089,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":7.805085917458935,"all_expiration_max_pain":25,"net_gamma_exposure":11002.212989828546,"net_gamma_exposure_per_100k_open_interest":2111749.134324097,"gamma_exposure_flip":11.936919221508715,"gamma_exposure_flip_distance_pct":-48.52557590941944,"call_wall":30,"call_wall_distance_pct":29.36610310095072,"put_wall":30,"put_wall_distance_pct":29.36610310095072,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3917},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":23.19,"totalOi":845,"analysisCoverage":0.8889,"avgIvPct":755.6,"ivRank":100,"iv52wHighPct":755.6,"iv52wLowPct":78.59,"frontDte":35,"termPremiumPp":-15.278,"riskReversalFrontPp":-31.74,"riskReversal30dPp":-31.74,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.383,"putCallOiFrontRatio":0.074,"putCallVolumeFrontRatio":0,"optionVolume":10,"volumeOiRatio":0.011834,"netDeltaNormalized":0.109053,"dealerDeltaNormalized":-0.109053,"gexPer100kOi":943613.017751,"vannaPer100kOi":-118.343195,"charmPer100kOi":-177751.47929,"weekendDeltaShiftPer100kOi":-533372.781065,"ivSurfaceRangePp":77.9,"gammaFlipDistancePct":-0.603708,"maxPainDistancePct":7.805088,"peakCallDistancePct":null,"peakPutDistancePct":-13.755929},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/COLL.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."}