{"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/CONI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CONI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CONI.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":"CONI","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":26.559999465942383,"previous_close":23.815000534057617,"delta_neutral":11.722693782557734,"gamma_neutral":3.651352591337331,"gamma_max":19.299875013306405,"total_open_interest":522,"previous_open_interest":905,"listed_contracts":65,"listed_calls":54,"listed_puts":16,"gamma_max_distance_pct":-27.3348064707063,"delta_neutral_distance_pct":-55.863350834815996,"gamma_neutral_distance_pct":-86.2524372561851,"open_interest_change_1d_pct":-42.32044198895027,"call_open_interest":462,"put_open_interest":60,"put_call_open_interest_ratio":0.12987012987012986,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-24.698793666597034,"all_expiration_max_pain":20,"net_gamma_exposure":19825.47141299544,"net_gamma_exposure_per_100k_open_interest":3797983.0293094716,"gamma_exposure_flip":3.651352591337331,"gamma_exposure_flip_distance_pct":-86.2524372561851,"call_wall":30,"call_wall_distance_pct":12.951809500104453,"put_wall":20,"put_wall_distance_pct":-24.698793666597034,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3915},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":26.56,"totalOi":900,"analysisCoverage":0.8333,"avgIvPct":1852.6,"ivRank":100,"iv52wHighPct":1852.6,"iv52wLowPct":156.08,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.176,"putCallOiFrontRatio":0.03,"putCallVolumeFrontRatio":0.018,"optionVolume":197,"volumeOiRatio":0.218889,"netDeltaNormalized":0.260763,"dealerDeltaNormalized":-0.239311,"gexPer100kOi":1063733.333333,"vannaPer100kOi":-555.555556,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":19.4,"gammaFlipDistancePct":-27.334337,"maxPainDistancePct":-24.698795,"peakCallDistancePct":-5.873494,"peakPutDistancePct":-28.463855},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CONI.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."}