{"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/COTY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/COTY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/COTY.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":"COTY","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":3.200000047683716,"previous_close":3.190000057220459,"delta_neutral":2.400766432887815,"gamma_neutral":2.0130413037601373,"gamma_max":3.0223539938660013,"total_open_interest":63116,"previous_open_interest":60511,"listed_contracts":36,"listed_calls":40,"listed_puts":31,"gamma_max_distance_pct":-5.551439099080689,"delta_neutral_distance_pct":-24.976050090199756,"gamma_neutral_distance_pct":-37.092460194891096,"open_interest_change_1d_pct":4.305002396258532,"call_open_interest":45108,"put_open_interest":18008,"put_call_open_interest_ratio":0.39921965061629866,"nearest_expiration_max_pain":3,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-6.2500013969838415,"all_expiration_max_pain":2,"net_gamma_exposure":2496826.1862705667,"net_gamma_exposure_per_100k_open_interest":3955932.22997428,"gamma_exposure_flip":2.0130413037601373,"gamma_exposure_flip_distance_pct":-37.092460194891096,"call_wall":3,"call_wall_distance_pct":-6.2500013969838415,"put_wall":3,"put_wall_distance_pct":-6.2500013969838415,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":812},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":3.2,"totalOi":63896,"analysisCoverage":0.8333,"avgIvPct":3105.7,"ivRank":100,"iv52wHighPct":3105.7,"iv52wLowPct":74.5,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-1.68,"riskReversal30dPp":-1.68,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.395,"putCallOiFrontRatio":0.189,"putCallVolumeFrontRatio":0.054,"optionVolume":1880,"volumeOiRatio":0.029423,"netDeltaNormalized":0.408376,"dealerDeltaNormalized":-0.399568,"gexPer100kOi":137059.205584,"vannaPer100kOi":953.111306,"charmPer100kOi":-30548.078127,"weekendDeltaShiftPer100kOi":-91645.799424,"ivSurfaceRangePp":23.8,"gammaFlipDistancePct":-34.375,"maxPainDistancePct":-37.5,"peakCallDistancePct":25,"peakPutDistancePct":-37.5},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/COTY.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."}