{"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/CPER","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CPER.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CPER.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":"CPER","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":39.5,"previous_close":39.45000076293945,"delta_neutral":32.95165889885226,"gamma_neutral":21.597721116900765,"gamma_max":44.08536615750941,"total_open_interest":85045,"previous_open_interest":106585,"listed_contracts":227,"listed_calls":155,"listed_puts":110,"gamma_max_distance_pct":11.608521917745348,"delta_neutral_distance_pct":-16.57807873708289,"gamma_neutral_distance_pct":-45.32222502050439,"open_interest_change_1d_pct":-20.20922268611906,"call_open_interest":69852,"put_open_interest":15193,"put_call_open_interest_ratio":0.21750272003664892,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":1.2658227848101267,"all_expiration_max_pain":34,"net_gamma_exposure":5644867.063798718,"net_gamma_exposure_per_100k_open_interest":6637506.101239012,"gamma_exposure_flip":21.597721116900765,"gamma_exposure_flip_distance_pct":-45.32222502050439,"call_wall":40,"call_wall_distance_pct":1.2658227848101267,"put_wall":40,"put_wall_distance_pct":1.2658227848101267,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":672},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":39.5,"totalOi":107093,"analysisCoverage":1,"avgIvPct":190.1,"ivRank":100,"iv52wHighPct":190.1,"iv52wLowPct":33.4,"frontDte":35,"termPremiumPp":0.3853,"riskReversalFrontPp":-1.23,"riskReversal30dPp":-1.23,"butterflyFrontPp":3.64,"butterfly30dPp":3.64,"putCallOiRatio":0.296,"putCallOiFrontRatio":0.903,"putCallVolumeFrontRatio":0.673,"optionVolume":4463,"volumeOiRatio":0.041674,"netDeltaNormalized":0.193301,"dealerDeltaNormalized":-0.190052,"gexPer100kOi":3474675.291569,"vannaPer100kOi":1954.376103,"charmPer100kOi":112.985909,"weekendDeltaShiftPer100kOi":338.957728,"ivSurfaceRangePp":44.6,"gammaFlipDistancePct":-23.063291,"maxPainDistancePct":-8.860759,"peakCallDistancePct":1.265823,"peakPutDistancePct":-26.582278},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CPER.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."}