{"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/CPS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CPS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CPS.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":"CPS","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":20.829999923706055,"previous_close":21.479999542236328,"delta_neutral":20.522000828157992,"gamma_neutral":20.829999923706055,"gamma_max":22.642671776192564,"total_open_interest":9491,"previous_open_interest":10375,"listed_contracts":57,"listed_calls":33,"listed_puts":28,"gamma_max_distance_pct":8.70221727856829,"delta_neutral_distance_pct":-1.4786322452048457,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-8.520481927710843,"call_open_interest":6213,"put_open_interest":3278,"put_call_open_interest_ratio":0.5276034122002253,"nearest_expiration_max_pain":22.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":8.017283160876845,"all_expiration_max_pain":22.5,"net_gamma_exposure":167063.17792321777,"net_gamma_exposure_per_100k_open_interest":1760227.3514194265,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":-3.984637190331693,"put_wall":20,"put_wall_distance_pct":-3.984637190331693,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1999},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":20.83,"totalOi":10393,"analysisCoverage":1,"avgIvPct":1199.1,"ivRank":75.2,"iv52wHighPct":1564.6,"iv52wLowPct":91,"frontDte":35,"termPremiumPp":13.1319,"riskReversalFrontPp":1.88,"riskReversal30dPp":1.88,"butterflyFrontPp":-6.83,"butterfly30dPp":-6.83,"putCallOiRatio":0.492,"putCallOiFrontRatio":0.396,"putCallVolumeFrontRatio":0.03,"optionVolume":742,"volumeOiRatio":0.071394,"netDeltaNormalized":0.031522,"dealerDeltaNormalized":-0.031522,"gexPer100kOi":530105.648032,"vannaPer100kOi":2164.918695,"charmPer100kOi":-16857.500241,"weekendDeltaShiftPer100kOi":-50562.878861,"ivSurfaceRangePp":28.7,"gammaFlipDistancePct":-15.31445,"maxPainDistancePct":8.017283,"peakCallDistancePct":-3.984638,"peakPutDistancePct":-27.988478},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CPS.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."}