{"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/CRESY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CRESY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRESY.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":"CRESY","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":11.520000457763672,"previous_close":11.390000343322754,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":2237,"previous_open_interest":3113,"listed_contracts":17,"listed_calls":11,"listed_puts":13,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-28.140057822036617,"call_open_interest":1716,"put_open_interest":521,"put_call_open_interest_ratio":0.30361305361305363,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-13.194447893787176,"all_expiration_max_pain":10,"net_gamma_exposure":255114.7699098961,"net_gamma_exposure_per_100k_open_interest":11404325.878850967,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":12.5,"call_wall_distance_pct":8.50694013276603,"put_wall":10,"put_wall_distance_pct":-13.194447893787176,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3020},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":11.52,"totalOi":3123,"analysisCoverage":0.8333,"avgIvPct":957.8,"ivRank":100,"iv52wHighPct":957.8,"iv52wLowPct":72.4,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":70.73,"riskReversal30dPp":70.73,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.202,"putCallOiFrontRatio":0.165,"putCallVolumeFrontRatio":0,"optionVolume":105,"volumeOiRatio":0.033622,"netDeltaNormalized":0.333199,"dealerDeltaNormalized":-0.317195,"gexPer100kOi":1648723.342939,"vannaPer100kOi":1184.758245,"charmPer100kOi":-213352.545629,"weekendDeltaShiftPer100kOi":-640089.657381,"ivSurfaceRangePp":59,"gammaFlipDistancePct":null,"maxPainDistancePct":-13.194444,"peakCallDistancePct":-13.194444,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRESY.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."}