{"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/CROX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CROX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CROX.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":"CROX","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":123.13999938964844,"previous_close":124.7699966430664,"delta_neutral":109.00820353453163,"gamma_neutral":104.83027040430457,"gamma_max":138.27365894155582,"total_open_interest":28346,"previous_open_interest":31613,"listed_contracts":314,"listed_calls":213,"listed_puts":183,"gamma_max_distance_pct":12.289799924409916,"delta_neutral_distance_pct":-11.476202635343501,"gamma_neutral_distance_pct":-14.869034494150766,"open_interest_change_1d_pct":-10.334356119318002,"call_open_interest":14192,"put_open_interest":14154,"put_call_open_interest_ratio":0.9973224351747464,"nearest_expiration_max_pain":120,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.5499426711158457,"all_expiration_max_pain":105,"net_gamma_exposure":851641.8589501318,"net_gamma_exposure_per_100k_open_interest":3004451.6296836655,"gamma_exposure_flip":104.83027040430457,"gamma_exposure_flip_distance_pct":-14.869034494150766,"call_wall":140,"call_wall_distance_pct":13.691733550364846,"put_wall":105,"put_wall_distance_pct":-14.731199837226367,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1248},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":123.14,"totalOi":32369,"analysisCoverage":1,"avgIvPct":145.1,"ivRank":100,"iv52wHighPct":145.1,"iv52wLowPct":54.2,"frontDte":35,"termPremiumPp":10.2461,"riskReversalFrontPp":2.93,"riskReversal30dPp":2.93,"butterflyFrontPp":-9.08,"butterfly30dPp":-9.08,"putCallOiRatio":1.065,"putCallOiFrontRatio":0.941,"putCallVolumeFrontRatio":2.42,"optionVolume":898,"volumeOiRatio":0.027743,"netDeltaNormalized":0.130025,"dealerDeltaNormalized":-0.129395,"gexPer100kOi":3412987.673391,"vannaPer100kOi":2462.232383,"charmPer100kOi":-156572.646668,"weekendDeltaShiftPer100kOi":-469714.850629,"ivSurfaceRangePp":20.4,"gammaFlipDistancePct":10.037356,"maxPainDistancePct":-6.610362,"peakCallDistancePct":-2.549943,"peakPutDistancePct":-14.7312},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CROX.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."}