{"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/CRUS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CRUS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRUS.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":"CRUS","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":107.87000274658203,"previous_close":108.4000015258789,"delta_neutral":108.32885205901655,"gamma_neutral":102.26107879466355,"gamma_max":132.89753254797756,"total_open_interest":5726,"previous_open_interest":8151,"listed_contracts":125,"listed_calls":83,"listed_puts":50,"gamma_max_distance_pct":23.20156592578612,"delta_neutral_distance_pct":0.4253724860955958,"gamma_neutral_distance_pct":-5.199706877819848,"open_interest_change_1d_pct":-29.75095080358238,"call_open_interest":3571,"put_open_interest":2155,"put_call_open_interest_ratio":0.6034724166900028,"nearest_expiration_max_pain":110,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":1.9745964579438744,"all_expiration_max_pain":115,"net_gamma_exposure":84131.1712849443,"net_gamma_exposure_per_100k_open_interest":1469283.4663804453,"gamma_exposure_flip":102.26107879466355,"gamma_exposure_flip_distance_pct":-5.199706877819848,"call_wall":120,"call_wall_distance_pct":11.245014317756954,"put_wall":105,"put_wall_distance_pct":-2.6606124719626654,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":2348},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":107.87,"totalOi":7952,"analysisCoverage":1,"avgIvPct":207.8,"ivRank":100,"iv52wHighPct":207.8,"iv52wLowPct":48.3,"frontDte":35,"termPremiumPp":6.595,"riskReversalFrontPp":-4.8,"riskReversal30dPp":-4.8,"butterflyFrontPp":-2.32,"butterfly30dPp":-2.32,"putCallOiRatio":0.427,"putCallOiFrontRatio":0.534,"putCallVolumeFrontRatio":0.073,"optionVolume":809,"volumeOiRatio":0.101735,"netDeltaNormalized":0.024076,"dealerDeltaNormalized":-0.024014,"gexPer100kOi":9339256.036217,"vannaPer100kOi":2112.676056,"charmPer100kOi":-173553.822938,"weekendDeltaShiftPer100kOi":-520661.468813,"ivSurfaceRangePp":15.3,"gammaFlipDistancePct":-32.270325,"maxPainDistancePct":1.974599,"peakCallDistancePct":1.974599,"peakPutDistancePct":-7.295819},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRUS.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."}