{"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/CSTM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CSTM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CSTM.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":"CSTM","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":25.469999313354492,"previous_close":25.469999313354492,"delta_neutral":23.25650984141375,"gamma_neutral":17.50759846996428,"gamma_max":27.217928780366975,"total_open_interest":29921,"previous_open_interest":31269,"listed_contracts":134,"listed_calls":90,"listed_puts":62,"gamma_max_distance_pct":6.86269930952061,"delta_neutral_distance_pct":-8.69057531061715,"gamma_neutral_distance_pct":-31.261880871804138,"open_interest_change_1d_pct":-4.310978924813713,"call_open_interest":21066,"put_open_interest":8855,"put_call_open_interest_ratio":0.42034558055634674,"nearest_expiration_max_pain":26,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":2.0808822180360895,"all_expiration_max_pain":25,"net_gamma_exposure":1487930.5146874464,"net_gamma_exposure_per_100k_open_interest":4972863.589744482,"gamma_exposure_flip":17.50759846996428,"gamma_exposure_flip_distance_pct":-31.261880871804138,"call_wall":27,"call_wall_distance_pct":6.007069995652863,"put_wall":25,"put_wall_distance_pct":-1.8453055595806827,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1214},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":25.47,"totalOi":32202,"analysisCoverage":1,"avgIvPct":336.1,"ivRank":100,"iv52wHighPct":336.1,"iv52wLowPct":63.5,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":230.18,"riskReversal30dPp":230.18,"butterflyFrontPp":5.36,"butterfly30dPp":5.36,"putCallOiRatio":0.399,"putCallOiFrontRatio":0.224,"putCallVolumeFrontRatio":0.057,"optionVolume":253,"volumeOiRatio":0.007857,"netDeltaNormalized":0.198644,"dealerDeltaNormalized":-0.198644,"gexPer100kOi":1814459.567729,"vannaPer100kOi":1363.269362,"charmPer100kOi":-263160.67325,"weekendDeltaShiftPer100kOi":-789482.01975,"ivSurfaceRangePp":144.8,"gammaFlipDistancePct":0.903023,"maxPainDistancePct":-1.845308,"peakCallDistancePct":-1.845308,"peakPutDistancePct":-9.697684},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CSTM.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."}