{"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/CTO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CTO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CTO.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":"CTO","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":20.540000915527344,"previous_close":20.600000381469727,"delta_neutral":19.55670984053281,"gamma_neutral":13.938441487062267,"gamma_max":21.62356029121869,"total_open_interest":747,"previous_open_interest":773,"listed_contracts":20,"listed_calls":10,"listed_puts":10,"gamma_max_distance_pct":5.275361866572381,"delta_neutral_distance_pct":-4.787200735961057,"gamma_neutral_distance_pct":-32.14001525907716,"open_interest_change_1d_pct":-3.363518758085381,"call_open_interest":538,"put_open_interest":209,"put_call_open_interest_ratio":0.38847583643122674,"nearest_expiration_max_pain":22.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":9.542351495179254,"all_expiration_max_pain":20,"net_gamma_exposure":89060.98810411825,"net_gamma_exposure_per_100k_open_interest":11922488.367351841,"gamma_exposure_flip":13.938441487062267,"gamma_exposure_flip_distance_pct":-32.14001525907716,"call_wall":22.5,"call_wall_distance_pct":9.542351495179254,"put_wall":22.5,"put_wall_distance_pct":9.542351495179254,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3716},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":20.54,"totalOi":778,"analysisCoverage":0.9444,"avgIvPct":491.3,"ivRank":100,"iv52wHighPct":491.3,"iv52wLowPct":41,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":0.29,"riskReversal30dPp":0.29,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.415,"putCallOiFrontRatio":0.637,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.005141,"netDeltaNormalized":0.113997,"dealerDeltaNormalized":-0.113997,"gexPer100kOi":2975357.326478,"vannaPer100kOi":128.534704,"charmPer100kOi":21208.226221,"weekendDeltaShiftPer100kOi":63753.213368,"ivSurfaceRangePp":89.7,"gammaFlipDistancePct":-13.680623,"maxPainDistancePct":-2.629017,"peakCallDistancePct":-2.629017,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CTO.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."}