{"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/CYRX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CYRX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CYRX.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":"CYRX","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":16.84000015258789,"previous_close":17.06999969482422,"delta_neutral":11.391856564877163,"gamma_neutral":8.638131179870948,"gamma_max":18.617560871280222,"total_open_interest":53696,"previous_open_interest":54691,"listed_contracts":52,"listed_calls":41,"listed_puts":23,"gamma_max_distance_pct":10.555586119868085,"delta_neutral_distance_pct":-32.35239630846134,"gamma_neutral_distance_pct":-48.70468466983071,"open_interest_change_1d_pct":-1.8193121354519024,"call_open_interest":43012,"put_open_interest":10684,"put_call_open_interest_ratio":0.24839579652190086,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-10.926366602824098,"all_expiration_max_pain":7.5,"net_gamma_exposure":2825136.3284612894,"net_gamma_exposure_per_100k_open_interest":5261353.412658838,"gamma_exposure_flip":8.638131179870948,"gamma_exposure_flip_distance_pct":-48.70468466983071,"call_wall":20,"call_wall_distance_pct":18.764844529567867,"put_wall":15,"put_wall_distance_pct":-10.926366602824098,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":895},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.84,"totalOi":54726,"analysisCoverage":0.8889,"avgIvPct":225.7,"ivRank":100,"iv52wHighPct":225.7,"iv52wLowPct":67.7,"frontDte":35,"termPremiumPp":25.9452,"riskReversalFrontPp":22.17,"riskReversal30dPp":22.17,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.243,"putCallOiFrontRatio":4.144,"putCallVolumeFrontRatio":0,"optionVolume":20,"volumeOiRatio":0.000365,"netDeltaNormalized":0.40594,"dealerDeltaNormalized":-0.40594,"gexPer100kOi":1232488.542923,"vannaPer100kOi":1834.59416,"charmPer100kOi":11394.949384,"weekendDeltaShiftPer100kOi":34183.020868,"ivSurfaceRangePp":55.2,"gammaFlipDistancePct":-55.4038,"maxPainDistancePct":-55.463183,"peakCallDistancePct":18.764846,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CYRX.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."}