{"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/GCO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GCO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GCO.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":"GCO","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":37.099998474121094,"previous_close":37.41999816894531,"delta_neutral":30.16547374957747,"gamma_neutral":27.854643738190653,"gamma_max":36.182631451293446,"total_open_interest":10582,"previous_open_interest":11347,"listed_contracts":35,"listed_calls":20,"listed_puts":18,"gamma_max_distance_pct":-2.472687494765134,"delta_neutral_distance_pct":-18.691442074804304,"gamma_neutral_distance_pct":-24.92009465277873,"open_interest_change_1d_pct":-6.741870097823213,"call_open_interest":4194,"put_open_interest":6388,"put_call_open_interest_ratio":1.5231282784930853,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.660373478413851,"all_expiration_max_pain":35,"net_gamma_exposure":459705.6463643787,"net_gamma_exposure_per_100k_open_interest":4344222.702366081,"gamma_exposure_flip":27.854643738190653,"gamma_exposure_flip_distance_pct":-24.92009465277873,"call_wall":35,"call_wall_distance_pct":-5.660373478413851,"put_wall":25,"put_wall_distance_pct":-32.614552484581324,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1921},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":37.1,"totalOi":11350,"analysisCoverage":0.8333,"avgIvPct":255.6,"ivRank":31.5,"iv52wHighPct":682.3,"iv52wLowPct":59.5,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-47.16,"riskReversal30dPp":-47.16,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.309,"putCallOiFrontRatio":0.023,"putCallVolumeFrontRatio":0,"optionVolume":152,"volumeOiRatio":0.013392,"netDeltaNormalized":0.170611,"dealerDeltaNormalized":-0.170611,"gexPer100kOi":1901563.171806,"vannaPer100kOi":2581.497797,"charmPer100kOi":-21991.189427,"weekendDeltaShiftPer100kOi":-65973.568282,"ivSurfaceRangePp":21.3,"gammaFlipDistancePct":-12.237197,"maxPainDistancePct":-5.660377,"peakCallDistancePct":-5.660377,"peakPutDistancePct":-52.830189},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GCO.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."}