{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/CB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CB.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"CB","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":330.8900146484375,"previous_close":331.29998779296875,"delta_neutral":329.4812394545291,"gamma_neutral":333.11026432005053,"gamma_max":354.38941862311026,"total_open_interest":40198,"previous_open_interest":40035,"listed_contracts":437,"listed_calls":269,"listed_puts":221,"gamma_max_distance_pct":7.1018776434339665,"delta_neutral_distance_pct":-0.42575331123400645,"gamma_neutral_distance_pct":0.6709932525380052,"open_interest_change_1d_pct":0.407143749219433,"call_open_interest":23052,"put_open_interest":17146,"put_call_open_interest_ratio":0.7437966336977269,"nearest_expiration_max_pain":340,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.7531762665131,"all_expiration_max_pain":335,"net_gamma_exposure":-855447.2202761546,"net_gamma_exposure_per_100k_open_interest":-2128084.03471853,"gamma_exposure_flip":333.11026432005053,"gamma_exposure_flip_distance_pct":0.6709932525380052,"call_wall":345,"call_wall_distance_pct":4.264252388079469,"put_wall":335,"put_wall_distance_pct":1.2421001449467304,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1116},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CB","price":330.89,"totalOi":40198,"analysisCoverage":1,"avgIvPct":27.5,"ivRank":2,"iv52wHighPct":42.18,"iv52wLowPct":27.2,"frontDte":14,"frontAtmIvPct":18.637,"backAtmIvPct":22.0526,"termPremiumPp":-3.4156,"expectedMoveFrontPct":3.65,"straddleFrontPct":2.8,"straddle30dPct":2.8,"riskReversalFrontPp":1.94,"riskReversal30dPp":1.94,"butterflyFrontPp":10.83,"butterfly30dPp":10.83,"putCallOiRatio":0.744,"putCallOiFrontRatio":0.777,"putCallVolumeFrontRatio":0.76,"optionVolume":772,"volumeOiRatio":0.019205,"netDeltaNormalized":0.035797,"dealerDeltaNormalized":-0.03564,"gexPer100kOi":-6528509.627345,"vannaPer100kOi":2786.208269,"charmPer100kOi":1140949.798497,"weekendDeltaShiftPer100kOi":3422849.395492,"ivSurfaceRangePp":49.8,"gammaFlipDistancePct":null,"maxPainDistancePct":1.242105,"peakCallDistancePct":1.242105,"peakPutDistancePct":-6.313276},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CB.json?date=2026-10-02","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."}