{"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/CIB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CIB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CIB.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":"CIB","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":91.91000366210938,"previous_close":91.08000183105469,"delta_neutral":94.82991866763068,"gamma_neutral":93.60290711833974,"gamma_max":103.0387904311991,"total_open_interest":309,"previous_open_interest":300,"listed_contracts":45,"listed_calls":22,"listed_puts":23,"gamma_max_distance_pct":12.108352002685926,"delta_neutral_distance_pct":3.1769283964516495,"gamma_neutral_distance_pct":1.8419142517435032,"open_interest_change_1d_pct":3,"call_open_interest":162,"put_open_interest":147,"put_call_open_interest_ratio":0.9074074074074074,"nearest_expiration_max_pain":95,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.3619804316953807,"all_expiration_max_pain":95,"net_gamma_exposure":-9603.39471709467,"net_gamma_exposure_per_100k_open_interest":-3107894.7304513496,"gamma_exposure_flip":93.60290711833974,"gamma_exposure_flip_distance_pct":1.8419142517435032,"call_wall":100,"call_wall_distance_pct":8.802084664942505,"put_wall":92.5,"put_wall_distance_pct":0.641928315071818,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4295},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CIB","price":91.91,"totalOi":309,"analysisCoverage":0.7778,"avgIvPct":41.2,"ivRank":30.3,"iv52wHighPct":50.28,"iv52wLowPct":37.26,"frontDte":14,"frontAtmIvPct":43.5543,"backAtmIvPct":38.4283,"termPremiumPp":5.126,"expectedMoveFrontPct":8.53,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.907,"putCallOiFrontRatio":0.779,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.009709,"netDeltaNormalized":-0.081618,"dealerDeltaNormalized":0.08165,"gexPer100kOi":-4750.809061,"vannaPer100kOi":970.873786,"charmPer100kOi":-614239.482201,"weekendDeltaShiftPer100kOi":-1843042.071197,"ivSurfaceRangePp":13.7,"gammaFlipDistancePct":null,"maxPainDistancePct":3.361985,"peakCallDistancePct":8.802089,"peakPutDistancePct":-12.958329},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CIB.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."}