{"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/CRBG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CRBG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRBG.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":"CRBG","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":34.029998779296875,"previous_close":33.65999984741211,"delta_neutral":37.533581722704376,"gamma_neutral":34.029998779296875,"gamma_max":50,"total_open_interest":25158,"previous_open_interest":25373,"listed_contracts":84,"listed_calls":41,"listed_puts":52,"gamma_max_distance_pct":46.929185405727765,"delta_neutral_distance_pct":10.295571757525321,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.8473574271863793,"call_open_interest":3515,"put_open_interest":21643,"put_call_open_interest_ratio":6.157325746799431,"nearest_expiration_max_pain":32,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-5.965321340334231,"all_expiration_max_pain":33,"net_gamma_exposure":-4418808.9428906,"net_gamma_exposure_per_100k_open_interest":-17564229.83898005,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":35,"call_wall_distance_pct":2.8504297840094344,"put_wall":32,"put_wall_distance_pct":-5.965321340334231,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1401},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CRBG","price":34.03,"totalOi":25158,"analysisCoverage":1,"avgIvPct":82.7,"ivRank":65.1,"iv52wHighPct":93.6,"iv52wLowPct":62.4,"frontDte":14,"frontAtmIvPct":28.849,"backAtmIvPct":31.7688,"termPremiumPp":-2.9198,"expectedMoveFrontPct":5.65,"straddleFrontPct":4.33,"straddle30dPct":4.33,"riskReversalFrontPp":-4.73,"riskReversal30dPp":-4.73,"butterflyFrontPp":-0.94,"butterfly30dPp":-0.94,"putCallOiRatio":6.157,"putCallOiFrontRatio":9.333,"putCallVolumeFrontRatio":0,"optionVolume":209,"volumeOiRatio":0.008307,"netDeltaNormalized":-0.138597,"dealerDeltaNormalized":0.138597,"gexPer100kOi":-6199019.794896,"vannaPer100kOi":2881.787105,"charmPer100kOi":2871146.355036,"weekendDeltaShiftPer100kOi":8613439.065109,"ivSurfaceRangePp":235.1,"gammaFlipDistancePct":-13.19424,"maxPainDistancePct":-3.026741,"peakCallDistancePct":8.727593,"peakPutDistancePct":2.850426},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CRBG.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."}