{"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/CUBI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CUBI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CUBI.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":"CUBI","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":75.47000122070312,"previous_close":74.02999877929688,"delta_neutral":69.36481560911406,"gamma_neutral":61.037946591385634,"gamma_max":83.31304902090734,"total_open_interest":660,"previous_open_interest":665,"listed_contracts":53,"listed_calls":31,"listed_puts":22,"gamma_max_distance_pct":10.392271993302543,"delta_neutral_distance_pct":-8.089552819450962,"gamma_neutral_distance_pct":-19.122902339848448,"open_interest_change_1d_pct":-0.7518796992481203,"call_open_interest":465,"put_open_interest":195,"put_call_open_interest_ratio":0.41935483870967744,"nearest_expiration_max_pain":77.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.6898088597618846,"all_expiration_max_pain":75,"net_gamma_exposure":56426.360320204454,"net_gamma_exposure_per_100k_open_interest":8549448.53336431,"gamma_exposure_flip":61.037946591385634,"gamma_exposure_flip_distance_pct":-19.122902339848448,"call_wall":85,"call_wall_distance_pct":12.627532297803356,"put_wall":70,"put_wall_distance_pct":-7.2479145782795875,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3905},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CUBI","price":75.47,"totalOi":660,"analysisCoverage":0.8333,"avgIvPct":66.9,"ivRank":66.2,"iv52wHighPct":77.16,"iv52wLowPct":46.8,"frontDte":14,"frontAtmIvPct":32.6785,"backAtmIvPct":35.0167,"termPremiumPp":-2.3382,"expectedMoveFrontPct":6.4,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":6.33,"riskReversal30dPp":6.33,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.419,"putCallOiFrontRatio":0.385,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.006061,"netDeltaNormalized":0.126045,"dealerDeltaNormalized":-0.126045,"gexPer100kOi":6642271.212121,"vannaPer100kOi":2727.272727,"charmPer100kOi":-16212.121212,"weekendDeltaShiftPer100kOi":-48484.848485,"ivSurfaceRangePp":132.2,"gammaFlipDistancePct":3.723334,"maxPainDistancePct":-0.622764,"peakCallDistancePct":2.689811,"peakPutDistancePct":-10.560488},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CUBI.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."}