{"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/CVBF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CVBF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CVBF.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":"CVBF","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":22.280000686645508,"previous_close":22.010000228881836,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":948,"previous_open_interest":947,"listed_contracts":15,"listed_calls":10,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0.10559662090813093,"call_open_interest":771,"put_open_interest":177,"put_call_open_interest_ratio":0.22957198443579765,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-10.233395944247551,"all_expiration_max_pain":20,"net_gamma_exposure":136433.4947938966,"net_gamma_exposure_per_100k_open_interest":14391718.860115673,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":-10.233395944247551,"put_wall":10,"put_wall_distance_pct":-55.116697972123774,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3721},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CVBF","price":22.28,"totalOi":948,"analysisCoverage":0.8889,"avgIvPct":51.1,"ivRank":7.6,"iv52wHighPct":121.85,"iv52wLowPct":45.3,"frontDte":14,"frontAtmIvPct":64.7954,"backAtmIvPct":23.8812,"termPremiumPp":40.9142,"expectedMoveFrontPct":12.69,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":122.97,"riskReversal30dPp":122.97,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.23,"putCallOiFrontRatio":1.571,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.508492,"dealerDeltaNormalized":-0.508492,"gexPer100kOi":3574430.379747,"vannaPer100kOi":-1582.278481,"charmPer100kOi":-7172.995781,"weekendDeltaShiftPer100kOi":-21413.50211,"ivSurfaceRangePp":63.6,"gammaFlipDistancePct":-21.050269,"maxPainDistancePct":-10.233393,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CVBF.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."}