{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/CVI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CVI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CVI.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"CVI","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":61.41999816894531,"previous_close":61.68000030517578,"delta_neutral":49.20700746439152,"gamma_neutral":49.845333617799184,"gamma_max":63.91309637384998,"total_open_interest":15105,"previous_open_interest":17279,"listed_contracts":111,"listed_calls":93,"listed_puts":71,"gamma_max_distance_pct":4.05909846829857,"delta_neutral_distance_pct":-19.884387933324334,"gamma_neutral_distance_pct":-18.84510728787097,"open_interest_change_1d_pct":-12.581746628855836,"call_open_interest":9274,"put_open_interest":5831,"put_call_open_interest_ratio":0.6287470347207246,"nearest_expiration_max_pain":52.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-14.522954143387407,"all_expiration_max_pain":32.5,"net_gamma_exposure":106024.2444801448,"net_gamma_exposure_per_100k_open_interest":701914.8922882807,"gamma_exposure_flip":49.845333617799184,"gamma_exposure_flip_distance_pct":-18.84510728787097,"call_wall":55,"call_wall_distance_pct":-10.452618626405854,"put_wall":45,"put_wall_distance_pct":-26.733960694332065,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1644},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":61.42,"totalOi":17516,"analysisCoverage":1,"avgIvPct":237,"ivRank":98.8,"iv52wHighPct":239,"iv52wLowPct":66.5,"frontDte":35,"termPremiumPp":5.8859,"riskReversalFrontPp":9.75,"riskReversal30dPp":9.75,"butterflyFrontPp":-10.66,"butterfly30dPp":-10.66,"putCallOiRatio":0.677,"putCallOiFrontRatio":0.448,"putCallVolumeFrontRatio":3.92,"optionVolume":709,"volumeOiRatio":0.040477,"netDeltaNormalized":0.450319,"dealerDeltaNormalized":-0.421884,"gexPer100kOi":693188.798813,"vannaPer100kOi":-822.105504,"charmPer100kOi":-134950.902032,"weekendDeltaShiftPer100kOi":-404858.415163,"ivSurfaceRangePp":16.5,"gammaFlipDistancePct":-39.205471,"maxPainDistancePct":-43.015304,"peakCallDistancePct":-2.311951,"peakPutDistancePct":-14.522957},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CVI.json?date=2026-10-16&public_schema=4","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."}