{"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/CW","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CW.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":"CW","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":545.6400146484375,"previous_close":544.9400024414062,"delta_neutral":600.0461767768545,"gamma_neutral":638.472253735389,"gamma_max":762.3483425564391,"total_open_interest":2365,"previous_open_interest":2291,"listed_contracts":243,"listed_calls":140,"listed_puts":112,"gamma_max_distance_pct":39.716355488999355,"delta_neutral_distance_pct":9.971072624406323,"gamma_neutral_distance_pct":17.013458799711465,"open_interest_change_1d_pct":3.2300305543430814,"call_open_interest":1101,"put_open_interest":1264,"put_call_open_interest_ratio":1.148047229791099,"nearest_expiration_max_pain":590,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":8.129899596924572,"all_expiration_max_pain":610,"net_gamma_exposure":-54076.13038609645,"net_gamma_exposure_per_100k_open_interest":-2286517.1410611607,"gamma_exposure_flip":638.472253735389,"gamma_exposure_flip_distance_pct":17.013458799711465,"call_wall":550,"call_wall_distance_pct":0.7990589462856187,"put_wall":610,"put_wall_distance_pct":11.79531992224405,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3089},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CW","price":545.64,"totalOi":2365,"analysisCoverage":0.8889,"avgIvPct":45.7,"ivRank":0,"iv52wHighPct":84.95,"iv52wLowPct":45.7,"frontDte":14,"frontAtmIvPct":39.6227,"backAtmIvPct":40.5025,"termPremiumPp":-0.8798,"expectedMoveFrontPct":7.76,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":2.39,"riskReversal30dPp":2.39,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.148,"putCallOiFrontRatio":0.775,"putCallVolumeFrontRatio":0,"optionVolume":7,"volumeOiRatio":0.00296,"netDeltaNormalized":-0.153132,"dealerDeltaNormalized":0.153006,"gexPer100kOi":-12177499.788584,"vannaPer100kOi":-1057.082452,"charmPer100kOi":1640380.549683,"weekendDeltaShiftPer100kOi":4921183.932347,"ivSurfaceRangePp":26.6,"gammaFlipDistancePct":null,"maxPainDistancePct":11.795323,"peakCallDistancePct":0.799062,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CW.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."}