{"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/CWB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CWB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWB.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":"CWB","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":102.05000305175781,"previous_close":101.05999755859375,"delta_neutral":112.04380779555652,"gamma_neutral":170.01589582953483,"gamma_max":120,"total_open_interest":3887,"previous_open_interest":3884,"listed_contracts":53,"listed_calls":19,"listed_puts":35,"gamma_max_distance_pct":17.58941343601753,"delta_neutral_distance_pct":9.793046981811493,"gamma_neutral_distance_pct":66.60057887828383,"open_interest_change_1d_pct":0.07723995880535531,"call_open_interest":87,"put_open_interest":3800,"put_call_open_interest_ratio":43.67816091954023,"nearest_expiration_max_pain":105,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.8907367565153383,"all_expiration_max_pain":105,"net_gamma_exposure":-1012209.4444686482,"net_gamma_exposure_per_100k_open_interest":-26040891.290677853,"gamma_exposure_flip":170.01589582953483,"gamma_exposure_flip_distance_pct":66.60057887828383,"call_wall":105,"call_wall_distance_pct":2.8907367565153383,"put_wall":90,"put_wall_distance_pct":-11.807939922986852,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2732},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CWB","price":102.05,"totalOi":3887,"analysisCoverage":0.8333,"avgIvPct":39.3,"ivRank":72,"iv52wHighPct":43.73,"iv52wLowPct":27.9,"frontDte":14,"frontAtmIvPct":22.926,"backAtmIvPct":26.2011,"termPremiumPp":-3.2751,"expectedMoveFrontPct":4.49,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":43.678,"putCallOiFrontRatio":71.769,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.001029,"netDeltaNormalized":-0.134678,"dealerDeltaNormalized":0.134435,"gexPer100kOi":-25560581.682532,"vannaPer100kOi":1852.328274,"charmPer100kOi":1822768.201698,"weekendDeltaShiftPer100kOi":5468278.878312,"ivSurfaceRangePp":94.4,"gammaFlipDistancePct":null,"maxPainDistancePct":2.89074,"peakCallDistancePct":null,"peakPutDistancePct":-9.848114},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWB.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."}