{"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/CWCO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CWCO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWCO.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":"CWCO","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":30.149999618530273,"previous_close":28.809999465942383,"delta_neutral":26.914452232650426,"gamma_neutral":24.670911498629145,"gamma_max":34.14028017932549,"total_open_interest":321,"previous_open_interest":321,"listed_contracts":22,"listed_calls":11,"listed_puts":12,"gamma_max_distance_pct":13.234761563123786,"delta_neutral_distance_pct":-10.731500586458619,"gamma_neutral_distance_pct":-18.172763480015654,"open_interest_change_1d_pct":0,"call_open_interest":249,"put_open_interest":72,"put_call_open_interest_ratio":0.2891566265060241,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-17.08125931572175,"all_expiration_max_pain":30,"net_gamma_exposure":25034.16316300421,"net_gamma_exposure_per_100k_open_interest":7798804.723677324,"gamma_exposure_flip":24.670911498629145,"gamma_exposure_flip_distance_pct":-18.172763480015654,"call_wall":35,"call_wall_distance_pct":16.086236957989556,"put_wall":25,"put_wall_distance_pct":-17.08125931572175,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4280},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CWCO","price":30.15,"totalOi":321,"analysisCoverage":0.7778,"avgIvPct":61.3,"ivRank":11.3,"iv52wHighPct":111.66,"iv52wLowPct":54.9,"frontDte":14,"frontAtmIvPct":66.3272,"backAtmIvPct":46.9164,"termPremiumPp":19.4108,"expectedMoveFrontPct":12.99,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.289,"putCallOiFrontRatio":0.5,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.003115,"netDeltaNormalized":0.112773,"dealerDeltaNormalized":-0.112773,"gexPer100kOi":2336323.987539,"vannaPer100kOi":1557.632399,"charmPer100kOi":-29283.489097,"weekendDeltaShiftPer100kOi":-87850.46729,"ivSurfaceRangePp":33.2,"gammaFlipDistancePct":-0.232172,"maxPainDistancePct":-0.497512,"peakCallDistancePct":-0.497512,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWCO.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."}