{"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/CWEN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CWEN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWEN.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":"CWEN","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":29.34000015258789,"previous_close":29.139999389648438,"delta_neutral":28.498367982154313,"gamma_neutral":15.91256374555917,"gamma_max":35.452650084086,"total_open_interest":9111,"previous_open_interest":9093,"listed_contracts":57,"listed_calls":32,"listed_puts":26,"gamma_max_distance_pct":20.83384423895088,"delta_neutral_distance_pct":-2.868548623232854,"gamma_neutral_distance_pct":-45.764950024529476,"open_interest_change_1d_pct":0.1979544704717915,"call_open_interest":6946,"put_open_interest":2165,"put_call_open_interest_ratio":0.31169018139936655,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.24948822078958,"all_expiration_max_pain":30,"net_gamma_exposure":276081.0763529299,"net_gamma_exposure_per_100k_open_interest":3030195.1086920192,"gamma_exposure_flip":15.91256374555917,"gamma_exposure_flip_distance_pct":-45.764950024529476,"call_wall":35,"call_wall_distance_pct":19.291069590921175,"put_wall":30,"put_wall_distance_pct":2.24948822078958,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2143},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CWEN","price":29.34,"totalOi":9111,"analysisCoverage":0.9444,"avgIvPct":65.1,"ivRank":50.1,"iv52wHighPct":78.45,"iv52wLowPct":51.7,"frontDte":14,"frontAtmIvPct":31.7084,"backAtmIvPct":36.2449,"termPremiumPp":-4.5365,"expectedMoveFrontPct":6.21,"straddleFrontPct":5.11,"straddle30dPct":5.11,"riskReversalFrontPp":-111.93,"riskReversal30dPp":-111.93,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.312,"putCallOiFrontRatio":0.696,"putCallVolumeFrontRatio":0,"optionVolume":260,"volumeOiRatio":0.028537,"netDeltaNormalized":0.039641,"dealerDeltaNormalized":-0.039642,"gexPer100kOi":860551.421359,"vannaPer100kOi":4741.521238,"charmPer100kOi":-300537.811437,"weekendDeltaShiftPer100kOi":-901613.43431,"ivSurfaceRangePp":109.2,"gammaFlipDistancePct":23.92638,"maxPainDistancePct":2.249489,"peakCallDistancePct":19.29107,"peakPutDistancePct":2.249489},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWEN.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."}