{"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/CWVX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CWVX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWVX.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":"CWVX","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":16.059999465942383,"previous_close":15.6899995803833,"delta_neutral":13.457336680180608,"gamma_neutral":11.787778779848129,"gamma_max":18.89302409520552,"total_open_interest":11262,"previous_open_interest":11119,"listed_contracts":214,"listed_calls":128,"listed_puts":107,"gamma_max_distance_pct":17.640253570811044,"delta_neutral_distance_pct":-16.20587093593065,"gamma_neutral_distance_pct":-26.601624085692738,"open_interest_change_1d_pct":1.2860868783163952,"call_open_interest":7449,"put_open_interest":3813,"put_call_open_interest_ratio":0.5118807893677003,"nearest_expiration_max_pain":17,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.853054578557291,"all_expiration_max_pain":17,"net_gamma_exposure":266615.3142540586,"net_gamma_exposure_per_100k_open_interest":2367388.689877984,"gamma_exposure_flip":11.787778779848129,"gamma_exposure_flip_distance_pct":-26.601624085692738,"call_wall":21,"call_wall_distance_pct":30.759655655864886,"put_wall":15,"put_wall_distance_pct":-6.600245960096506,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1996},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CWVX","price":16.06,"totalOi":11262,"analysisCoverage":1,"avgIvPct":159.6,"ivRank":5.2,"iv52wHighPct":188.65,"iv52wLowPct":158,"frontDte":14,"frontAtmIvPct":138.2199,"backAtmIvPct":154.3955,"termPremiumPp":-16.1756,"expectedMoveFrontPct":27.07,"straddleFrontPct":20.7,"straddle30dPct":20.7,"riskReversalFrontPp":-3.37,"riskReversal30dPp":-3.37,"butterflyFrontPp":-8.37,"butterfly30dPp":-8.37,"putCallOiRatio":0.512,"putCallOiFrontRatio":0.714,"putCallVolumeFrontRatio":0.567,"optionVolume":1050,"volumeOiRatio":0.093234,"netDeltaNormalized":0.123284,"dealerDeltaNormalized":-0.123284,"gexPer100kOi":394612.679808,"vannaPer100kOi":2841.413603,"charmPer100kOi":-473637.009412,"weekendDeltaShiftPer100kOi":-1420911.028237,"ivSurfaceRangePp":34,"gammaFlipDistancePct":20.734745,"maxPainDistancePct":5.853051,"peakCallDistancePct":24.533001,"peakPutDistancePct":-12.826899},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWVX.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."}