{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/CSWC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CSWC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CSWC.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"CSWC","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":23.079999923706055,"previous_close":23.520000457763672,"delta_neutral":24.57885314135306,"gamma_neutral":17.425399942398073,"gamma_max":24.930391385105157,"total_open_interest":9333,"previous_open_interest":15676,"listed_contracts":23,"listed_calls":8,"listed_puts":17,"gamma_max_distance_pct":8.017294053361404,"delta_neutral_distance_pct":6.494164742641513,"gamma_neutral_distance_pct":-24.499999999999993,"open_interest_change_1d_pct":-40.46312834906864,"call_open_interest":3596,"put_open_interest":5737,"put_call_open_interest_ratio":1.5953837597330367,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":8.318891172620258,"all_expiration_max_pain":25,"net_gamma_exposure":125719.26857666165,"net_gamma_exposure_per_100k_open_interest":1347040.2719025142,"gamma_exposure_flip":17.425399942398073,"gamma_exposure_flip_distance_pct":-24.499999999999993,"call_wall":25,"call_wall_distance_pct":8.318891172620258,"put_wall":22.5,"put_wall_distance_pct":-2.512997944641768,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":2015},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":23.08,"totalOi":15566,"analysisCoverage":0.9444,"avgIvPct":321.3,"ivRank":100,"iv52wHighPct":321.3,"iv52wLowPct":36.6,"frontDte":35,"termPremiumPp":7.908,"riskReversalFrontPp":1.71,"riskReversal30dPp":1.71,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.925,"putCallOiFrontRatio":2.275,"putCallVolumeFrontRatio":0,"optionVolume":2230,"volumeOiRatio":0.143261,"netDeltaNormalized":-0.236024,"dealerDeltaNormalized":0.236024,"gexPer100kOi":-6168734.292689,"vannaPer100kOi":1349.09418,"charmPer100kOi":2434.793781,"weekendDeltaShiftPer100kOi":7304.381344,"ivSurfaceRangePp":221.5,"gammaFlipDistancePct":null,"maxPainDistancePct":8.318891,"peakCallDistancePct":8.318891,"peakPutDistancePct":-2.512998},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CSWC.json?date=2026-10-16&public_schema=4","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."}