{"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/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=2026-10-16&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":"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":29.93000030517578,"previous_close":29.959999084472656,"delta_neutral":29.339899164082595,"gamma_neutral":27.482160383189466,"gamma_max":35.89097636452305,"total_open_interest":9420,"previous_open_interest":9961,"listed_contracts":52,"listed_calls":29,"listed_puts":24,"gamma_max_distance_pct":19.916391575567204,"delta_neutral_distance_pct":-1.971604193372293,"gamma_neutral_distance_pct":-8.178549605838164,"open_interest_change_1d_pct":-5.4311816082722615,"call_open_interest":7138,"put_open_interest":2282,"put_call_open_interest_ratio":0.3196973942280751,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.2338780291028388,"all_expiration_max_pain":30,"net_gamma_exposure":292737.66026447667,"net_gamma_exposure_per_100k_open_interest":3107618.4741451875,"gamma_exposure_flip":27.482160383189466,"gamma_exposure_flip_distance_pct":-8.178549605838164,"call_wall":35,"call_wall_distance_pct":16.939524367286644,"put_wall":30,"put_wall_distance_pct":0.2338780291028388,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2006},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":29.93,"totalOi":10015,"analysisCoverage":0.9444,"avgIvPct":139.2,"ivRank":70.7,"iv52wHighPct":175.5,"iv52wLowPct":51.7,"frontDte":35,"termPremiumPp":2.2632,"riskReversalFrontPp":-12.93,"riskReversal30dPp":-12.93,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.331,"putCallOiFrontRatio":0.345,"putCallVolumeFrontRatio":2.458,"optionVolume":211,"volumeOiRatio":0.021068,"netDeltaNormalized":0.012808,"dealerDeltaNormalized":-0.012806,"gexPer100kOi":669254.218672,"vannaPer100kOi":3634.548178,"charmPer100kOi":-5761.357963,"weekendDeltaShiftPer100kOi":-17294.058912,"ivSurfaceRangePp":60,"gammaFlipDistancePct":22.920147,"maxPainDistancePct":0.233879,"peakCallDistancePct":16.939526,"peakPutDistancePct":0.233879},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CWEN.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."}