{"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/CXW","markdown_url":"https://halfonadouble.com/stock/CXW.md","history_url":"https://halfonadouble.com/api/v1/history/CXW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CXW.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":"CXW","page_tier":"A","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":30.670000076293945,"previous_close":31.229999542236328,"delta_neutral":26.973917488999554,"gamma_neutral":20.639035067281526,"gamma_max":32.295031634950234,"total_open_interest":130164,"previous_open_interest":138564,"listed_contracts":176,"listed_calls":110,"listed_puts":96,"gamma_max_distance_pct":5.298440021564722,"delta_neutral_distance_pct":-12.051133283665166,"gamma_neutral_distance_pct":-32.706113413953815,"open_interest_change_1d_pct":-6.062180652983459,"call_open_interest":81905,"put_open_interest":48259,"put_call_open_interest_ratio":0.5892070081191625,"nearest_expiration_max_pain":28,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-8.705575708027775,"all_expiration_max_pain":30,"net_gamma_exposure":6465975.456684738,"net_gamma_exposure_per_100k_open_interest":4967560.505734872,"gamma_exposure_flip":20.639035067281526,"gamma_exposure_flip_distance_pct":-32.706113413953815,"call_wall":31,"call_wall_distance_pct":1.0759697518263935,"put_wall":32,"put_wall_distance_pct":4.336484905111116,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":519},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-16","session_count":1404,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":40.476190476190474,"gamma_max_cross_count":40,"delta_neutral_cross_count":0,"gamma_max_prior_sessions_closer_pct":66.66666666666666,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":20.238095238095237,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":89.68253968253968,"open_interest_change_1d_contracts":-8400,"open_interest_change_z_252":-1.3211896158643606,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-5.17320511419517,"open_interest_change_21_sessions_pct":-1.8148902466621406,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-6906,"put_change_contracts":-1494,"call_growth_pct":-7.776063775883618,"put_growth_pct":-3.0028339999598015,"call_minus_put_growth_pp":-4.7732297759238165},"five_sessions":{"call_change_contracts":-5749,"put_change_contracts":-1352,"call_growth_pct":-6.558742327788806,"put_growth_pct":-2.7252020721211023,"call_minus_put_growth_pp":-3.833540255667704},"call_change_surprise":{"z_score":-1.2046550988127835,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.8669445295242253,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.33675867239188684,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":53.996778931989866,"directional_score":-8.160500120737302,"catalyst_reasons":["IV rank 100","front IV premium 7.6 pp"],"features":{"price":30.67,"totalOi":138626,"analysisCoverage":1,"avgIvPct":173.9,"ivRank":100,"iv52wHighPct":173.9,"iv52wLowPct":49.7,"frontDte":35,"termPremiumPp":7.5598,"riskReversalFrontPp":5.7,"riskReversal30dPp":5.7,"butterflyFrontPp":-3.39,"butterfly30dPp":-3.39,"putCallOiRatio":0.559,"putCallOiFrontRatio":0.185,"putCallVolumeFrontRatio":3.043,"optionVolume":1513,"volumeOiRatio":0.010914,"netDeltaNormalized":0.163735,"dealerDeltaNormalized":-0.163242,"gexPer100kOi":1696524.230664,"vannaPer100kOi":2521.89344,"charmPer100kOi":-277899.528227,"weekendDeltaShiftPer100kOi":-833699.306046,"ivSurfaceRangePp":19.7,"gammaFlipDistancePct":-89.109879,"maxPainDistancePct":1.07597,"peakCallDistancePct":-2.184545,"peakPutDistancePct":-2.184545},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CXW.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":[{"direction":"above","event_count":54,"completed_path_count":53,"latest_cross_date":"2026-10-13","horizons":[{"sessions":1,"sample_size":54,"median_return_pct":-0.08586207839101911,"p25_return_pct":-1.8384840097515731,"p75_return_pct":1.1225507962152603,"above_zero_pct":46.2962962962963,"median_interval_low_pct":-0.5891057157065616,"median_interval_high_pct":0.18904024487615967,"median_interval_nominal_coverage_pct":92.40952705108985,"confidence_floor_pct":0},{"sessions":3,"sample_size":54,"median_return_pct":-0.07387594095020211,"p25_return_pct":-2.336158003907665,"p75_return_pct":2.030549294705053,"above_zero_pct":44.44444444444444,"median_interval_low_pct":-0.9075879349496496,"median_interval_high_pct":0.5761853600978473,"median_interval_nominal_coverage_pct":92.40952705108985,"confidence_floor_pct":0},{"sessions":5,"sample_size":53,"median_return_pct":-0.6117607565487182,"p25_return_pct":-3.1586039207935013,"p75_return_pct":2.2749802544131503,"above_zero_pct":43.39622641509434,"median_interval_low_pct":-1.6091956710932998,"median_interval_high_pct":0.5775552432770503,"median_interval_nominal_coverage_pct":90.16293515595082,"confidence_floor_pct":0},{"sessions":10,"sample_size":53,"median_return_pct":-1.3232546723281557,"p25_return_pct":-6.72727064652876,"p75_return_pct":2.433558245346723,"above_zero_pct":41.509433962264154,"median_interval_low_pct":-3.1458525348554756,"median_interval_high_pct":0.36841944644325775,"median_interval_nominal_coverage_pct":90.16293515595082,"confidence_floor_pct":0}]},{"direction":"below","event_count":54,"completed_path_count":53,"latest_cross_date":"2026-10-14","horizons":[{"sessions":1,"sample_size":54,"median_return_pct":-0.4859895990926233,"p25_return_pct":-2.161078305699904,"p75_return_pct":1.3945600843525363,"above_zero_pct":42.592592592592595,"median_interval_low_pct":-1.2654374550978398,"median_interval_high_pct":0.22573880969170013,"median_interval_nominal_coverage_pct":92.40952705108985,"confidence_floor_pct":0},{"sessions":3,"sample_size":53,"median_return_pct":0.19416993901948398,"p25_return_pct":-2.5793673695410413,"p75_return_pct":2.818951540263015,"above_zero_pct":56.60377358490566,"median_interval_low_pct":-1.3624029889763523,"median_interval_high_pct":1.8487369312959467,"median_interval_nominal_coverage_pct":90.16293515595082,"confidence_floor_pct":0},{"sessions":5,"sample_size":53,"median_return_pct":-0.2912595380160976,"p25_return_pct":-2.863282495052244,"p75_return_pct":3.664417730323155,"above_zero_pct":47.16981132075472,"median_interval_low_pct":-0.9197295679464479,"median_interval_high_pct":1.9989985704893964,"median_interval_nominal_coverage_pct":90.16293515595082,"confidence_floor_pct":0},{"sessions":10,"sample_size":53,"median_return_pct":0.09842745110257844,"p25_return_pct":-2.998502621722632,"p75_return_pct":5.505341594853785,"above_zero_pct":50.943396226415096,"median_interval_low_pct":-1.4550282321028951,"median_interval_high_pct":2.266149076862556,"median_interval_nominal_coverage_pct":90.16293515595082,"confidence_floor_pct":0}]}],"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."}