{"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/GNW","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GNW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GNW.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":"GNW","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":9.550000190734863,"previous_close":9.3100004196167,"delta_neutral":8.190367861210728,"gamma_neutral":6.368026103379672,"gamma_max":9.915183226089182,"total_open_interest":13759,"previous_open_interest":13680,"listed_contracts":44,"listed_calls":36,"listed_puts":24,"gamma_max_distance_pct":3.823906052992635,"delta_neutral_distance_pct":-14.236987459363737,"gamma_neutral_distance_pct":-33.31909972569688,"open_interest_change_1d_pct":0.577485380116959,"call_open_interest":11358,"put_open_interest":2401,"put_call_open_interest_ratio":0.2113928508540236,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.712039793483079,"all_expiration_max_pain":9,"net_gamma_exposure":2293857.9883376127,"net_gamma_exposure_per_100k_open_interest":16671691.17187014,"gamma_exposure_flip":6.368026103379672,"gamma_exposure_flip_distance_pct":-33.31909972569688,"call_wall":10,"call_wall_distance_pct":4.712039793483079,"put_wall":9,"put_wall_distance_pct":-5.759164185865229,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1837},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GNW","price":9.55,"totalOi":13759,"analysisCoverage":0.9444,"avgIvPct":112.4,"ivRank":27,"iv52wHighPct":285,"iv52wLowPct":48.66,"frontDte":14,"frontAtmIvPct":34.3635,"backAtmIvPct":31.7688,"termPremiumPp":2.5947,"expectedMoveFrontPct":6.73,"straddleFrontPct":9.95,"straddle30dPct":9.95,"riskReversalFrontPp":-1.5,"riskReversal30dPp":-1.5,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.211,"putCallOiFrontRatio":0.103,"putCallVolumeFrontRatio":0,"optionVolume":34,"volumeOiRatio":0.002471,"netDeltaNormalized":0.290315,"dealerDeltaNormalized":-0.267549,"gexPer100kOi":1581490.587979,"vannaPer100kOi":3953.77571,"charmPer100kOi":-91380.187514,"weekendDeltaShiftPer100kOi":-274147.830511,"ivSurfaceRangePp":131.6,"gammaFlipDistancePct":-5.445026,"maxPainDistancePct":-5.759162,"peakCallDistancePct":4.712042,"peakPutDistancePct":-26.701571},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GNW.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."}