{"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/GWRE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GWRE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GWRE.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":"GWRE","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":152.14999389648438,"previous_close":155.32000732421875,"delta_neutral":144.70665901080994,"gamma_neutral":142.08584441025846,"gamma_max":176.29019903666756,"total_open_interest":16643,"previous_open_interest":15874,"listed_contracts":301,"listed_calls":201,"listed_puts":140,"gamma_max_distance_pct":15.866057251771586,"delta_neutral_distance_pct":-4.892103308751049,"gamma_neutral_distance_pct":-6.6146236542559995,"open_interest_change_1d_pct":4.844399647221873,"call_open_interest":10021,"put_open_interest":6622,"put_call_open_interest_ratio":0.6608122941822173,"nearest_expiration_max_pain":150,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.413075243333318,"all_expiration_max_pain":150,"net_gamma_exposure":400748.50917746034,"net_gamma_exposure_per_100k_open_interest":2407910.287673258,"gamma_exposure_flip":142.08584441025846,"gamma_exposure_flip_distance_pct":-6.6146236542559995,"call_wall":160,"call_wall_distance_pct":5.1593864071111275,"put_wall":145,"put_wall_distance_pct":-4.699306068555541,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1709},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GWRE","price":152.15,"totalOi":16643,"analysisCoverage":1,"avgIvPct":66.2,"ivRank":4.8,"iv52wHighPct":88.14,"iv52wLowPct":65.1,"frontDte":14,"frontAtmIvPct":55.7067,"backAtmIvPct":54.6675,"termPremiumPp":1.0392,"expectedMoveFrontPct":10.91,"straddleFrontPct":8.02,"straddle30dPct":8.02,"riskReversalFrontPp":3.01,"riskReversal30dPp":3.01,"butterflyFrontPp":7.21,"butterfly30dPp":7.21,"putCallOiRatio":0.661,"putCallOiFrontRatio":1.023,"putCallVolumeFrontRatio":1.312,"optionVolume":330,"volumeOiRatio":0.019828,"netDeltaNormalized":0.069881,"dealerDeltaNormalized":-0.069674,"gexPer100kOi":3801071.922129,"vannaPer100kOi":2613.71147,"charmPer100kOi":-971579.643093,"weekendDeltaShiftPer100kOi":-2914732.920747,"ivSurfaceRangePp":44.3,"gammaFlipDistancePct":8.123562,"maxPainDistancePct":-1.413079,"peakCallDistancePct":15.018074,"peakPutDistancePct":-21.130463},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GWRE.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."}