{"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/GWW","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GWW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GWW.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":"GWW","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":1280.300048828125,"previous_close":1281.6800537109375,"delta_neutral":1179.6202903208314,"gamma_neutral":1280.300048828125,"gamma_max":1356.4309261491842,"total_open_interest":22424,"previous_open_interest":22267,"listed_contracts":610,"listed_calls":398,"listed_puts":293,"gamma_max_distance_pct":5.946330892570281,"delta_neutral_distance_pct":-7.863762764005758,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.7050792652804598,"call_open_interest":13318,"put_open_interest":9106,"put_call_open_interest_ratio":0.6837362967412525,"nearest_expiration_max_pain":1230,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.9287703592736154,"all_expiration_max_pain":1160,"net_gamma_exposure":1243503.412872038,"net_gamma_exposure_per_100k_open_interest":5545413.007813227,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1320,"call_wall_distance_pct":3.1008318095600225,"put_wall":1280,"put_wall_distance_pct":-0.02343582103270546,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1491},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GWW","price":1280.3,"totalOi":22424,"analysisCoverage":1,"avgIvPct":30.5,"ivRank":20.8,"iv52wHighPct":40.02,"iv52wLowPct":28,"frontDte":14,"frontAtmIvPct":24.7131,"backAtmIvPct":26.2011,"termPremiumPp":-1.488,"expectedMoveFrontPct":4.84,"straddleFrontPct":3.62,"straddle30dPct":3.62,"riskReversalFrontPp":4.68,"riskReversal30dPp":4.68,"butterflyFrontPp":4.4,"butterfly30dPp":4.4,"putCallOiRatio":0.684,"putCallOiFrontRatio":0.598,"putCallVolumeFrontRatio":0.017,"optionVolume":336,"volumeOiRatio":0.014984,"netDeltaNormalized":0.162999,"dealerDeltaNormalized":-0.16164,"gexPer100kOi":74368690.643953,"vannaPer100kOi":5034.78416,"charmPer100kOi":-3262397.431324,"weekendDeltaShiftPer100kOi":-9787192.293971,"ivSurfaceRangePp":74,"gammaFlipDistancePct":-4.00453,"maxPainDistancePct":-9.396235,"peakCallDistancePct":11.692572,"peakPutDistancePct":-20.331172},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GWW.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."}