{"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/ITW","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ITW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITW.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":"ITW","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":262.9200134277344,"previous_close":260.8399963378906,"delta_neutral":257.3136669430761,"gamma_neutral":242.13922729374696,"gamma_max":276.4239636421062,"total_open_interest":10351,"previous_open_interest":10214,"listed_contracts":149,"listed_calls":86,"listed_puts":71,"gamma_max_distance_pct":5.13614389346723,"delta_neutral_distance_pct":-2.1323391899944593,"gamma_neutral_distance_pct":-7.90384340205398,"open_interest_change_1d_pct":1.3412962600352458,"call_open_interest":7546,"put_open_interest":2805,"put_call_open_interest_ratio":0.3717201166180758,"nearest_expiration_max_pain":270,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.692829077544382,"all_expiration_max_pain":270,"net_gamma_exposure":1723706.9333308896,"net_gamma_exposure_per_100k_open_interest":16652564.325484395,"gamma_exposure_flip":242.13922729374696,"gamma_exposure_flip_distance_pct":-7.90384340205398,"call_wall":280,"call_wall_distance_pct":6.496267191527508,"put_wall":260,"put_wall_distance_pct":-1.1106090364387433,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2060},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ITW","price":262.92,"totalOi":10351,"analysisCoverage":1,"avgIvPct":31.1,"ivRank":14.5,"iv52wHighPct":61.66,"iv52wLowPct":25.9,"frontDte":14,"frontAtmIvPct":21.3432,"backAtmIvPct":23.6902,"termPremiumPp":-2.347,"expectedMoveFrontPct":4.18,"straddleFrontPct":3.18,"straddle30dPct":3.18,"riskReversalFrontPp":-2.62,"riskReversal30dPp":-2.62,"butterflyFrontPp":1.76,"butterfly30dPp":1.76,"putCallOiRatio":0.372,"putCallOiFrontRatio":0.185,"putCallVolumeFrontRatio":0,"optionVolume":442,"volumeOiRatio":0.042701,"netDeltaNormalized":0.079411,"dealerDeltaNormalized":-0.079174,"gexPer100kOi":44389527.002222,"vannaPer100kOi":3903.004541,"charmPer100kOi":-1359607.767365,"weekendDeltaShiftPer100kOi":-4078823.302096,"ivSurfaceRangePp":93.6,"gammaFlipDistancePct":0.939449,"maxPainDistancePct":2.692834,"peakCallDistancePct":6.496273,"peakPutDistancePct":-1.110604},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITW.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."}