{"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/IWD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IWD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWD.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":"IWD","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":249.3800048828125,"previous_close":248.24000549316406,"delta_neutral":223.55916153357202,"gamma_neutral":205.31576300052149,"gamma_max":259.91497911669046,"total_open_interest":5806,"previous_open_interest":5806,"listed_contracts":155,"listed_calls":99,"listed_puts":84,"gamma_max_distance_pct":4.2244662874349155,"delta_neutral_distance_pct":-10.354015094904696,"gamma_neutral_distance_pct":-17.669516809496205,"open_interest_change_1d_pct":0,"call_open_interest":4796,"put_open_interest":1010,"put_call_open_interest_ratio":0.21059216013344453,"nearest_expiration_max_pain":255,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.2535868983675824,"all_expiration_max_pain":200,"net_gamma_exposure":1522931.1651813071,"net_gamma_exposure_per_100k_open_interest":26230299.09027398,"gamma_exposure_flip":205.31576300052149,"gamma_exposure_flip_distance_pct":-17.669516809496205,"call_wall":260,"call_wall_distance_pct":4.258559190492437,"put_wall":255,"put_wall_distance_pct":2.2535868983675824,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2476},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IWD","price":249.38,"totalOi":5806,"analysisCoverage":1,"avgIvPct":20.1,"ivRank":7,"iv52wHighPct":37.38,"iv52wLowPct":18.8,"frontDte":14,"frontAtmIvPct":15.3691,"backAtmIvPct":13.1551,"termPremiumPp":2.214,"expectedMoveFrontPct":3.01,"straddleFrontPct":2.59,"straddle30dPct":2.59,"riskReversalFrontPp":17.65,"riskReversal30dPp":17.65,"butterflyFrontPp":3.94,"butterfly30dPp":3.94,"putCallOiRatio":0.211,"putCallOiFrontRatio":0.025,"putCallVolumeFrontRatio":0,"optionVolume":1016,"volumeOiRatio":0.174991,"netDeltaNormalized":0.230627,"dealerDeltaNormalized":-0.214103,"gexPer100kOi":68721918.015846,"vannaPer100kOi":3582.500861,"charmPer100kOi":-1162745.435756,"weekendDeltaShiftPer100kOi":-3488253.53083,"ivSurfaceRangePp":28.3,"gammaFlipDistancePct":-5.148769,"maxPainDistancePct":-19.801107,"peakCallDistancePct":6.263534,"peakPutDistancePct":-3.761328},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWD.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."}