{"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/IWMY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IWMY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWMY.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":"IWMY","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":17.18000030517578,"previous_close":17.100000381469727,"delta_neutral":20.4337827894282,"gamma_neutral":23.73051735833844,"gamma_max":27.35619154638382,"total_open_interest":135,"previous_open_interest":133,"listed_contracts":26,"listed_calls":14,"listed_puts":15,"gamma_max_distance_pct":59.232776836111455,"delta_neutral_distance_pct":18.939362202875856,"gamma_neutral_distance_pct":38.12873653552379,"open_interest_change_1d_pct":1.5037593984962405,"call_open_interest":45,"put_open_interest":90,"put_call_open_interest_ratio":2,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":45.518041652585445,"all_expiration_max_pain":22,"net_gamma_exposure":-14256.332769445044,"net_gamma_exposure_per_100k_open_interest":-10560246.495885218,"gamma_exposure_flip":23.73051735833844,"gamma_exposure_flip_distance_pct":38.12873653552379,"call_wall":19,"call_wall_distance_pct":10.593711655964938,"put_wall":17,"put_wall_distance_pct":-1.0477316762418971,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":4644},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IWMY","price":17.18,"totalOi":135,"analysisCoverage":0.6667,"avgIvPct":90.5,"ivRank":40.2,"iv52wHighPct":123.01,"iv52wLowPct":68.6,"frontDte":14,"frontAtmIvPct":44.0139,"backAtmIvPct":32.6695,"termPremiumPp":11.3444,"expectedMoveFrontPct":8.62,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2,"putCallOiFrontRatio":2.462,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.395926,"dealerDeltaNormalized":0.395926,"gexPer100kOi":-1510488.888889,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":33.5,"gammaFlipDistancePct":null,"maxPainDistancePct":28.055879,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWMY.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."}