{"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/IWV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IWV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWV.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":"IWV","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":436.1600036621094,"previous_close":432.5899963378906,"delta_neutral":380.87845284787,"gamma_neutral":370.77926322738267,"gamma_max":498.37488286978936,"total_open_interest":4305,"previous_open_interest":4302,"listed_contracts":86,"listed_calls":61,"listed_puts":33,"gamma_max_distance_pct":14.264233007453267,"delta_neutral_distance_pct":-12.674603436830875,"gamma_neutral_distance_pct":-14.990081595234209,"open_interest_change_1d_pct":0.0697350069735007,"call_open_interest":4155,"put_open_interest":150,"put_call_open_interest_ratio":0.036101083032490974,"nearest_expiration_max_pain":445,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.026778306967119,"all_expiration_max_pain":365,"net_gamma_exposure":579768.4100371434,"net_gamma_exposure_per_100k_open_interest":13467326.597843053,"gamma_exposure_flip":370.77926322738267,"gamma_exposure_flip_distance_pct":-14.990081595234209,"call_wall":510,"call_wall_distance_pct":16.92956614955782,"put_wall":370,"put_wall_distance_pct":-15.168746126791385,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2672},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IWV","price":436.16,"totalOi":4305,"analysisCoverage":0.8333,"avgIvPct":22.6,"ivRank":1.9,"iv52wHighPct":53.84,"iv52wLowPct":22,"frontDte":14,"frontAtmIvPct":11.9481,"backAtmIvPct":14.82,"termPremiumPp":-2.8719,"expectedMoveFrontPct":2.34,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.036,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.000697,"netDeltaNormalized":0.091655,"dealerDeltaNormalized":-0.090316,"gexPer100kOi":59646075.493612,"vannaPer100kOi":3879.210221,"charmPer100kOi":-328989.547038,"weekendDeltaShiftPer100kOi":-986945.412311,"ivSurfaceRangePp":18.6,"gammaFlipDistancePct":-8.957722,"maxPainDistancePct":-16.315114,"peakCallDistancePct":6.612252,"peakPutDistancePct":-3.705062},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWV.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."}