{"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/IWY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IWY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWY.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":"IWY","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":298.70001220703125,"previous_close":295.6199951171875,"delta_neutral":282.23149692159325,"gamma_neutral":281.2388815535776,"gamma_max":299.03894856461216,"total_open_interest":244,"previous_open_interest":242,"listed_contracts":45,"listed_calls":28,"listed_puts":19,"gamma_max_distance_pct":0.11347048668547972,"delta_neutral_distance_pct":-5.5133962545751585,"gamma_neutral_distance_pct":-5.845708048164131,"open_interest_change_1d_pct":0.8264462809917356,"call_open_interest":107,"put_open_interest":137,"put_call_open_interest_ratio":1.280373831775701,"nearest_expiration_max_pain":280,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.260465832880559,"all_expiration_max_pain":275,"net_gamma_exposure":36810.02274248241,"net_gamma_exposure_per_100k_open_interest":15086074.894460006,"gamma_exposure_flip":281.2388815535776,"gamma_exposure_flip_distance_pct":-5.845708048164131,"call_wall":295,"call_wall_distance_pct":-1.2387050739277317,"put_wall":275,"put_wall_distance_pct":-7.934386085864835,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4410},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IWY","price":298.7,"totalOi":244,"analysisCoverage":0.6667,"avgIvPct":25.4,"ivRank":7.1,"iv52wHighPct":71.05,"iv52wLowPct":21.9,"frontDte":14,"frontAtmIvPct":18.2795,"backAtmIvPct":19.3506,"termPremiumPp":-1.0711,"expectedMoveFrontPct":3.58,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.28,"putCallOiFrontRatio":2.095,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.004098,"netDeltaNormalized":0.200287,"dealerDeltaNormalized":-0.200246,"gexPer100kOi":44719192.622951,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":22,"gammaFlipDistancePct":-2.373619,"maxPainDistancePct":-7.934382,"peakCallDistancePct":-7.934382,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWY.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."}