{"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/STWD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/STWD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/STWD.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":"STWD","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":13.050000190734863,"previous_close":13.180000305175781,"delta_neutral":16.036691713319556,"gamma_neutral":17.719161397704926,"gamma_max":20.28964894916334,"total_open_interest":88464,"previous_open_interest":87454,"listed_contracts":96,"listed_calls":56,"listed_puts":62,"gamma_max_distance_pct":55.47623488594602,"delta_neutral_distance_pct":22.886524742774796,"gamma_neutral_distance_pct":35.77901255729511,"open_interest_change_1d_pct":1.154892857959613,"call_open_interest":29600,"put_open_interest":58864,"put_call_open_interest_ratio":1.9886486486486485,"nearest_expiration_max_pain":14,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.279691918622423,"all_expiration_max_pain":18,"net_gamma_exposure":-4138087.3874980896,"net_gamma_exposure_per_100k_open_interest":-4677707.753999469,"gamma_exposure_flip":17.719161397704926,"gamma_exposure_flip_distance_pct":35.77901255729511,"call_wall":18,"call_wall_distance_pct":37.93103246680026,"put_wall":15,"put_wall_distance_pct":14.942527055666883,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":692},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"STWD","price":13.05,"totalOi":88464,"analysisCoverage":0.9444,"avgIvPct":74.2,"ivRank":45.1,"iv52wHighPct":95.25,"iv52wLowPct":56.9,"frontDte":14,"frontAtmIvPct":29.2064,"backAtmIvPct":26.5013,"termPremiumPp":2.7051,"expectedMoveFrontPct":5.72,"straddleFrontPct":4.41,"straddle30dPct":4.41,"riskReversalFrontPp":-0.16,"riskReversal30dPp":-0.16,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.989,"putCallOiFrontRatio":1.435,"putCallVolumeFrontRatio":5.171,"optionVolume":3319,"volumeOiRatio":0.037518,"netDeltaNormalized":-0.227465,"dealerDeltaNormalized":0.226887,"gexPer100kOi":-497690.721649,"vannaPer100kOi":1539.609333,"charmPer100kOi":16769.53337,"weekendDeltaShiftPer100kOi":50309.730512,"ivSurfaceRangePp":34.8,"gammaFlipDistancePct":null,"maxPainDistancePct":37.931034,"peakCallDistancePct":14.942529,"peakPutDistancePct":-0.383142},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/STWD.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."}