{"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/TWST","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TWST.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TWST.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":"TWST","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":188.6699981689453,"previous_close":188.0500030517578,"delta_neutral":168.48208985303344,"gamma_neutral":187.26437719103336,"gamma_max":226.5992048042663,"total_open_interest":15592,"previous_open_interest":14704,"listed_contracts":245,"listed_calls":209,"listed_puts":164,"gamma_max_distance_pct":20.103464781590297,"delta_neutral_distance_pct":-10.700115816948557,"gamma_neutral_distance_pct":-0.7450156312893386,"open_interest_change_1d_pct":6.039173014145811,"call_open_interest":8817,"put_open_interest":6775,"put_call_open_interest_ratio":0.7684019507769082,"nearest_expiration_max_pain":170,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-9.89558400919005,"all_expiration_max_pain":140,"net_gamma_exposure":15069.147337407827,"net_gamma_exposure_per_100k_open_interest":96646.6607068229,"gamma_exposure_flip":187.26437719103336,"gamma_exposure_flip_distance_pct":-0.7450156312893386,"call_wall":200,"call_wall_distance_pct":6.005195283305823,"put_wall":170,"put_wall_distance_pct":-9.89558400919005,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1750},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TWST","price":188.67,"totalOi":15592,"analysisCoverage":1,"avgIvPct":130.6,"ivRank":68.8,"iv52wHighPct":147.6,"iv52wLowPct":93.2,"frontDte":14,"frontAtmIvPct":87.8235,"backAtmIvPct":99.1002,"termPremiumPp":-11.2767,"expectedMoveFrontPct":17.2,"straddleFrontPct":13.09,"straddle30dPct":13.09,"riskReversalFrontPp":-6.91,"riskReversal30dPp":-6.91,"butterflyFrontPp":1.25,"butterfly30dPp":1.25,"putCallOiRatio":0.768,"putCallOiFrontRatio":1.413,"putCallVolumeFrontRatio":1.961,"optionVolume":717,"volumeOiRatio":0.045985,"netDeltaNormalized":0.320741,"dealerDeltaNormalized":-0.320741,"gexPer100kOi":1317999.102104,"vannaPer100kOi":-795.279631,"charmPer100kOi":-4108741.662391,"weekendDeltaShiftPer100kOi":-12326218.573628,"ivSurfaceRangePp":27.1,"gammaFlipDistancePct":-68.039434,"maxPainDistancePct":-25.796364,"peakCallDistancePct":32.506493,"peakPutDistancePct":0.704935},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TWST.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."}