{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/GWRE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GWRE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GWRE.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"GWRE","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":168.86000061035156,"previous_close":175.77000427246094,"delta_neutral":145.84905756566263,"gamma_neutral":126.25809932910715,"gamma_max":188.82430227596635,"total_open_interest":11575,"previous_open_interest":17346,"listed_contracts":246,"listed_calls":172,"listed_puts":120,"gamma_max_distance_pct":11.822990402376512,"delta_neutral_distance_pct":-13.62723141153317,"gamma_neutral_distance_pct":-25.229125386271495,"open_interest_change_1d_pct":-33.26991813674623,"call_open_interest":7754,"put_open_interest":3821,"put_call_open_interest_ratio":0.49277792107299456,"nearest_expiration_max_pain":145,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-14.130048871318602,"all_expiration_max_pain":150,"net_gamma_exposure":430851.5472707044,"net_gamma_exposure_per_100k_open_interest":3722259.587651874,"gamma_exposure_flip":126.25809932910715,"gamma_exposure_flip_distance_pct":-25.229125386271495,"call_wall":175,"call_wall_distance_pct":3.6361479139258273,"put_wall":210,"put_wall_distance_pct":24.363377496710992,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1850},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":168.86,"totalOi":17328,"analysisCoverage":1,"avgIvPct":322.1,"ivRank":86.7,"iv52wHighPct":361.4,"iv52wLowPct":65.1,"frontDte":35,"termPremiumPp":-6.8494,"riskReversalFrontPp":-2.95,"riskReversal30dPp":-2.95,"butterflyFrontPp":-8.26,"butterfly30dPp":-8.26,"putCallOiRatio":0.635,"putCallOiFrontRatio":0.394,"putCallVolumeFrontRatio":2.5,"optionVolume":301,"volumeOiRatio":0.017371,"netDeltaNormalized":0.111605,"dealerDeltaNormalized":-0.103651,"gexPer100kOi":5846700.080794,"vannaPer100kOi":1650.507849,"charmPer100kOi":-229051.246537,"weekendDeltaShiftPer100kOi":-687159.510619,"ivSurfaceRangePp":16.7,"gammaFlipDistancePct":0.54483,"maxPainDistancePct":-8.207983,"peakCallDistancePct":18.441312,"peakPutDistancePct":-25.97418},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GWRE.json?date=2026-10-16&public_schema=4","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."}