{"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/IWD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IWD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWD.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":"IWD","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":255.77000427246094,"previous_close":256.1199951171875,"delta_neutral":222.26719906496987,"gamma_neutral":197.34387074021288,"gamma_max":264.91546457010554,"total_open_interest":5089,"previous_open_interest":6683,"listed_contracts":157,"listed_calls":100,"listed_puts":88,"gamma_max_distance_pct":3.5756578742135585,"delta_neutral_distance_pct":-13.098801520057037,"gamma_neutral_distance_pct":-22.84323124536886,"open_interest_change_1d_pct":-23.851563669010922,"call_open_interest":4012,"put_open_interest":1077,"put_call_open_interest_ratio":0.268444666001994,"nearest_expiration_max_pain":200,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-21.804747758087974,"all_expiration_max_pain":205,"net_gamma_exposure":1027330.1079157497,"net_gamma_exposure_per_100k_open_interest":20187268.774135385,"gamma_exposure_flip":197.34387074021288,"gamma_exposure_flip_distance_pct":-22.84323124536886,"call_wall":270,"call_wall_distance_pct":5.563590526581237,"put_wall":255,"put_wall_distance_pct":-0.3010533915621648,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2443},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":255.77,"totalOi":6685,"analysisCoverage":1,"avgIvPct":36.2,"ivRank":93.6,"iv52wHighPct":37.38,"iv52wLowPct":18.8,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":3.3,"riskReversal30dPp":3.3,"butterflyFrontPp":6.15,"butterfly30dPp":6.15,"putCallOiRatio":0.2,"putCallOiFrontRatio":0.275,"putCallVolumeFrontRatio":0.034,"optionVolume":366,"volumeOiRatio":0.054749,"netDeltaNormalized":0.220272,"dealerDeltaNormalized":-0.19289,"gexPer100kOi":82272733.433059,"vannaPer100kOi":1690.351533,"charmPer100kOi":-13029.169783,"weekendDeltaShiftPer100kOi":-39087.509349,"ivSurfaceRangePp":33.8,"gammaFlipDistancePct":-6.75998,"maxPainDistancePct":-19.849865,"peakCallDistancePct":-4.210814,"peakPutDistancePct":-0.301052},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWD.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."}