{"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/IWV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IWV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWV.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":"IWV","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":431.94000244140625,"previous_close":436.760009765625,"delta_neutral":382.8791635415579,"gamma_neutral":373.75529701571685,"gamma_max":500.53291876506404,"total_open_interest":4355,"previous_open_interest":4366,"listed_contracts":93,"listed_calls":64,"listed_puts":37,"gamma_max_distance_pct":15.880195382682249,"delta_neutral_distance_pct":-11.358253142229769,"gamma_neutral_distance_pct":-13.470552645464299,"open_interest_change_1d_pct":-0.25194686211635364,"call_open_interest":4192,"put_open_interest":163,"put_call_open_interest_ratio":0.03888358778625954,"nearest_expiration_max_pain":365,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-15.49752328171708,"all_expiration_max_pain":365,"net_gamma_exposure":473117.2377235163,"net_gamma_exposure_per_100k_open_interest":10863771.245086482,"gamma_exposure_flip":373.75529701571685,"gamma_exposure_flip_distance_pct":-13.470552645464299,"call_wall":510,"call_wall_distance_pct":18.07195377075148,"put_wall":370,"put_wall_distance_pct":-14.339955107494024,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2538},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":431.94,"totalOi":4366,"analysisCoverage":0.8333,"avgIvPct":53.7,"ivRank":99.6,"iv52wHighPct":53.84,"iv52wLowPct":22,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.039,"putCallOiFrontRatio":0.031,"putCallVolumeFrontRatio":18.333,"optionVolume":70,"volumeOiRatio":0.016033,"netDeltaNormalized":0.073513,"dealerDeltaNormalized":-0.072519,"gexPer100kOi":47923849.519011,"vannaPer100kOi":2542.372881,"charmPer100kOi":-310032.065964,"weekendDeltaShiftPer100kOi":-930096.197893,"ivSurfaceRangePp":17.9,"gammaFlipDistancePct":-8.408575,"maxPainDistancePct":-15.497523,"peakCallDistancePct":4.181136,"peakPutDistancePct":-14.339955},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IWV.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."}