{"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/WAFD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WAFD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WAFD.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":"WAFD","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":30.799999237060547,"previous_close":29.979999542236328,"delta_neutral":26.863994569971435,"gamma_neutral":21.001396559224553,"gamma_max":33.44859992715597,"total_open_interest":264,"previous_open_interest":256,"listed_contracts":23,"listed_calls":16,"listed_puts":8,"gamma_max_distance_pct":8.599353102932723,"delta_neutral_distance_pct":-12.779236248658918,"gamma_neutral_distance_pct":-31.813645845957307,"open_interest_change_1d_pct":3.125,"call_open_interest":171,"put_open_interest":93,"put_call_open_interest_ratio":0.543859649122807,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.5974001846660313,"all_expiration_max_pain":30,"net_gamma_exposure":15585.912763389575,"net_gamma_exposure_per_100k_open_interest":5903754.834617264,"gamma_exposure_flip":21.001396559224553,"gamma_exposure_flip_distance_pct":-31.813645845957307,"call_wall":40,"call_wall_distance_pct":29.87013308711196,"put_wall":20,"put_wall_distance_pct":-35.06493345644402,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4375},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WAFD","price":30.8,"totalOi":264,"analysisCoverage":0.7778,"avgIvPct":72.5,"ivRank":32.9,"iv52wHighPct":105.96,"iv52wLowPct":56.1,"frontDte":14,"frontAtmIvPct":95.0741,"backAtmIvPct":59.3073,"termPremiumPp":35.7668,"expectedMoveFrontPct":18.62,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.544,"putCallOiFrontRatio":0.034,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.11635,"dealerDeltaNormalized":-0.115947,"gexPer100kOi":2134068.181818,"vannaPer100kOi":3787.878788,"charmPer100kOi":-2399621.212121,"weekendDeltaShiftPer100kOi":-7198484.848485,"ivSurfaceRangePp":132.8,"gammaFlipDistancePct":-23.571429,"maxPainDistancePct":-2.597403,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WAFD.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."}