{"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/WAL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WAL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WAL.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":"WAL","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":76.37999725341797,"previous_close":75.69999694824219,"delta_neutral":77.1090966530848,"gamma_neutral":75.54995491022541,"gamma_max":92.3485085081017,"total_open_interest":21338,"previous_open_interest":21274,"listed_contracts":240,"listed_calls":138,"listed_puts":122,"gamma_max_distance_pct":20.906666442658388,"delta_neutral_distance_pct":0.9545685073119184,"gamma_neutral_distance_pct":-1.0867273802571595,"open_interest_change_1d_pct":0.30083670207765345,"call_open_interest":9091,"put_open_interest":12247,"put_call_open_interest_ratio":1.3471565284347156,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.7394643581504425,"all_expiration_max_pain":80,"net_gamma_exposure":94499.89600511205,"net_gamma_exposure_per_100k_open_interest":442871.3844086234,"gamma_exposure_flip":75.54995491022541,"gamma_exposure_flip_distance_pct":-1.0867273802571595,"call_wall":80,"call_wall_distance_pct":4.7394643581504425,"put_wall":65,"put_wall_distance_pct":-14.899185209002766,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1522},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WAL","price":76.38,"totalOi":21338,"analysisCoverage":1,"avgIvPct":40.3,"ivRank":15.8,"iv52wHighPct":57.89,"iv52wLowPct":37,"frontDte":14,"frontAtmIvPct":35.3337,"backAtmIvPct":37.937,"termPremiumPp":-2.6033,"expectedMoveFrontPct":6.92,"straddleFrontPct":5.7,"straddle30dPct":5.7,"riskReversalFrontPp":1.29,"riskReversal30dPp":1.29,"butterflyFrontPp":9.69,"butterfly30dPp":9.69,"putCallOiRatio":1.347,"putCallOiFrontRatio":1.495,"putCallVolumeFrontRatio":0.682,"optionVolume":288,"volumeOiRatio":0.013497,"netDeltaNormalized":-0.005635,"dealerDeltaNormalized":0.005632,"gexPer100kOi":546667.307152,"vannaPer100kOi":4058.487206,"charmPer100kOi":5801.855844,"weekendDeltaShiftPer100kOi":17400.881057,"ivSurfaceRangePp":29.7,"gammaFlipDistancePct":26.69547,"maxPainDistancePct":4.739461,"peakCallDistancePct":8.012569,"peakPutDistancePct":-8.352972},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WAL.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."}