{"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/WD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WD.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":"WD","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":33.970001220703125,"previous_close":34.529998779296875,"delta_neutral":40.70124559419202,"gamma_neutral":42.462501525878906,"gamma_max":61.204073320077384,"total_open_interest":6138,"previous_open_interest":5042,"listed_contracts":59,"listed_calls":34,"listed_puts":30,"gamma_max_distance_pct":80.17094825058872,"delta_neutral_distance_pct":19.815260911402362,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":21.737405791352636,"call_open_interest":3644,"put_open_interest":2494,"put_call_open_interest_ratio":0.6844127332601537,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":17.750952495173518,"all_expiration_max_pain":45,"net_gamma_exposure":-91572.94019090106,"net_gamma_exposure_per_100k_open_interest":-1491901.9255604604,"gamma_exposure_flip":42.462501525878906,"gamma_exposure_flip_distance_pct":25,"call_wall":60,"call_wall_distance_pct":76.62642874276028,"put_wall":40,"put_wall_distance_pct":17.750952495173518,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2435},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WD","price":33.97,"totalOi":6138,"analysisCoverage":0.9444,"avgIvPct":73.7,"ivRank":60.1,"iv52wHighPct":81.4,"iv52wLowPct":62.1,"frontDte":14,"frontAtmIvPct":65.2549,"backAtmIvPct":53.9579,"termPremiumPp":11.297,"expectedMoveFrontPct":12.78,"straddleFrontPct":18.18,"straddle30dPct":18.18,"riskReversalFrontPp":-14.93,"riskReversal30dPp":-14.93,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.684,"putCallOiFrontRatio":0.384,"putCallVolumeFrontRatio":0,"optionVolume":158,"volumeOiRatio":0.025741,"netDeltaNormalized":-0.15361,"dealerDeltaNormalized":0.153609,"gexPer100kOi":-396283.479961,"vannaPer100kOi":782.013685,"charmPer100kOi":-13326.816553,"weekendDeltaShiftPer100kOi":-39964.157706,"ivSurfaceRangePp":14.5,"gammaFlipDistancePct":null,"maxPainDistancePct":32.469826,"peakCallDistancePct":17.750957,"peakPutDistancePct":3.032087},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WD.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."}