{"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/WEC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WEC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WEC.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":"WEC","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":101.58999633789062,"previous_close":101.7300033569336,"delta_neutral":102.14277807487673,"gamma_neutral":100.11664351820315,"gamma_max":109.18094142135207,"total_open_interest":6825,"previous_open_interest":6719,"listed_contracts":87,"listed_calls":48,"listed_puts":41,"gamma_max_distance_pct":7.472138357219538,"delta_neutral_distance_pct":0.5441300885055069,"gamma_neutral_distance_pct":-1.4502932107479092,"open_interest_change_1d_pct":1.577615716624498,"call_open_interest":4913,"put_open_interest":1912,"put_call_open_interest_ratio":0.389171585589253,"nearest_expiration_max_pain":105,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.3566333153193804,"all_expiration_max_pain":105,"net_gamma_exposure":353558.60150718916,"net_gamma_exposure_per_100k_open_interest":5180345.809629145,"gamma_exposure_flip":100.11664351820315,"gamma_exposure_flip_distance_pct":-1.4502932107479092,"call_wall":110,"call_wall_distance_pct":8.278377758906018,"put_wall":100,"put_wall_distance_pct":-1.5651111282672567,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2366},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WEC","price":101.59,"totalOi":6825,"analysisCoverage":0.9444,"avgIvPct":37.9,"ivRank":16.4,"iv52wHighPct":55.42,"iv52wLowPct":34.47,"frontDte":14,"frontAtmIvPct":19.4539,"backAtmIvPct":20.1421,"termPremiumPp":-0.6882,"expectedMoveFrontPct":3.81,"straddleFrontPct":3.42,"straddle30dPct":3.42,"riskReversalFrontPp":-54.74,"riskReversal30dPp":-54.74,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.389,"putCallOiFrontRatio":0.067,"putCallVolumeFrontRatio":0.059,"optionVolume":163,"volumeOiRatio":0.023883,"netDeltaNormalized":-0.011068,"dealerDeltaNormalized":0.011065,"gexPer100kOi":5948230.915751,"vannaPer100kOi":2710.622711,"charmPer100kOi":-1080307.692308,"weekendDeltaShiftPer100kOi":-3240937.728938,"ivSurfaceRangePp":75.2,"gammaFlipDistancePct":7.284182,"maxPainDistancePct":3.35663,"peakCallDistancePct":3.35663,"peakPutDistancePct":-1.565115},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WEC.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."}