{"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/WEX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WEX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WEX.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":"WEX","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":169.10000610351562,"previous_close":168.66000366210938,"delta_neutral":152.42114626449123,"gamma_neutral":184.44058527257846,"gamma_max":122.50886646987156,"total_open_interest":1874,"previous_open_interest":1873,"listed_contracts":78,"listed_calls":47,"listed_puts":38,"gamma_max_distance_pct":-27.552417476036638,"delta_neutral_distance_pct":-9.863311198708253,"gamma_neutral_distance_pct":9.071897466208252,"open_interest_change_1d_pct":0.05339028296849973,"call_open_interest":1019,"put_open_interest":855,"put_call_open_interest_ratio":0.8390578999018645,"nearest_expiration_max_pain":190,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":12.359546506278843,"all_expiration_max_pain":160,"net_gamma_exposure":-33465.74682269571,"net_gamma_exposure_per_100k_open_interest":-1785792.2530787466,"gamma_exposure_flip":184.44058527257846,"gamma_exposure_flip_distance_pct":9.071897466208252,"call_wall":140,"call_wall_distance_pct":-17.208755205899802,"put_wall":165,"put_wall_distance_pct":-2.424604349810479,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3257},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WEX","price":169.1,"totalOi":1874,"analysisCoverage":0.8889,"avgIvPct":48.8,"ivRank":2.3,"iv52wHighPct":94.97,"iv52wLowPct":47.7,"frontDte":14,"frontAtmIvPct":37.8867,"backAtmIvPct":43.1772,"termPremiumPp":-5.2905,"expectedMoveFrontPct":7.42,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":1.79,"riskReversal30dPp":1.79,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.839,"putCallOiFrontRatio":1.6,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.001601,"netDeltaNormalized":0.172355,"dealerDeltaNormalized":-0.172263,"gexPer100kOi":-3042946.104589,"vannaPer100kOi":533.61793,"charmPer100kOi":-746211.3127,"weekendDeltaShiftPer100kOi":-2238633.9381,"ivSurfaceRangePp":18.3,"gammaFlipDistancePct":-19.793022,"maxPainDistancePct":-5.381431,"peakCallDistancePct":30.100532,"peakPutDistancePct":-29.036073},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WEX.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."}