{"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/WGMI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WGMI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WGMI.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":"WGMI","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":45.34000015258789,"previous_close":44.439998626708984,"delta_neutral":39.238092202279375,"gamma_neutral":16.611057061138848,"gamma_max":50.80355756927654,"total_open_interest":17619,"previous_open_interest":17605,"listed_contracts":269,"listed_calls":191,"listed_puts":118,"gamma_max_distance_pct":12.050192762023636,"delta_neutral_distance_pct":-13.45811188745714,"gamma_neutral_distance_pct":-63.36335023106362,"open_interest_change_1d_pct":0.07952286282306163,"call_open_interest":9518,"put_open_interest":8101,"put_call_open_interest_ratio":0.8511241857533095,"nearest_expiration_max_pain":49,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":8.072341938894338,"all_expiration_max_pain":50,"net_gamma_exposure":404899.3172572083,"net_gamma_exposure_per_100k_open_interest":2298083.417090688,"gamma_exposure_flip":16.611057061138848,"gamma_exposure_flip_distance_pct":-63.36335023106362,"call_wall":50,"call_wall_distance_pct":10.277899937647286,"put_wall":45,"put_wall_distance_pct":-0.7498900561174442,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1673},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WGMI","price":45.34,"totalOi":17619,"analysisCoverage":1,"avgIvPct":92.5,"ivRank":44.2,"iv52wHighPct":103.86,"iv52wLowPct":83.5,"frontDte":14,"frontAtmIvPct":76.5392,"backAtmIvPct":84.2529,"termPremiumPp":-7.7137,"expectedMoveFrontPct":14.99,"straddleFrontPct":11.97,"straddle30dPct":11.97,"riskReversalFrontPp":14.64,"riskReversal30dPp":14.64,"butterflyFrontPp":15.42,"butterfly30dPp":15.42,"putCallOiRatio":0.851,"putCallOiFrontRatio":0.678,"putCallVolumeFrontRatio":2.556,"optionVolume":104,"volumeOiRatio":0.005903,"netDeltaNormalized":0.094986,"dealerDeltaNormalized":-0.094895,"gexPer100kOi":1002294.398093,"vannaPer100kOi":1538.112265,"charmPer100kOi":-129127.646291,"weekendDeltaShiftPer100kOi":-387377.263182,"ivSurfaceRangePp":43.9,"gammaFlipDistancePct":9.792678,"maxPainDistancePct":10.2779,"peakCallDistancePct":10.2779,"peakPutDistancePct":-5.161006},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WGMI.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."}