{"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/WMS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WMS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WMS.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":"WMS","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":127.2699966430664,"previous_close":126.86000061035156,"delta_neutral":137.70662472974306,"gamma_neutral":146.56447096677127,"gamma_max":158.10777262174292,"total_open_interest":1998,"previous_open_interest":1996,"listed_contracts":87,"listed_calls":46,"listed_puts":44,"gamma_max_distance_pct":24.23020098378901,"delta_neutral_distance_pct":8.200383721189663,"gamma_neutral_distance_pct":15.160269374263406,"open_interest_change_1d_pct":0.1002004008016032,"call_open_interest":739,"put_open_interest":1259,"put_call_open_interest_ratio":1.7036535859269282,"nearest_expiration_max_pain":130,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.145048659496702,"all_expiration_max_pain":130,"net_gamma_exposure":-531131.3322644453,"net_gamma_exposure_per_100k_open_interest":-26583149.762985248,"gamma_exposure_flip":146.56447096677127,"gamma_exposure_flip_distance_pct":15.160269374263406,"call_wall":145,"call_wall_distance_pct":13.931015812515552,"put_wall":130,"put_wall_distance_pct":2.145048659496702,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3204},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WMS","price":127.27,"totalOi":1998,"analysisCoverage":0.8889,"avgIvPct":49,"ivRank":7.5,"iv52wHighPct":112.3,"iv52wLowPct":43.9,"frontDte":14,"frontAtmIvPct":34.823,"backAtmIvPct":41.8672,"termPremiumPp":-7.0442,"expectedMoveFrontPct":6.82,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-13.17,"riskReversal30dPp":-13.17,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.704,"putCallOiFrontRatio":3.949,"putCallVolumeFrontRatio":343.333,"optionVolume":2007,"volumeOiRatio":1.004505,"netDeltaNormalized":-0.225681,"dealerDeltaNormalized":0.225681,"gexPer100kOi":-36689121.121121,"vannaPer100kOi":-150.15015,"charmPer100kOi":8009809.80981,"weekendDeltaShiftPer100kOi":24029379.379379,"ivSurfaceRangePp":55,"gammaFlipDistancePct":-24.522668,"maxPainDistancePct":2.145046,"peakCallDistancePct":10.002357,"peakPutDistancePct":2.145046},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WMS.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."}