{"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/WOR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WOR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WOR.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":"WOR","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":60.65999984741211,"previous_close":59.13999938964844,"delta_neutral":56.31597611633572,"gamma_neutral":53.93565090886268,"gamma_max":67.5176013931118,"total_open_interest":3208,"previous_open_interest":3206,"listed_contracts":52,"listed_calls":31,"listed_puts":26,"gamma_max_distance_pct":11.304981145647423,"delta_neutral_distance_pct":-7.161265647879351,"gamma_neutral_distance_pct":-11.085309850748883,"open_interest_change_1d_pct":0.06238303181534623,"call_open_interest":2542,"put_open_interest":666,"put_call_open_interest_ratio":0.2619984264358773,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.0880314030206288,"all_expiration_max_pain":60,"net_gamma_exposure":346598.08738143655,"net_gamma_exposure_per_100k_open_interest":10804179.78121685,"gamma_exposure_flip":53.93565090886268,"gamma_exposure_flip_distance_pct":-11.085309850748883,"call_wall":60,"call_wall_distance_pct":-1.0880314030206288,"put_wall":60,"put_wall_distance_pct":-1.0880314030206288,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2879},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WOR","price":60.66,"totalOi":3208,"analysisCoverage":0.9444,"avgIvPct":49.9,"ivRank":11.6,"iv52wHighPct":88.7,"iv52wLowPct":44.8,"frontDte":14,"frontAtmIvPct":35.7421,"backAtmIvPct":32.2874,"termPremiumPp":3.4547,"expectedMoveFrontPct":7,"straddleFrontPct":5.44,"straddle30dPct":5.44,"riskReversalFrontPp":9.69,"riskReversal30dPp":9.69,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.262,"putCallOiFrontRatio":0.453,"putCallVolumeFrontRatio":0,"optionVolume":14,"volumeOiRatio":0.004364,"netDeltaNormalized":0.107854,"dealerDeltaNormalized":-0.106842,"gexPer100kOi":6850481.608479,"vannaPer100kOi":3460.099751,"charmPer100kOi":-559382.793017,"weekendDeltaShiftPer100kOi":-1678148.379052,"ivSurfaceRangePp":80.5,"gammaFlipDistancePct":-5.390702,"maxPainDistancePct":-1.088032,"peakCallDistancePct":-1.088032,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WOR.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."}