{"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/WRB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WRB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WRB.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":"WRB","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":68.9800033569336,"previous_close":68.9000015258789,"delta_neutral":64.99016868120356,"gamma_neutral":11.242598861259005,"gamma_max":71.81691382668777,"total_open_interest":3653,"previous_open_interest":3611,"listed_contracts":64,"listed_calls":36,"listed_puts":30,"gamma_max_distance_pct":4.112656323129938,"delta_neutral_distance_pct":-5.784045348743804,"gamma_neutral_distance_pct":-83.70165509693479,"open_interest_change_1d_pct":1.1631127111603434,"call_open_interest":2660,"put_open_interest":993,"put_call_open_interest_ratio":0.37330827067669176,"nearest_expiration_max_pain":67,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.8704019434272348,"all_expiration_max_pain":67,"net_gamma_exposure":574034.3587570727,"net_gamma_exposure_per_100k_open_interest":15714053.073010476,"gamma_exposure_flip":11.242598861259005,"gamma_exposure_flip_distance_pct":-83.70165509693479,"call_wall":69.5,"call_wall_distance_pct":0.7538367900269728,"put_wall":67,"put_wall_distance_pct":-2.8704019434272348,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2774},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WRB","price":68.98,"totalOi":3653,"analysisCoverage":1,"avgIvPct":42.8,"ivRank":37.5,"iv52wHighPct":57.98,"iv52wLowPct":33.7,"frontDte":14,"frontAtmIvPct":25.3259,"backAtmIvPct":24.7546,"termPremiumPp":0.5713,"expectedMoveFrontPct":4.96,"straddleFrontPct":3.37,"straddle30dPct":3.37,"riskReversalFrontPp":7.57,"riskReversal30dPp":7.57,"butterflyFrontPp":-1.67,"butterfly30dPp":-1.67,"putCallOiRatio":0.373,"putCallOiFrontRatio":0.588,"putCallVolumeFrontRatio":3.833,"optionVolume":40,"volumeOiRatio":0.01095,"netDeltaNormalized":0.174201,"dealerDeltaNormalized":-0.165376,"gexPer100kOi":10198385.984123,"vannaPer100kOi":2408.978921,"charmPer100kOi":-2685737.749795,"weekendDeltaShiftPer100kOi":-8057240.624145,"ivSurfaceRangePp":244.1,"gammaFlipDistancePct":0.463903,"maxPainDistancePct":-2.870397,"peakCallDistancePct":4.378081,"peakPutDistancePct":0.753842},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WRB.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."}