{"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/WSFS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WSFS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WSFS.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":"WSFS","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":78.02999877929688,"previous_close":76.62000274658203,"delta_neutral":65.25307279546706,"gamma_neutral":78.02999877929688,"gamma_max":82.08311958853973,"total_open_interest":630,"previous_open_interest":630,"listed_contracts":23,"listed_calls":19,"listed_puts":6,"gamma_max_distance_pct":5.194310999166952,"delta_neutral_distance_pct":-16.374376757288662,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0,"call_open_interest":574,"put_open_interest":56,"put_call_open_interest_ratio":0.0975609756097561,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.5246716026167757,"all_expiration_max_pain":75,"net_gamma_exposure":93795.62844484225,"net_gamma_exposure_per_100k_open_interest":14888194.991244802,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":90,"call_wall_distance_pct":15.340255552943875,"put_wall":80,"put_wall_distance_pct":2.5246716026167757,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3927},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WSFS","price":78.03,"totalOi":630,"analysisCoverage":0.8333,"avgIvPct":26.7,"ivRank":5.6,"iv52wHighPct":73.91,"iv52wLowPct":23.9,"frontDte":14,"frontAtmIvPct":43.0948,"backAtmIvPct":27.8933,"termPremiumPp":15.2015,"expectedMoveFrontPct":8.44,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.098,"putCallOiFrontRatio":3.667,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.001587,"netDeltaNormalized":0.284281,"dealerDeltaNormalized":-0.28246,"gexPer100kOi":12100788.888889,"vannaPer100kOi":3650.793651,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":24.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.883122,"peakCallDistancePct":-16.698706,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WSFS.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."}