{"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/WTI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WTI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WTI.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":"WTI","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":3.559999942779541,"previous_close":3.630000114440918,"delta_neutral":2.3386063502499113,"gamma_neutral":0.3617909212561487,"gamma_max":4.070245861429277,"total_open_interest":43904,"previous_open_interest":43715,"listed_contracts":79,"listed_calls":61,"listed_puts":43,"gamma_max_distance_pct":14.332750754241626,"delta_neutral_distance_pct":-34.30880933037326,"gamma_neutral_distance_pct":-89.8373335092339,"open_interest_change_1d_pct":0.4323458767013611,"call_open_interest":33612,"put_open_interest":10292,"put_call_open_interest_ratio":0.3062001666071641,"nearest_expiration_max_pain":3.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.6853916782002771,"all_expiration_max_pain":3,"net_gamma_exposure":1652013.603782958,"net_gamma_exposure_per_100k_open_interest":3762786.0873336326,"gamma_exposure_flip":0.3617909212561487,"gamma_exposure_flip_distance_pct":-89.8373335092339,"call_wall":4,"call_wall_distance_pct":12.359552367771112,"put_wall":3.5,"put_wall_distance_pct":-1.6853916782002771,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1056},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WTI","price":3.56,"totalOi":43904,"analysisCoverage":0.9444,"avgIvPct":159.8,"ivRank":54,"iv52wHighPct":208.4,"iv52wLowPct":102.74,"frontDte":14,"frontAtmIvPct":79.5007,"backAtmIvPct":76.0651,"termPremiumPp":3.4356,"expectedMoveFrontPct":15.57,"straddleFrontPct":11.94,"straddle30dPct":11.94,"riskReversalFrontPp":76.64,"riskReversal30dPp":76.64,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.306,"putCallOiFrontRatio":0.337,"putCallVolumeFrontRatio":0.118,"optionVolume":412,"volumeOiRatio":0.009384,"netDeltaNormalized":0.320437,"dealerDeltaNormalized":-0.31354,"gexPer100kOi":145806.509657,"vannaPer100kOi":4.555394,"charmPer100kOi":-218107.689504,"weekendDeltaShiftPer100kOi":-654320.790816,"ivSurfaceRangePp":62.7,"gammaFlipDistancePct":-29.213483,"maxPainDistancePct":-15.730337,"peakCallDistancePct":12.359551,"peakPutDistancePct":-1.685393},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WTI.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."}