{"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/WTRG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WTRG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WTRG.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":"WTRG","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":39.380001068115234,"previous_close":38.66999816894531,"delta_neutral":31.43325091475801,"gamma_neutral":4.741344930846932,"gamma_max":38.144509007990976,"total_open_interest":2344,"previous_open_interest":2344,"listed_contracts":28,"listed_calls":15,"listed_puts":14,"gamma_max_distance_pct":-3.1373591330971244,"delta_neutral_distance_pct":-20.17965956783953,"gamma_neutral_distance_pct":-87.96001827768903,"open_interest_change_1d_pct":0,"call_open_interest":2014,"put_open_interest":330,"put_call_open_interest_ratio":0.16385302879841113,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.5744004953487916,"all_expiration_max_pain":35,"net_gamma_exposure":413320.7225321477,"net_gamma_exposure_per_100k_open_interest":17633136.626798112,"gamma_exposure_flip":4.741344930846932,"gamma_exposure_flip_distance_pct":-87.96001827768903,"call_wall":40,"call_wall_distance_pct":1.5744004953487916,"put_wall":40,"put_wall_distance_pct":1.5744004953487916,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3098},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WTRG","price":39.38,"totalOi":2344,"analysisCoverage":0.9444,"avgIvPct":80.4,"ivRank":42.9,"iv52wHighPct":122.1,"iv52wLowPct":49.1,"frontDte":14,"frontAtmIvPct":27.4704,"backAtmIvPct":23.6356,"termPremiumPp":3.8348,"expectedMoveFrontPct":5.38,"straddleFrontPct":4.32,"straddle30dPct":4.32,"riskReversalFrontPp":-22.29,"riskReversal30dPp":-22.29,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.164,"putCallOiFrontRatio":0.469,"putCallVolumeFrontRatio":0,"optionVolume":5,"volumeOiRatio":0.002133,"netDeltaNormalized":0.174804,"dealerDeltaNormalized":-0.095009,"gexPer100kOi":4094431.313993,"vannaPer100kOi":1919.795222,"charmPer100kOi":-79351.535836,"weekendDeltaShiftPer100kOi":-238011.945392,"ivSurfaceRangePp":166.5,"gammaFlipDistancePct":-8.633824,"maxPainDistancePct":-11.122397,"peakCallDistancePct":1.574403,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WTRG.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."}