{"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/WTS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WTS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WTS.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":"WTS","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":363.07000732421875,"previous_close":359.489990234375,"delta_neutral":319.4478158464738,"gamma_neutral":297.55265956609185,"gamma_max":357.50882449330464,"total_open_interest":4158,"previous_open_interest":3945,"listed_contracts":65,"listed_calls":46,"listed_puts":23,"gamma_max_distance_pct":-1.5317108873573277,"delta_neutral_distance_pct":-12.01481548950714,"gamma_neutral_distance_pct":-18.045375943053433,"open_interest_change_1d_pct":5.399239543726235,"call_open_interest":3549,"put_open_interest":609,"put_call_open_interest_ratio":0.17159763313609466,"nearest_expiration_max_pain":340,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.354148472423228,"all_expiration_max_pain":340,"net_gamma_exposure":2264862.0673853206,"net_gamma_exposure_per_100k_open_interest":54469987.19060415,"gamma_exposure_flip":297.55265956609185,"gamma_exposure_flip_distance_pct":-18.045375943053433,"call_wall":360,"call_wall_distance_pct":-0.8455689708010656,"put_wall":290,"put_wall_distance_pct":-20.125597226478636,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2692},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"WTS","price":363.07,"totalOi":4158,"analysisCoverage":0.8333,"avgIvPct":26.7,"ivRank":0,"iv52wHighPct":90.81,"iv52wLowPct":26.7,"frontDte":14,"frontAtmIvPct":22.4665,"backAtmIvPct":26.474,"termPremiumPp":-4.0075,"expectedMoveFrontPct":4.4,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.172,"putCallOiFrontRatio":0.024,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.000481,"netDeltaNormalized":0.477402,"dealerDeltaNormalized":-0.475563,"gexPer100kOi":191473786.195286,"vannaPer100kOi":865.800866,"charmPer100kOi":-20458249.158249,"weekendDeltaShiftPer100kOi":-61374723.424723,"ivSurfaceRangePp":7.8,"gammaFlipDistancePct":-8.282149,"maxPainDistancePct":-6.354147,"peakCallDistancePct":7.417302,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WTS.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."}