{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/WAB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WAB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WAB.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"WAB","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":286.82000732421875,"previous_close":287.760009765625,"delta_neutral":266.5987622589979,"gamma_neutral":247.83383224531252,"gamma_max":319.07935160837843,"total_open_interest":2339,"previous_open_interest":3631,"listed_contracts":107,"listed_calls":81,"listed_puts":44,"gamma_max_distance_pct":11.247243379257712,"delta_neutral_distance_pct":-7.050151505770979,"gamma_neutral_distance_pct":-13.592557730757118,"open_interest_change_1d_pct":-35.58248416414211,"call_open_interest":1615,"put_open_interest":724,"put_call_open_interest_ratio":0.448297213622291,"nearest_expiration_max_pain":290,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":1.108706713122218,"all_expiration_max_pain":270,"net_gamma_exposure":165889.013534337,"net_gamma_exposure_per_100k_open_interest":7092304.98222903,"gamma_exposure_flip":247.83383224531252,"gamma_exposure_flip_distance_pct":-13.592557730757118,"call_wall":300,"call_wall_distance_pct":4.5952138411609145,"put_wall":270,"put_wall_distance_pct":-5.864307542955176,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2981},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":286.82,"totalOi":3677,"analysisCoverage":1,"avgIvPct":229.1,"ivRank":85.1,"iv52wHighPct":263.5,"iv52wLowPct":32.8,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":66.31,"riskReversal30dPp":66.31,"butterflyFrontPp":0.96,"butterfly30dPp":0.96,"putCallOiRatio":0.698,"putCallOiFrontRatio":0.814,"putCallVolumeFrontRatio":0.571,"optionVolume":64,"volumeOiRatio":0.017405,"netDeltaNormalized":0.083469,"dealerDeltaNormalized":-0.080155,"gexPer100kOi":11062092.194724,"vannaPer100kOi":2039.706282,"charmPer100kOi":-60864.835464,"weekendDeltaShiftPer100kOi":-182621.702475,"ivSurfaceRangePp":20.3,"gammaFlipDistancePct":9.699463,"maxPainDistancePct":-5.864305,"peakCallDistancePct":1.108709,"peakPutDistancePct":1.108709},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WAB.json?date=2026-10-16&public_schema=4","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."}