{"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/WAL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/WAL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/WAL.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":"WAL","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":74.51000213623047,"previous_close":74.3499984741211,"delta_neutral":76.05614612079322,"gamma_neutral":75.22334525378112,"gamma_max":93.4241778897695,"total_open_interest":20229,"previous_open_interest":22762,"listed_contracts":240,"listed_calls":136,"listed_puts":118,"gamma_max_distance_pct":25.384747297359173,"delta_neutral_distance_pct":2.075082459044696,"gamma_neutral_distance_pct":0.9573790056352545,"open_interest_change_1d_pct":-11.12819611633424,"call_open_interest":8425,"put_open_interest":11804,"put_call_open_interest_ratio":1.4010682492581603,"nearest_expiration_max_pain":77.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.012881194531124,"all_expiration_max_pain":77.5,"net_gamma_exposure":-66171.23534094953,"net_gamma_exposure_per_100k_open_interest":-327110.7585196971,"gamma_exposure_flip":75.22334525378112,"gamma_exposure_flip_distance_pct":0.9573790056352545,"call_wall":90,"call_wall_distance_pct":20.789152354939368,"put_wall":65,"put_wall_distance_pct":-12.763389965877122,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1455},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":74.51,"totalOi":22804,"analysisCoverage":1,"avgIvPct":118.9,"ivRank":100,"iv52wHighPct":118.9,"iv52wLowPct":37,"frontDte":35,"termPremiumPp":4.098,"riskReversalFrontPp":7.46,"riskReversal30dPp":7.46,"butterflyFrontPp":4.13,"butterfly30dPp":4.13,"putCallOiRatio":1.417,"putCallOiFrontRatio":1.558,"putCallVolumeFrontRatio":6.524,"optionVolume":343,"volumeOiRatio":0.015041,"netDeltaNormalized":-0.027348,"dealerDeltaNormalized":0.027336,"gexPer100kOi":-2081934.485178,"vannaPer100kOi":3302.052272,"charmPer100kOi":28617.786353,"weekendDeltaShiftPer100kOi":85857.744255,"ivSurfaceRangePp":17.2,"gammaFlipDistancePct":null,"maxPainDistancePct":4.012884,"peakCallDistancePct":14.078647,"peakPutDistancePct":0.65763},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/WAL.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."}