{"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/E","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/E.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/E.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":"E","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":54.72999954223633,"previous_close":54.38999938964844,"delta_neutral":54.17092002042496,"gamma_neutral":55.28519823586318,"gamma_max":60,"total_open_interest":9804,"previous_open_interest":9771,"listed_contracts":114,"listed_calls":69,"listed_puts":53,"gamma_max_distance_pct":9.629089168357655,"delta_neutral_distance_pct":-1.0215229791476903,"gamma_neutral_distance_pct":1.0144321181628921,"open_interest_change_1d_pct":0.33773411114522567,"call_open_interest":2248,"put_open_interest":7556,"put_call_open_interest_ratio":3.3612099644128115,"nearest_expiration_max_pain":42.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-22.346061839079994,"all_expiration_max_pain":45,"net_gamma_exposure":-27871.1203332468,"net_gamma_exposure_per_100k_open_interest":-284283.1531338923,"gamma_exposure_flip":55.28519823586318,"gamma_exposure_flip_distance_pct":1.0144321181628921,"call_wall":55,"call_wall_distance_pct":0.4933317376611828,"put_wall":40,"put_wall_distance_pct":-26.91394055442823,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2099},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"E","price":54.73,"totalOi":9804,"analysisCoverage":1,"avgIvPct":41.6,"ivRank":12.1,"iv52wHighPct":68.43,"iv52wLowPct":37.9,"frontDte":14,"frontAtmIvPct":43.5543,"backAtmIvPct":27.2382,"termPremiumPp":16.3161,"expectedMoveFrontPct":8.53,"straddleFrontPct":11.83,"straddle30dPct":11.83,"riskReversalFrontPp":45.46,"riskReversal30dPp":45.46,"butterflyFrontPp":12.91,"butterfly30dPp":12.91,"putCallOiRatio":3.361,"putCallOiFrontRatio":0.213,"putCallVolumeFrontRatio":0,"optionVolume":11,"volumeOiRatio":0.001122,"netDeltaNormalized":0.000514,"dealerDeltaNormalized":-0.000495,"gexPer100kOi":-31096.083231,"vannaPer100kOi":5069.359445,"charmPer100kOi":-141931.864545,"weekendDeltaShiftPer100kOi":-425795.593635,"ivSurfaceRangePp":149,"gammaFlipDistancePct":null,"maxPainDistancePct":-17.778184,"peakCallDistancePct":5.06121,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/E.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."}