{"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/EAF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EAF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EAF.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":"EAF","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":9.4399995803833,"previous_close":9.069999694824219,"delta_neutral":6.0725235010322365,"gamma_neutral":9.4399995803833,"gamma_max":6.850108334275582,"total_open_interest":6906,"previous_open_interest":6424,"listed_contracts":52,"listed_calls":42,"listed_puts":31,"gamma_max_distance_pct":-27.43528984354636,"delta_neutral_distance_pct":-35.67241768049244,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":7.503113325031133,"call_open_interest":5398,"put_open_interest":1508,"put_call_open_interest_ratio":0.2793627269359022,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.932208098614778,"all_expiration_max_pain":8,"net_gamma_exposure":174054.43714121863,"net_gamma_exposure_per_100k_open_interest":2520336.4775733943,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":10,"call_wall_distance_pct":5.932208098614778,"put_wall":10,"put_wall_distance_pct":5.932208098614778,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2354},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EAF","price":9.44,"totalOi":6906,"analysisCoverage":1,"avgIvPct":114.8,"ivRank":0,"iv52wHighPct":194.2,"iv52wLowPct":114.8,"frontDte":14,"frontAtmIvPct":108.8093,"backAtmIvPct":121.917,"termPremiumPp":-13.1077,"expectedMoveFrontPct":21.31,"straddleFrontPct":16.42,"straddle30dPct":16.42,"riskReversalFrontPp":53.6,"riskReversal30dPp":53.6,"butterflyFrontPp":-6.79,"butterfly30dPp":-6.79,"putCallOiRatio":0.279,"putCallOiFrontRatio":1.105,"putCallVolumeFrontRatio":0,"optionVolume":298,"volumeOiRatio":0.043151,"netDeltaNormalized":0.314211,"dealerDeltaNormalized":-0.298878,"gexPer100kOi":294574.13843,"vannaPer100kOi":-767.448595,"charmPer100kOi":260194.034173,"weekendDeltaShiftPer100kOi":780567.622357,"ivSurfaceRangePp":105.3,"gammaFlipDistancePct":-33.898305,"maxPainDistancePct":-15.254237,"peakCallDistancePct":27.118644,"peakPutDistancePct":5.932203},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EAF.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."}