{"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/ED","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ED.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ED.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":"ED","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":103.38999938964844,"previous_close":103.5,"delta_neutral":104.28566805130782,"gamma_neutral":104.28345028398503,"gamma_max":111.97501211690083,"total_open_interest":16218,"previous_open_interest":16174,"listed_contracts":139,"listed_calls":74,"listed_puts":72,"gamma_max_distance_pct":8.303523336815045,"delta_neutral_distance_pct":0.8663010609796573,"gamma_neutral_distance_pct":0.8641560108433942,"open_interest_change_1d_pct":0.2720415481637195,"call_open_interest":8717,"put_open_interest":7501,"put_call_open_interest_ratio":0.8605024664448778,"nearest_expiration_max_pain":105,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.5572111614817923,"all_expiration_max_pain":105,"net_gamma_exposure":-415978.1264204619,"net_gamma_exposure_per_100k_open_interest":-2564916.3054659143,"gamma_exposure_flip":104.28345028398503,"gamma_exposure_flip_distance_pct":0.8641560108433942,"call_wall":105,"call_wall_distance_pct":1.5572111614817923,"put_wall":100,"put_wall_distance_pct":-3.278846512874484,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1725},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ED","price":103.39,"totalOi":16218,"analysisCoverage":1,"avgIvPct":27.9,"ivRank":16.6,"iv52wHighPct":41.42,"iv52wLowPct":25.2,"frontDte":14,"frontAtmIvPct":20.2198,"backAtmIvPct":17.6039,"termPremiumPp":2.6159,"expectedMoveFrontPct":3.96,"straddleFrontPct":3.17,"straddle30dPct":3.17,"riskReversalFrontPp":2.16,"riskReversal30dPp":2.16,"butterflyFrontPp":7.87,"butterfly30dPp":7.87,"putCallOiRatio":0.861,"putCallOiFrontRatio":0.255,"putCallVolumeFrontRatio":0.188,"optionVolume":300,"volumeOiRatio":0.018498,"netDeltaNormalized":-0.020267,"dealerDeltaNormalized":0.020157,"gexPer100kOi":-634851.831299,"vannaPer100kOi":4322.357874,"charmPer100kOi":-113306.202984,"weekendDeltaShiftPer100kOi":-339912.442965,"ivSurfaceRangePp":41.4,"gammaFlipDistancePct":null,"maxPainDistancePct":1.557211,"peakCallDistancePct":1.557211,"peakPutDistancePct":1.557211},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ED.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."}