{"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/EE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EE.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":"EE","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":32.540000915527344,"previous_close":32.11000061035156,"delta_neutral":40.458959396185534,"gamma_neutral":50.20615894328716,"gamma_max":55.730643360245566,"total_open_interest":2327,"previous_open_interest":2324,"listed_contracts":46,"listed_calls":31,"listed_puts":20,"gamma_max_distance_pct":71.26810630681997,"delta_neutral_distance_pct":24.336073318545743,"gamma_neutral_distance_pct":54.29058860084398,"open_interest_change_1d_pct":0.12908777969018934,"call_open_interest":455,"put_open_interest":1872,"put_call_open_interest_ratio":4.114285714285714,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.559923218375821,"all_expiration_max_pain":35,"net_gamma_exposure":-362502.2686345826,"net_gamma_exposure_per_100k_open_interest":-15578094.913389884,"gamma_exposure_flip":50.20615894328716,"gamma_exposure_flip_distance_pct":54.29058860084398,"call_wall":39,"call_wall_distance_pct":19.852485871904484,"put_wall":35,"put_wall_distance_pct":7.559923218375821,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3104},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EE","price":32.54,"totalOi":2327,"analysisCoverage":0.8889,"avgIvPct":60.4,"ivRank":31.6,"iv52wHighPct":79.48,"iv52wLowPct":51.6,"frontDte":14,"frontAtmIvPct":43.6565,"backAtmIvPct":46.234,"termPremiumPp":-2.5775,"expectedMoveFrontPct":8.55,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-2.93,"riskReversal30dPp":-2.93,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.114,"putCallOiFrontRatio":0.81,"putCallVolumeFrontRatio":0,"optionVolume":7,"volumeOiRatio":0.003008,"netDeltaNormalized":-0.447344,"dealerDeltaNormalized":0.44734,"gexPer100kOi":-5172441.77052,"vannaPer100kOi":-2406.532015,"charmPer100kOi":685131.070047,"weekendDeltaShiftPer100kOi":2055436.183928,"ivSurfaceRangePp":124.3,"gammaFlipDistancePct":null,"maxPainDistancePct":7.559926,"peakCallDistancePct":null,"peakPutDistancePct":-7.805778},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EE.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."}