{"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/EFC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EFC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EFC.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":"EFC","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":11.59000015258789,"previous_close":11.6899995803833,"delta_neutral":11.672824371757923,"gamma_neutral":11.59000015258789,"gamma_max":12.512834025216666,"total_open_interest":12631,"previous_open_interest":9850,"listed_contracts":26,"listed_calls":19,"listed_puts":31,"gamma_max_distance_pct":7.962328390674947,"delta_neutral_distance_pct":0.714617929936251,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":28.233502538071065,"call_open_interest":8662,"put_open_interest":3969,"put_call_open_interest_ratio":0.4582082659893789,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.851594783706009,"all_expiration_max_pain":12.5,"net_gamma_exposure":1125065.2095353217,"net_gamma_exposure_per_100k_open_interest":8907174.48765198,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":12.5,"call_wall_distance_pct":7.851594783706009,"put_wall":12.5,"put_wall_distance_pct":7.851594783706009,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":1908},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EFC","price":11.59,"totalOi":12631,"analysisCoverage":0.8333,"avgIvPct":167.9,"ivRank":100,"iv52wHighPct":167.9,"iv52wLowPct":87.35,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-7.87,"riskReversal30dPp":-7.87,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.458,"putCallOiFrontRatio":0.273,"putCallVolumeFrontRatio":8,"optionVolume":80,"volumeOiRatio":0.006334,"netDeltaNormalized":0.014229,"dealerDeltaNormalized":-0.014064,"gexPer100kOi":1116706.119864,"vannaPer100kOi":4037.685061,"charmPer100kOi":-8669.147336,"weekendDeltaShiftPer100kOi":-25999.524978,"ivSurfaceRangePp":47.7,"gammaFlipDistancePct":-8.886972,"maxPainDistancePct":7.851596,"peakCallDistancePct":7.851596,"peakPutDistancePct":-78.429681},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EFC.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."}