{"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/EGBN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EGBN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EGBN.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":"EGBN","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":28.3799991607666,"previous_close":28.209999084472656,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":344,"previous_open_interest":343,"listed_contracts":17,"listed_calls":14,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0.2915451895043732,"call_open_interest":280,"put_open_interest":64,"put_call_open_interest_ratio":0.22857142857142856,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-11.909793025784223,"all_expiration_max_pain":25,"net_gamma_exposure":28565.130132815797,"net_gamma_exposure_per_100k_open_interest":8303816.89907436,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":25,"call_wall_distance_pct":-11.909793025784223,"put_wall":25,"put_wall_distance_pct":-11.909793025784223,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4247},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EGBN","price":28.38,"totalOi":344,"analysisCoverage":0.7778,"avgIvPct":62.3,"ivRank":16,"iv52wHighPct":133.75,"iv52wLowPct":48.7,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-27.43,"riskReversal30dPp":-27.43,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.229,"putCallOiFrontRatio":0.591,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.513459,"dealerDeltaNormalized":-0.513488,"gexPer100kOi":2404470.930233,"vannaPer100kOi":-1744.186047,"charmPer100kOi":-3066279.069767,"weekendDeltaShiftPer100kOi":-9198546.511628,"ivSurfaceRangePp":38.4,"gammaFlipDistancePct":-46.617336,"maxPainDistancePct":-11.909796,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EGBN.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."}