{"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/EHC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EHC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EHC.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":"EHC","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":119.80000305175781,"previous_close":119.05999755859375,"delta_neutral":113.16175699524074,"gamma_neutral":98.52353401059253,"gamma_max":129.37336169527714,"total_open_interest":2850,"previous_open_interest":2742,"listed_contracts":90,"listed_calls":56,"listed_puts":40,"gamma_max_distance_pct":7.991117195033209,"delta_neutral_distance_pct":-5.5411067507645395,"gamma_neutral_distance_pct":-17.759990399977788,"open_interest_change_1d_pct":3.938730853391685,"call_open_interest":2245,"put_open_interest":605,"put_call_open_interest_ratio":0.26948775055679286,"nearest_expiration_max_pain":120,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.1669423565505101,"all_expiration_max_pain":120,"net_gamma_exposure":392126.9408896062,"net_gamma_exposure_per_100k_open_interest":13758840.03121425,"gamma_exposure_flip":98.52353401059253,"gamma_exposure_flip_distance_pct":-17.759990399977788,"call_wall":130,"call_wall_distance_pct":8.51418755292972,"put_wall":120,"put_wall_distance_pct":0.1669423565505101,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2958},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EHC","price":119.8,"totalOi":2850,"analysisCoverage":1,"avgIvPct":54.1,"ivRank":32.2,"iv52wHighPct":65.91,"iv52wLowPct":48.5,"frontDte":14,"frontAtmIvPct":27.4704,"backAtmIvPct":32.0691,"termPremiumPp":-4.5987,"expectedMoveFrontPct":5.38,"straddleFrontPct":4.19,"straddle30dPct":4.19,"riskReversalFrontPp":114.26,"riskReversal30dPp":114.26,"butterflyFrontPp":1.29,"butterfly30dPp":1.29,"putCallOiRatio":0.269,"putCallOiFrontRatio":0.262,"putCallVolumeFrontRatio":0,"optionVolume":164,"volumeOiRatio":0.057544,"netDeltaNormalized":0.099986,"dealerDeltaNormalized":-0.099284,"gexPer100kOi":16948883.859649,"vannaPer100kOi":2105.263158,"charmPer100kOi":-1290526.315789,"weekendDeltaShiftPer100kOi":-3871543.859649,"ivSurfaceRangePp":139.4,"gammaFlipDistancePct":2.671119,"maxPainDistancePct":0.166945,"peakCallDistancePct":8.51419,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EHC.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."}