{"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/ELF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ELF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELF.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":"ELF","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":104.68000030517578,"previous_close":104.08999633789062,"delta_neutral":91.74827356761935,"gamma_neutral":93.11425855402953,"gamma_max":113.06552615786362,"total_open_interest":98577,"previous_open_interest":100000,"listed_contracts":540,"listed_calls":336,"listed_puts":278,"gamma_max_distance_pct":8.010628418266466,"delta_neutral_distance_pct":-12.353579193596007,"gamma_neutral_distance_pct":-11.048664231398933,"open_interest_change_1d_pct":-1.423,"call_open_interest":57819,"put_open_interest":40758,"put_call_open_interest_ratio":0.7049239869247134,"nearest_expiration_max_pain":101,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-3.515476016858426,"all_expiration_max_pain":90,"net_gamma_exposure":4352393.919347042,"net_gamma_exposure_per_100k_open_interest":4415222.536034818,"gamma_exposure_flip":93.11425855402953,"gamma_exposure_flip_distance_pct":-11.048664231398933,"call_wall":115,"call_wall_distance_pct":9.858616416448328,"put_wall":95,"put_wall_distance_pct":-9.247229916847035,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":640},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ELF","price":104.68,"totalOi":103390,"analysisCoverage":1,"avgIvPct":166.3,"ivRank":70.7,"iv52wHighPct":206.4,"iv52wLowPct":69.6,"frontDte":7,"frontAtmIvPct":53.7242,"backAtmIvPct":65.2025,"termPremiumPp":-11.4783,"expectedMoveFrontPct":7.44,"straddleFrontPct":5.21,"straddle30dPct":10.25,"riskReversalFrontPp":4.19,"riskReversal30dPp":2.92,"butterflyFrontPp":2.89,"butterfly30dPp":10.35,"putCallOiRatio":0.688,"putCallOiFrontRatio":0.448,"putCallVolumeFrontRatio":0.175,"optionVolume":2800,"volumeOiRatio":0.027082,"netDeltaNormalized":0.222425,"dealerDeltaNormalized":-0.214067,"gexPer100kOi":7502004.323436,"vannaPer100kOi":968.178741,"charmPer100kOi":-1541364.735468,"weekendDeltaShiftPer100kOi":-4624093.239191,"ivSurfaceRangePp":102.5,"gammaFlipDistancePct":-3.372182,"maxPainDistancePct":-14.023691,"peakCallDistancePct":5.082155,"peakPutDistancePct":-18.800153},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELF.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."}