{"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/ELMD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ELMD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELMD.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":"ELMD","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":28.100000381469727,"previous_close":28.5,"delta_neutral":27.48149559952526,"gamma_neutral":24.16452579095141,"gamma_max":29.92789572035183,"total_open_interest":372,"previous_open_interest":370,"listed_contracts":40,"listed_calls":27,"listed_puts":17,"gamma_max_distance_pct":6.504965530489787,"delta_neutral_distance_pct":-2.201084603373647,"gamma_neutral_distance_pct":-14.005247462962773,"open_interest_change_1d_pct":0.5405405405405406,"call_open_interest":240,"put_open_interest":132,"put_call_open_interest_ratio":0.55,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-28.825623742023836,"all_expiration_max_pain":30,"net_gamma_exposure":23494.025683726828,"net_gamma_exposure_per_100k_open_interest":6315598.302077104,"gamma_exposure_flip":24.16452579095141,"gamma_exposure_flip_distance_pct":-14.005247462962773,"call_wall":30,"call_wall_distance_pct":6.761564386964243,"put_wall":25,"put_wall_distance_pct":-11.032029677529797,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4212},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ELMD","price":28.1,"totalOi":372,"analysisCoverage":0.7222,"avgIvPct":70.7,"ivRank":0,"iv52wHighPct":116.18,"iv52wLowPct":70.7,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.55,"putCallOiFrontRatio":0.036,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.002688,"netDeltaNormalized":0.038795,"dealerDeltaNormalized":-0.038038,"gexPer100kOi":1795255.376344,"vannaPer100kOi":537.634409,"charmPer100kOi":-539247.311828,"weekendDeltaShiftPer100kOi":-1617741.935484,"ivSurfaceRangePp":70.5,"gammaFlipDistancePct":-6.654804,"maxPainDistancePct":6.761566,"peakCallDistancePct":6.761566,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELMD.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."}