{"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/ELS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ELS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELS.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":"ELS","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":58.25,"previous_close":57.619998931884766,"delta_neutral":56.52492345836834,"gamma_neutral":60.94607820115303,"gamma_max":68.51647080274823,"total_open_interest":294,"previous_open_interest":293,"listed_contracts":25,"listed_calls":17,"listed_puts":9,"gamma_max_distance_pct":17.62484257982529,"delta_neutral_distance_pct":-2.9615047925007008,"gamma_neutral_distance_pct":4.628460431163997,"open_interest_change_1d_pct":0.3412969283276451,"call_open_interest":156,"put_open_interest":138,"put_call_open_interest_ratio":0.8846153846153846,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.004291845493562,"all_expiration_max_pain":60,"net_gamma_exposure":-4123.8464500630735,"net_gamma_exposure_per_100k_open_interest":-1402668.8605656712,"gamma_exposure_flip":60.94607820115303,"gamma_exposure_flip_distance_pct":4.628460431163997,"call_wall":65,"call_wall_distance_pct":11.587982832618025,"put_wall":60,"put_wall_distance_pct":3.004291845493562,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4323},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ELS","price":58.25,"totalOi":294,"analysisCoverage":0.7222,"avgIvPct":52.8,"ivRank":58.5,"iv52wHighPct":69.57,"iv52wLowPct":29.2,"frontDte":14,"frontAtmIvPct":28.3895,"backAtmIvPct":26.4467,"termPremiumPp":1.9428,"expectedMoveFrontPct":5.56,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.885,"putCallOiFrontRatio":1.6,"putCallVolumeFrontRatio":0,"optionVolume":35,"volumeOiRatio":0.119048,"netDeltaNormalized":0.077449,"dealerDeltaNormalized":-0.077449,"gexPer100kOi":-174030.612245,"vannaPer100kOi":1700.680272,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":73.8,"gammaFlipDistancePct":-5.974249,"maxPainDistancePct":3.004292,"peakCallDistancePct":-5.579399,"peakPutDistancePct":11.587983},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELS.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."}