{"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/EMA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EMA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EMA.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":"EMA","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":48.029998779296875,"previous_close":47.66999816894531,"delta_neutral":43.70018360435745,"gamma_neutral":41.74608053149446,"gamma_max":55.61225445346598,"total_open_interest":3883,"previous_open_interest":3681,"listed_contracts":24,"listed_calls":16,"listed_puts":8,"gamma_max_distance_pct":15.786499826931921,"delta_neutral_distance_pct":-9.014814251475215,"gamma_neutral_distance_pct":-13.083319607559671,"open_interest_change_1d_pct":5.487639228470524,"call_open_interest":3451,"put_open_interest":432,"put_call_open_interest_ratio":0.12518110692552883,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.308554770571726,"all_expiration_max_pain":50,"net_gamma_exposure":248168.58521063704,"net_gamma_exposure_per_100k_open_interest":6391155.941556453,"gamma_exposure_flip":41.74608053149446,"gamma_exposure_flip_distance_pct":-13.083319607559671,"call_wall":55,"call_wall_distance_pct":14.511766391523444,"put_wall":45,"put_wall_distance_pct":-6.308554770571726,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2734},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EMA","price":48.03,"totalOi":3883,"analysisCoverage":0.8889,"avgIvPct":47.5,"ivRank":13.1,"iv52wHighPct":87.74,"iv52wLowPct":41.46,"frontDte":14,"frontAtmIvPct":20.1688,"backAtmIvPct":30.481,"termPremiumPp":-10.3122,"expectedMoveFrontPct":3.95,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-44.79,"riskReversal30dPp":-44.79,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.125,"putCallOiFrontRatio":0.043,"putCallVolumeFrontRatio":0,"optionVolume":23,"volumeOiRatio":0.005923,"netDeltaNormalized":0.069572,"dealerDeltaNormalized":-0.069575,"gexPer100kOi":3065325.006438,"vannaPer100kOi":4069.0188,"charmPer100kOi":-1352613.95828,"weekendDeltaShiftPer100kOi":-4057867.628123,"ivSurfaceRangePp":95.5,"gammaFlipDistancePct":8.973558,"maxPainDistancePct":4.101603,"peakCallDistancePct":14.511763,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EMA.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."}