{"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/EMBC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EMBC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EMBC.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":"EMBC","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":5.650000095367432,"previous_close":5.789999961853027,"delta_neutral":3.492306282338353,"gamma_neutral":1.600853000005594,"gamma_max":4.56598867654512,"total_open_interest":3398,"previous_open_interest":3401,"listed_contracts":21,"listed_calls":16,"listed_puts":10,"gamma_max_distance_pct":-19.186042487169473,"delta_neutral_distance_pct":-38.189270382459334,"gamma_neutral_distance_pct":-71.6663190622214,"open_interest_change_1d_pct":-0.08820935019112026,"call_open_interest":2890,"put_open_interest":508,"put_call_open_interest_ratio":0.17577854671280277,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-11.504426272494793,"all_expiration_max_pain":5,"net_gamma_exposure":208501.2475754645,"net_gamma_exposure_per_100k_open_interest":6135999.045775883,"gamma_exposure_flip":1.600853000005594,"gamma_exposure_flip_distance_pct":-71.6663190622214,"call_wall":5,"call_wall_distance_pct":-11.504426272494793,"put_wall":5,"put_wall_distance_pct":-11.504426272494793,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2829},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EMBC","price":5.65,"totalOi":3398,"analysisCoverage":0.7778,"avgIvPct":155.4,"ivRank":41.9,"iv52wHighPct":209.8,"iv52wLowPct":116.1,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":4.47,"riskReversal30dPp":4.47,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.176,"putCallOiFrontRatio":1.5,"putCallVolumeFrontRatio":0,"optionVolume":45,"volumeOiRatio":0.013243,"netDeltaNormalized":0.436922,"dealerDeltaNormalized":-0.401816,"gexPer100kOi":370952.324897,"vannaPer100kOi":-1236.021189,"charmPer100kOi":-90759.270159,"weekendDeltaShiftPer100kOi":-272277.810477,"ivSurfaceRangePp":37.7,"gammaFlipDistancePct":-55.39823,"maxPainDistancePct":-11.504425,"peakCallDistancePct":76.99115,"peakPutDistancePct":-11.504425},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EMBC.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."}