{"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/EMN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EMN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EMN.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":"EMN","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":64.87000274658203,"previous_close":64.05000305175781,"delta_neutral":64.47795024374301,"gamma_neutral":61.01881658067374,"gamma_max":73.92733438057714,"total_open_interest":13294,"previous_open_interest":13191,"listed_contracts":124,"listed_calls":76,"listed_puts":60,"gamma_max_distance_pct":13.962280330676155,"delta_neutral_distance_pct":-0.6043664039457416,"gamma_neutral_distance_pct":-5.9367750930320495,"open_interest_change_1d_pct":0.7808354180880904,"call_open_interest":8873,"put_open_interest":4421,"put_call_open_interest_ratio":0.4982531274653443,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.20039655913968377,"all_expiration_max_pain":70,"net_gamma_exposure":445314.7053342288,"net_gamma_exposure_per_100k_open_interest":3349742.028992243,"gamma_exposure_flip":61.01881658067374,"gamma_exposure_flip_distance_pct":-5.9367750930320495,"call_wall":70,"call_wall_distance_pct":7.908119371381198,"put_wall":65,"put_wall_distance_pct":0.20039655913968377,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1864},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EMN","price":64.87,"totalOi":13294,"analysisCoverage":1,"avgIvPct":44.7,"ivRank":11.2,"iv52wHighPct":75.6,"iv52wLowPct":40.8,"frontDte":14,"frontAtmIvPct":31.7084,"backAtmIvPct":34.4435,"termPremiumPp":-2.7351,"expectedMoveFrontPct":6.21,"straddleFrontPct":4.78,"straddle30dPct":4.78,"riskReversalFrontPp":3.35,"riskReversal30dPp":3.35,"butterflyFrontPp":4.17,"butterfly30dPp":4.17,"putCallOiRatio":0.498,"putCallOiFrontRatio":0.37,"putCallVolumeFrontRatio":0.019,"optionVolume":517,"volumeOiRatio":0.03889,"netDeltaNormalized":0.018874,"dealerDeltaNormalized":-0.01879,"gexPer100kOi":2059659.319994,"vannaPer100kOi":3490.296374,"charmPer100kOi":84105.611554,"weekendDeltaShiftPer100kOi":252324.356853,"ivSurfaceRangePp":37.1,"gammaFlipDistancePct":15.430862,"maxPainDistancePct":7.908124,"peakCallDistancePct":7.908124,"peakPutDistancePct":0.200401},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EMN.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."}