{"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/ERIE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ERIE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ERIE.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":"ERIE","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":221.08999633789062,"previous_close":222.11000061035156,"delta_neutral":196.65578141939008,"gamma_neutral":161.8187928255257,"gamma_max":241.35206252621464,"total_open_interest":1773,"previous_open_interest":1775,"listed_contracts":80,"listed_calls":48,"listed_puts":35,"gamma_max_distance_pct":9.164623693492494,"delta_neutral_distance_pct":-11.051705334129124,"gamma_neutral_distance_pct":-26.808632002409137,"open_interest_change_1d_pct":-0.11267605633802817,"call_open_interest":1575,"put_open_interest":198,"put_call_open_interest_ratio":0.12571428571428572,"nearest_expiration_max_pain":230,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.0300347413694215,"all_expiration_max_pain":210,"net_gamma_exposure":213071.45461520698,"net_gamma_exposure_per_100k_open_interest":12017566.532160575,"gamma_exposure_flip":161.8187928255257,"gamma_exposure_flip_distance_pct":-26.808632002409137,"call_wall":240,"call_wall_distance_pct":8.553079730124615,"put_wall":220,"put_wall_distance_pct":-0.49301024738577026,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3301},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ERIE","price":221.09,"totalOi":1773,"analysisCoverage":0.8333,"avgIvPct":46.1,"ivRank":5.7,"iv52wHighPct":117.32,"iv52wLowPct":41.8,"frontDte":14,"frontAtmIvPct":35.7932,"backAtmIvPct":37.2547,"termPremiumPp":-1.4615,"expectedMoveFrontPct":7.01,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.126,"putCallOiFrontRatio":0.049,"putCallVolumeFrontRatio":0,"optionVolume":6,"volumeOiRatio":0.003384,"netDeltaNormalized":0.125121,"dealerDeltaNormalized":-0.12498,"gexPer100kOi":29406967.287084,"vannaPer100kOi":2820.078962,"charmPer100kOi":-5342752.397067,"weekendDeltaShiftPer100kOi":-16028313.592781,"ivSurfaceRangePp":67.9,"gammaFlipDistancePct":4.251662,"maxPainDistancePct":-5.016057,"peakCallDistancePct":4.030033,"peakPutDistancePct":-5.016057},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ERIE.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."}