{"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/ERO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ERO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ERO.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":"ERO","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":37.90999984741211,"previous_close":35.75,"delta_neutral":27.123499420467127,"gamma_neutral":18.411711769603965,"gamma_max":39.07528852906302,"total_open_interest":96178,"previous_open_interest":96013,"listed_contracts":135,"listed_calls":98,"listed_puts":90,"gamma_max_distance_pct":3.0738292966003824,"delta_neutral_distance_pct":-28.45291603893613,"gamma_neutral_distance_pct":-51.433099858319245,"open_interest_change_1d_pct":0.17185172841177757,"call_open_interest":80835,"put_open_interest":15343,"put_call_open_interest_ratio":0.18980639574441763,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.676074542666498,"all_expiration_max_pain":30,"net_gamma_exposure":8949347.373881035,"net_gamma_exposure_per_100k_open_interest":9304983.856891425,"gamma_exposure_flip":18.411711769603965,"gamma_exposure_flip_distance_pct":-51.433099858319245,"call_wall":40,"call_wall_distance_pct":5.513057665524002,"put_wall":35,"put_wall_distance_pct":-7.676074542666498,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":652},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ERO","price":37.91,"totalOi":96178,"analysisCoverage":0.8889,"avgIvPct":79.7,"ivRank":52.4,"iv52wHighPct":88.7,"iv52wLowPct":69.8,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":4.9,"riskReversal30dPp":4.9,"butterflyFrontPp":0.83,"butterfly30dPp":0.83,"putCallOiRatio":0.19,"putCallOiFrontRatio":0.276,"putCallVolumeFrontRatio":0.123,"optionVolume":5181,"volumeOiRatio":0.053869,"netDeltaNormalized":0.417868,"dealerDeltaNormalized":-0.416839,"gexPer100kOi":3945366.695086,"vannaPer100kOi":-596.810081,"charmPer100kOi":-1043880.09732,"weekendDeltaShiftPer100kOi":-3131639.25222,"ivSurfaceRangePp":17.5,"gammaFlipDistancePct":-31.231865,"maxPainDistancePct":-20.865207,"peakCallDistancePct":5.513057,"peakPutDistancePct":-7.676075},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ERO.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."}