{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-11-13","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/EROC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EROC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EROC.json?date=2026-11-13&public_schema=5","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"EROC","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":8.40999984741211,"previous_close":8.34000015258789,"delta_neutral":8.091598923062428,"gamma_neutral":2.451762696243131,"gamma_max":9.821172877612804,"total_open_interest":20661,"previous_open_interest":20390,"listed_contracts":56,"listed_calls":37,"listed_puts":31,"gamma_max_distance_pct":16.77970339838871,"delta_neutral_distance_pct":-3.785980144192972,"gamma_neutral_distance_pct":-70.84705421252086,"open_interest_change_1d_pct":1.3290828837665523,"call_open_interest":16043,"put_open_interest":4618,"put_call_open_interest_ratio":0.28785139936420867,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":18.906066366661815,"all_expiration_max_pain":10,"net_gamma_exposure":722757.401490155,"net_gamma_exposure_per_100k_open_interest":3498172.409322661,"gamma_exposure_flip":2.451762696243131,"gamma_exposure_flip_distance_pct":-70.84705421252086,"call_wall":10,"call_wall_distance_pct":18.906066366661815,"put_wall":10,"put_wall_distance_pct":18.906066366661815,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1646},"history_summary":null,"advanced_options":{"data_through":"2026-11-13","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":8.41,"totalOi":20661,"analysisCoverage":0.7778,"avgIvPct":225.9,"ivRank":0,"iv52wHighPct":226.5,"iv52wLowPct":225.9,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-7.46,"riskReversal30dPp":-59.24,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.288,"putCallOiFrontRatio":0.387,"putCallVolumeFrontRatio":0.505,"optionVolume":309,"volumeOiRatio":0.014956,"netDeltaNormalized":0.062651,"dealerDeltaNormalized":-0.062569,"gexPer100kOi":317567.784715,"vannaPer100kOi":3126.663763,"charmPer100kOi":1269909.491312,"weekendDeltaShiftPer100kOi":3809723.6339,"ivSurfaceRangePp":101.4,"gammaFlipDistancePct":-8.442331,"maxPainDistancePct":18.906064,"peakCallDistancePct":18.906064,"peakPutDistancePct":-10.820452},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EROC.json?date=2026-11-13&public_schema=5","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."}