{"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/ESAB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESAB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESAB.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":"ESAB","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":69.9000015258789,"previous_close":67.11000061035156,"delta_neutral":68.98030830071042,"gamma_neutral":103.45472117236007,"gamma_max":117.22864424441056,"total_open_interest":14633,"previous_open_interest":14633,"listed_contracts":90,"listed_calls":67,"listed_puts":28,"gamma_max_distance_pct":67.70907251126351,"delta_neutral_distance_pct":-1.3157270459114243,"gamma_neutral_distance_pct":48.00388971959933,"open_interest_change_1d_pct":0,"call_open_interest":4251,"put_open_interest":10382,"put_call_open_interest_ratio":2.4422488826158553,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.14305933038366467,"all_expiration_max_pain":65,"net_gamma_exposure":-505338.4938993095,"net_gamma_exposure_per_100k_open_interest":-3453416.8926352044,"gamma_exposure_flip":103.45472117236007,"gamma_exposure_flip_distance_pct":48.00388971959933,"call_wall":65,"call_wall_distance_pct":-7.010016336072312,"put_wall":65,"put_wall_distance_pct":-7.010016336072312,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":1794},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ESAB","price":69.9,"totalOi":14633,"analysisCoverage":0.9444,"avgIvPct":86.3,"ivRank":74.4,"iv52wHighPct":90.4,"iv52wLowPct":74.4,"frontDte":14,"frontAtmIvPct":59.6383,"backAtmIvPct":52.0474,"termPremiumPp":7.5909,"expectedMoveFrontPct":11.68,"straddleFrontPct":8.98,"straddle30dPct":8.98,"riskReversalFrontPp":71.63,"riskReversal30dPp":71.63,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.442,"putCallOiFrontRatio":4.353,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.02206,"dealerDeltaNormalized":-0.02206,"gexPer100kOi":-2520400.738058,"vannaPer100kOi":1715.301032,"charmPer100kOi":-197102.439691,"weekendDeltaShiftPer100kOi":-591300.485205,"ivSurfaceRangePp":73.7,"gammaFlipDistancePct":null,"maxPainDistancePct":-7.010014,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESAB.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."}