{"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/ESCA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESCA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESCA.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":"ESCA","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":19.260000228881836,"previous_close":19.139999389648438,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":193,"previous_open_interest":193,"listed_contracts":16,"listed_calls":12,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":164,"put_open_interest":29,"put_call_open_interest_ratio":0.17682926829268292,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-22.118380987834264,"all_expiration_max_pain":17.5,"net_gamma_exposure":33761.81736251773,"net_gamma_exposure_per_100k_open_interest":17493169.617884833,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":3.842158682887647,"put_wall":20,"put_wall_distance_pct":3.842158682887647,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4508},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ESCA","price":19.26,"totalOi":193,"analysisCoverage":0.7222,"avgIvPct":97.7,"ivRank":39.4,"iv52wHighPct":127.7,"iv52wLowPct":78.2,"frontDte":14,"frontAtmIvPct":34.0061,"backAtmIvPct":67.577,"termPremiumPp":-33.5709,"expectedMoveFrontPct":6.66,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.177,"putCallOiFrontRatio":0.15,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.294323,"dealerDeltaNormalized":-0.292798,"gexPer100kOi":3434803.108808,"vannaPer100kOi":1036.26943,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":34.9,"gammaFlipDistancePct":-20.66459,"maxPainDistancePct":-9.13811,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESCA.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."}