{"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/ESE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESE.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":"ESE","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":274.95001220703125,"previous_close":269.9200134277344,"delta_neutral":272.28252257759766,"gamma_neutral":286.93181229331805,"gamma_max":348.367270171821,"total_open_interest":168,"previous_open_interest":166,"listed_contracts":59,"listed_calls":46,"listed_puts":23,"gamma_max_distance_pct":26.702038445267718,"delta_neutral_distance_pct":-0.9701725808344497,"gamma_neutral_distance_pct":4.357810348909811,"open_interest_change_1d_pct":1.2048192771084338,"call_open_interest":106,"put_open_interest":62,"put_call_open_interest_ratio":0.5849056603773585,"nearest_expiration_max_pain":300,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":9.110742564399912,"all_expiration_max_pain":260,"net_gamma_exposure":-3689.139841843024,"net_gamma_exposure_per_100k_open_interest":-2195916.5725256098,"gamma_exposure_flip":286.93181229331805,"gamma_exposure_flip_distance_pct":4.357810348909811,"call_wall":340,"call_wall_distance_pct":23.658841572986567,"put_wall":260,"put_wall_distance_pct":-5.437356444186743,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":4566},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ESE","price":274.95,"totalOi":168,"analysisCoverage":0.6667,"avgIvPct":46.2,"ivRank":3.1,"iv52wHighPct":137.45,"iv52wLowPct":43.3,"frontDte":14,"frontAtmIvPct":31.1467,"backAtmIvPct":36.6425,"termPremiumPp":-5.4958,"expectedMoveFrontPct":6.1,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.585,"putCallOiFrontRatio":9,"putCallVolumeFrontRatio":0.6,"optionVolume":2230,"volumeOiRatio":13.27381,"netDeltaNormalized":0.083988,"dealerDeltaNormalized":-0.083869,"gexPer100kOi":-5433238.095238,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":5.1,"gammaFlipDistancePct":-15.373704,"maxPainDistancePct":-5.437352,"peakCallDistancePct":-12.711402,"peakPutDistancePct":-5.437352},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESE.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."}