{"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/ESI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESI.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":"ESI","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":37.93000030517578,"previous_close":36.33000183105469,"delta_neutral":32.951076373526135,"gamma_neutral":34.07638461851158,"gamma_max":40.14468909796347,"total_open_interest":50114,"previous_open_interest":50101,"listed_contracts":121,"listed_calls":90,"listed_puts":48,"gamma_max_distance_pct":5.838884194486765,"delta_neutral_distance_pct":-13.126611894517284,"gamma_neutral_distance_pct":-10.159809268808125,"open_interest_change_1d_pct":0.025947585876529414,"call_open_interest":26143,"put_open_interest":23971,"put_call_open_interest_ratio":0.9169184867842253,"nearest_expiration_max_pain":34,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-10.361192390076276,"all_expiration_max_pain":34,"net_gamma_exposure":2085074.4475493606,"net_gamma_exposure_per_100k_open_interest":4160662.584406275,"gamma_exposure_flip":34.07638461851158,"gamma_exposure_flip_distance_pct":-10.159809268808125,"call_wall":35,"call_wall_distance_pct":-7.724756872137342,"put_wall":30,"put_wall_distance_pct":-20.90693446183201,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":989},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ESI","price":37.93,"totalOi":50114,"analysisCoverage":1,"avgIvPct":55.8,"ivRank":0,"iv52wHighPct":95.7,"iv52wLowPct":55.8,"frontDte":14,"frontAtmIvPct":41.6141,"backAtmIvPct":41.1849,"termPremiumPp":0.4292,"expectedMoveFrontPct":8.15,"straddleFrontPct":11.47,"straddle30dPct":11.47,"riskReversalFrontPp":122.89,"riskReversal30dPp":122.89,"butterflyFrontPp":2.83,"butterfly30dPp":2.83,"putCallOiRatio":0.917,"putCallOiFrontRatio":5.084,"putCallVolumeFrontRatio":1.303,"optionVolume":223,"volumeOiRatio":0.00445,"netDeltaNormalized":0.217395,"dealerDeltaNormalized":-0.20983,"gexPer100kOi":1572495.051283,"vannaPer100kOi":1083.529553,"charmPer100kOi":38230.833699,"weekendDeltaShiftPer100kOi":114690.505647,"ivSurfaceRangePp":143.2,"gammaFlipDistancePct":-8.252043,"maxPainDistancePct":-10.361192,"peakCallDistancePct":0.18455,"peakPutDistancePct":-2.451885},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESI.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."}