{"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/ESNT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESNT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESNT.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":"ESNT","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":60.220001220703125,"previous_close":58.86000061035156,"delta_neutral":66.14963173166518,"gamma_neutral":68.85043710133576,"gamma_max":74.02284129163979,"total_open_interest":1838,"previous_open_interest":1827,"listed_contracts":30,"listed_calls":16,"listed_puts":15,"gamma_max_distance_pct":22.92069045357536,"delta_neutral_distance_pct":9.846613070016842,"gamma_neutral_distance_pct":14.331510637142866,"open_interest_change_1d_pct":0.60207991242474,"call_open_interest":389,"put_open_interest":1449,"put_call_open_interest_ratio":3.7249357326478147,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.3653291535096988,"all_expiration_max_pain":60,"net_gamma_exposure":-468821.2056753466,"net_gamma_exposure_per_100k_open_interest":-25507138.50246717,"gamma_exposure_flip":68.85043710133576,"gamma_exposure_flip_distance_pct":14.331510637142866,"call_wall":70,"call_wall_distance_pct":16.240449320905352,"put_wall":60,"put_wall_distance_pct":-0.3653291535096988,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3269},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ESNT","price":60.22,"totalOi":1838,"analysisCoverage":0.9444,"avgIvPct":62.2,"ivRank":3.1,"iv52wHighPct":96.21,"iv52wLowPct":61.1,"frontDte":14,"frontAtmIvPct":30.8404,"backAtmIvPct":31.6597,"termPremiumPp":-0.8193,"expectedMoveFrontPct":6.04,"straddleFrontPct":11.29,"straddle30dPct":11.29,"riskReversalFrontPp":-23.72,"riskReversal30dPp":-23.72,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":3.725,"putCallOiFrontRatio":2.269,"putCallVolumeFrontRatio":1,"optionVolume":23,"volumeOiRatio":0.012514,"netDeltaNormalized":-0.254072,"dealerDeltaNormalized":0.253934,"gexPer100kOi":-15431592.491839,"vannaPer100kOi":3645.266594,"charmPer100kOi":2827257.88901,"weekendDeltaShiftPer100kOi":8481719.260065,"ivSurfaceRangePp":38.4,"gammaFlipDistancePct":null,"maxPainDistancePct":-0.365327,"peakCallDistancePct":-16.971106,"peakPutDistancePct":-8.668217},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESNT.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."}