{"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/ESS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESS.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":"ESS","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":268.6499938964844,"previous_close":269.7300109863281,"delta_neutral":259.90768834976654,"gamma_neutral":241.18543903257228,"gamma_max":275.34501488227085,"total_open_interest":2635,"previous_open_interest":2634,"listed_contracts":91,"listed_calls":42,"listed_puts":50,"gamma_max_distance_pct":2.492097948219638,"delta_neutral_distance_pct":-3.254161825920754,"gamma_neutral_distance_pct":-10.2231734553825,"open_interest_change_1d_pct":0.037965072133637055,"call_open_interest":2116,"put_open_interest":519,"put_call_open_interest_ratio":0.2452741020793951,"nearest_expiration_max_pain":270,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.5025148461517578,"all_expiration_max_pain":270,"net_gamma_exposure":697732.1447955951,"net_gamma_exposure_per_100k_open_interest":26479398.28446281,"gamma_exposure_flip":241.18543903257228,"gamma_exposure_flip_distance_pct":-10.2231734553825,"call_wall":270,"call_wall_distance_pct":0.5025148461517578,"put_wall":280,"put_wall_distance_pct":4.224830210824045,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3017},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ESS","price":268.65,"totalOi":2635,"analysisCoverage":0.9444,"avgIvPct":48.4,"ivRank":68.5,"iv52wHighPct":54.06,"iv52wLowPct":36.1,"frontDte":14,"frontAtmIvPct":22.1601,"backAtmIvPct":21.8888,"termPremiumPp":0.2713,"expectedMoveFrontPct":4.34,"straddleFrontPct":3,"straddle30dPct":3,"riskReversalFrontPp":31.68,"riskReversal30dPp":31.68,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.245,"putCallOiFrontRatio":0.198,"putCallVolumeFrontRatio":0,"optionVolume":34,"volumeOiRatio":0.012903,"netDeltaNormalized":0.106981,"dealerDeltaNormalized":-0.106899,"gexPer100kOi":69907546.110057,"vannaPer100kOi":1821.631879,"charmPer100kOi":-5715294.117647,"weekendDeltaShiftPer100kOi":-17145920.303605,"ivSurfaceRangePp":97,"gammaFlipDistancePct":-2.691234,"maxPainDistancePct":0.502513,"peakCallDistancePct":15.391774,"peakPutDistancePct":0.502513},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESS.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."}