{"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/ETN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ETN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ETN.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":"ETN","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":436.1099853515625,"previous_close":437.2799987792969,"delta_neutral":418.88874326839874,"gamma_neutral":434.8310633299701,"gamma_max":476.3334602790614,"total_open_interest":82684,"previous_open_interest":84668,"listed_contracts":793,"listed_calls":509,"listed_puts":426,"gamma_max_distance_pct":9.223240989328287,"delta_neutral_distance_pct":-3.9488300340752693,"gamma_neutral_distance_pct":-0.29325676195224293,"open_interest_change_1d_pct":-2.3432701847215003,"call_open_interest":35129,"put_open_interest":47555,"put_call_open_interest_ratio":1.353724842722537,"nearest_expiration_max_pain":420,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-3.6940189155668413,"all_expiration_max_pain":420,"net_gamma_exposure":218325.7920605204,"net_gamma_exposure_per_100k_open_interest":264048.4157279769,"gamma_exposure_flip":434.8310633299701,"gamma_exposure_flip_distance_pct":-0.29325676195224293,"call_wall":450,"call_wall_distance_pct":3.1849797333212413,"put_wall":420,"put_wall_distance_pct":-3.6940189155668413,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":725},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ETN","price":436.11,"totalOi":86270,"analysisCoverage":1,"avgIvPct":105.9,"ivRank":93.9,"iv52wHighPct":110,"iv52wLowPct":42.5,"frontDte":7,"frontAtmIvPct":35.1663,"backAtmIvPct":40.7209,"termPremiumPp":-5.5546,"expectedMoveFrontPct":4.87,"straddleFrontPct":3.68,"straddle30dPct":8.21,"riskReversalFrontPp":-6.89,"riskReversal30dPp":-1.84,"butterflyFrontPp":-2.05,"butterfly30dPp":1.97,"putCallOiRatio":1.313,"putCallOiFrontRatio":3.66,"putCallVolumeFrontRatio":0.426,"optionVolume":5634,"volumeOiRatio":0.065307,"netDeltaNormalized":0.095292,"dealerDeltaNormalized":-0.092532,"gexPer100kOi":10254780.25965,"vannaPer100kOi":2945.403964,"charmPer100kOi":-1366048.452533,"weekendDeltaShiftPer100kOi":-4098146.51675,"ivSurfaceRangePp":80.4,"gammaFlipDistancePct":7.617344,"maxPainDistancePct":-3.694022,"peakCallDistancePct":3.184976,"peakPutDistancePct":-8.280021},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ETN.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."}