{"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/EXC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EXC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXC.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":"EXC","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":40.72999954223633,"previous_close":40.470001220703125,"delta_neutral":42.010472976338875,"gamma_neutral":39.901714608281864,"gamma_max":46.82008721360458,"total_open_interest":42780,"previous_open_interest":44459,"listed_contracts":207,"listed_calls":120,"listed_puts":95,"gamma_max_distance_pct":14.952339159868963,"delta_neutral_distance_pct":3.1438091050669343,"gamma_neutral_distance_pct":-2.033599173247096,"open_interest_change_1d_pct":-3.7765131919296433,"call_open_interest":27512,"put_open_interest":15268,"put_call_open_interest_ratio":0.5549578365804013,"nearest_expiration_max_pain":43,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.573288689605114,"all_expiration_max_pain":43,"net_gamma_exposure":156256.28866153097,"net_gamma_exposure_per_100k_open_interest":365255.46671699616,"gamma_exposure_flip":39.901714608281864,"gamma_exposure_flip_distance_pct":-2.033599173247096,"call_wall":45,"call_wall_distance_pct":10.483674210051863,"put_wall":43,"put_wall_distance_pct":5.573288689605114,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1078},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EXC","price":40.73,"totalOi":42780,"analysisCoverage":1,"avgIvPct":31.3,"ivRank":19.4,"iv52wHighPct":47.11,"iv52wLowPct":27.5,"frontDte":14,"frontAtmIvPct":22.1091,"backAtmIvPct":22.0526,"termPremiumPp":0.0565,"expectedMoveFrontPct":4.33,"straddleFrontPct":2.95,"straddle30dPct":2.95,"riskReversalFrontPp":2.91,"riskReversal30dPp":2.91,"butterflyFrontPp":-1.28,"butterfly30dPp":-1.28,"putCallOiRatio":0.555,"putCallOiFrontRatio":0.423,"putCallVolumeFrontRatio":0.164,"optionVolume":1054,"volumeOiRatio":0.024638,"netDeltaNormalized":-0.067731,"dealerDeltaNormalized":0.067675,"gexPer100kOi":647023.492286,"vannaPer100kOi":3457.223001,"charmPer100kOi":-1110790.088827,"weekendDeltaShiftPer100kOi":-3332370.26648,"ivSurfaceRangePp":153,"gammaFlipDistancePct":19.813405,"maxPainDistancePct":5.573288,"peakCallDistancePct":5.573288,"peakPutDistancePct":3.118095},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXC.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."}