{"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/EXLS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EXLS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXLS.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":"EXLS","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":35.75,"previous_close":36.47999954223633,"delta_neutral":37.67227991741265,"gamma_neutral":40.900421090057634,"gamma_max":43.89592946306081,"total_open_interest":13528,"previous_open_interest":13500,"listed_contracts":30,"listed_calls":24,"listed_puts":16,"gamma_max_distance_pct":22.785816679890377,"delta_neutral_distance_pct":5.3770067619934325,"gamma_neutral_distance_pct":14.406772279881494,"open_interest_change_1d_pct":0.2074074074074074,"call_open_interest":2288,"put_open_interest":11240,"put_call_open_interest_ratio":4.9125874125874125,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.097902097902098,"all_expiration_max_pain":35,"net_gamma_exposure":-3034171.1948586344,"net_gamma_exposure_per_100k_open_interest":-22428823.143544015,"gamma_exposure_flip":40.900421090057634,"gamma_exposure_flip_distance_pct":14.406772279881494,"call_wall":35,"call_wall_distance_pct":-2.097902097902098,"put_wall":35,"put_wall_distance_pct":-2.097902097902098,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1848},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EXLS","price":35.75,"totalOi":13528,"analysisCoverage":0.9444,"avgIvPct":86.3,"ivRank":98.7,"iv52wHighPct":86.84,"iv52wLowPct":45.4,"frontDte":14,"frontAtmIvPct":56.83,"backAtmIvPct":43.7504,"termPremiumPp":13.0796,"expectedMoveFrontPct":11.13,"straddleFrontPct":8.67,"straddle30dPct":8.67,"riskReversalFrontPp":-23.62,"riskReversal30dPp":-23.62,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.913,"putCallOiFrontRatio":10.952,"putCallVolumeFrontRatio":0,"optionVolume":131,"volumeOiRatio":0.009684,"netDeltaNormalized":-0.113135,"dealerDeltaNormalized":0.113136,"gexPer100kOi":-8143924.748669,"vannaPer100kOi":2550.266115,"charmPer100kOi":1225620.934358,"weekendDeltaShiftPer100kOi":3676862.803075,"ivSurfaceRangePp":76,"gammaFlipDistancePct":null,"maxPainDistancePct":-2.097902,"peakCallDistancePct":11.888112,"peakPutDistancePct":-2.097902},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXLS.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."}