{"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/KEP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/KEP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KEP.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":"KEP","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":11.079999923706055,"previous_close":10.970000267028809,"delta_neutral":10.72003281574234,"gamma_neutral":10.688162520411634,"gamma_max":14.606274181972243,"total_open_interest":1730,"previous_open_interest":1681,"listed_contracts":30,"listed_calls":21,"listed_puts":14,"gamma_max_distance_pct":31.82558016739331,"delta_neutral_distance_pct":-3.248800635761314,"gamma_neutral_distance_pct":-3.5364386822428635,"open_interest_change_1d_pct":2.9149315883402735,"call_open_interest":915,"put_open_interest":815,"put_call_open_interest_ratio":0.8907103825136612,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-9.74729179731632,"all_expiration_max_pain":10,"net_gamma_exposure":5943.131707768207,"net_gamma_exposure_per_100k_open_interest":343533.624726486,"gamma_exposure_flip":10.688162520411634,"gamma_exposure_flip_distance_pct":-3.5364386822428635,"call_wall":12.5,"call_wall_distance_pct":12.815885253354601,"put_wall":10,"put_wall_distance_pct":-9.74729179731632,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3324},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"KEP","price":11.08,"totalOi":1730,"analysisCoverage":0.8333,"avgIvPct":84.4,"ivRank":26.7,"iv52wHighPct":121.96,"iv52wLowPct":70.7,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-15.9,"riskReversal30dPp":-15.9,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.891,"putCallOiFrontRatio":0.047,"putCallVolumeFrontRatio":0,"optionVolume":14,"volumeOiRatio":0.008092,"netDeltaNormalized":0.059749,"dealerDeltaNormalized":-0.059058,"gexPer100kOi":29445.66474,"vannaPer100kOi":3583.815029,"charmPer100kOi":-1109075.144509,"weekendDeltaShiftPer100kOi":-3327167.630058,"ivSurfaceRangePp":122.2,"gammaFlipDistancePct":33.754513,"maxPainDistancePct":-9.747292,"peakCallDistancePct":12.815884,"peakPutDistancePct":12.815884},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KEP.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."}