{"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/XES","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/XES.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/XES.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":"XES","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":109.16000366210938,"previous_close":109.12999725341797,"delta_neutral":109.10279482493014,"gamma_neutral":60.390847520606314,"gamma_max":123.3015952947562,"total_open_interest":850,"previous_open_interest":804,"listed_contracts":89,"listed_calls":57,"listed_puts":35,"gamma_max_distance_pct":12.954920445422744,"delta_neutral_distance_pct":-0.052408240436043224,"gamma_neutral_distance_pct":-44.67676301336674,"open_interest_change_1d_pct":5.721393034825871,"call_open_interest":599,"put_open_interest":251,"put_call_open_interest_ratio":0.41903171953255425,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.3499415005220925,"all_expiration_max_pain":117,"net_gamma_exposure":49004.22839330597,"net_gamma_exposure_per_100k_open_interest":5765203.340388939,"gamma_exposure_flip":60.390847520606314,"gamma_exposure_flip_distance_pct":-44.67676301336674,"call_wall":135,"call_wall_distance_pct":23.67167045713463,"put_wall":110,"put_wall_distance_pct":0.7695092613689576,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":3777},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"XES","price":109.16,"totalOi":850,"analysisCoverage":0.8889,"avgIvPct":39.2,"ivRank":7.5,"iv52wHighPct":61.31,"iv52wLowPct":37.4,"frontDte":14,"frontAtmIvPct":37.7845,"backAtmIvPct":35.4015,"termPremiumPp":2.383,"expectedMoveFrontPct":7.4,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":0.7,"butterfly30dPp":0.7,"putCallOiRatio":0.419,"putCallOiFrontRatio":0.583,"putCallVolumeFrontRatio":0,"optionVolume":26,"volumeOiRatio":0.030588,"netDeltaNormalized":0.018694,"dealerDeltaNormalized":-0.018694,"gexPer100kOi":6699349.411765,"vannaPer100kOi":2000,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":17.2,"gammaFlipDistancePct":-33.528765,"maxPainDistancePct":7.182118,"peakCallDistancePct":0.769513,"peakPutDistancePct":-0.146574},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/XES.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."}