{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/EGBN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EGBN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EGBN.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"EGBN","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":28.350000381469727,"previous_close":28.020000457763672,"delta_neutral":19.237192110490902,"gamma_neutral":14.803150978897094,"gamma_max":25.321493627535276,"total_open_interest":213,"previous_open_interest":351,"listed_contracts":20,"listed_calls":15,"listed_puts":9,"gamma_max_distance_pct":-10.682563362200021,"delta_neutral_distance_pct":-32.14394408592384,"gamma_neutral_distance_pct":-47.784300600670164,"open_interest_change_1d_pct":-39.31623931623932,"call_open_interest":197,"put_open_interest":16,"put_call_open_interest_ratio":0.08121827411167512,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-11.816579669816765,"all_expiration_max_pain":20,"net_gamma_exposure":23117.33056213012,"net_gamma_exposure_per_100k_open_interest":10853206.836680807,"gamma_exposure_flip":14.803150978897094,"gamma_exposure_flip_distance_pct":-47.784300600670164,"call_wall":25,"call_wall_distance_pct":-11.816579669816765,"put_wall":25,"put_wall_distance_pct":-11.816579669816765,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4352},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":28.35,"totalOi":352,"analysisCoverage":0.7222,"avgIvPct":362.4,"ivRank":100,"iv52wHighPct":362.4,"iv52wLowPct":48.7,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.239,"putCallOiFrontRatio":0.024,"putCallVolumeFrontRatio":0,"optionVolume":170,"volumeOiRatio":0.482955,"netDeltaNormalized":0.444719,"dealerDeltaNormalized":-0.337301,"gexPer100kOi":1446602.272727,"vannaPer100kOi":-1136.363636,"charmPer100kOi":-326988.636364,"weekendDeltaShiftPer100kOi":-980965.909091,"ivSurfaceRangePp":34,"gammaFlipDistancePct":-37.742504,"maxPainDistancePct":-11.816578,"peakCallDistancePct":-11.816578,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EGBN.json?date=2026-10-16&public_schema=4","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."}