{"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/ELE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ELE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELE.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":"ELE","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":16.709999084472656,"previous_close":16.760000228881836,"delta_neutral":13.245507424470668,"gamma_neutral":7.310652139609794,"gamma_max":18.010404583767276,"total_open_interest":11219,"previous_open_interest":11919,"listed_contracts":39,"listed_calls":22,"listed_puts":20,"gamma_max_distance_pct":7.7821997040262465,"delta_neutral_distance_pct":-20.73304518144037,"gamma_neutral_distance_pct":-56.249835187585184,"open_interest_change_1d_pct":-5.872975920798725,"call_open_interest":9648,"put_open_interest":1571,"put_call_open_interest_ratio":0.16283167495854062,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.727713697252276,"all_expiration_max_pain":17.5,"net_gamma_exposure":826997.5830287208,"net_gamma_exposure_per_100k_open_interest":7371401.934474737,"gamma_exposure_flip":7.310652139609794,"gamma_exposure_flip_distance_pct":-56.249835187585184,"call_wall":22.5,"call_wall_distance_pct":34.64991761075293,"put_wall":17.5,"put_wall_distance_pct":4.727713697252276,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1876},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.71,"totalOi":12659,"analysisCoverage":0.9444,"avgIvPct":462.2,"ivRank":90.1,"iv52wHighPct":506,"iv52wLowPct":64.2,"frontDte":35,"termPremiumPp":-2.4925,"riskReversalFrontPp":2.83,"riskReversal30dPp":2.83,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.15,"putCallOiFrontRatio":0.375,"putCallVolumeFrontRatio":0,"optionVolume":290,"volumeOiRatio":0.022909,"netDeltaNormalized":0.212397,"dealerDeltaNormalized":-0.212396,"gexPer100kOi":1238355.636306,"vannaPer100kOi":6627.695711,"charmPer100kOi":-32498.617584,"weekendDeltaShiftPer100kOi":-97495.852753,"ivSurfaceRangePp":48,"gammaFlipDistancePct":-4.248953,"maxPainDistancePct":4.727708,"peakCallDistancePct":49.611011,"peakPutDistancePct":4.727708},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELE.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."}