{"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/ELS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ELS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELS.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":"ELS","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":61.209999084472656,"previous_close":60.25,"delta_neutral":57.32322889521488,"gamma_neutral":52.57765988824365,"gamma_max":64.9988758866735,"total_open_interest":382,"previous_open_interest":386,"listed_contracts":27,"listed_calls":18,"listed_puts":10,"gamma_max_distance_pct":6.189963827596238,"delta_neutral_distance_pct":-6.349894212371822,"gamma_neutral_distance_pct":-14.102825233367467,"open_interest_change_1d_pct":-1.0362694300518136,"call_open_interest":218,"put_open_interest":164,"put_call_open_interest_ratio":0.7522935779816514,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-10.14539973428617,"all_expiration_max_pain":60,"net_gamma_exposure":21157.326748154082,"net_gamma_exposure_per_100k_open_interest":5538567.2115586605,"gamma_exposure_flip":52.57765988824365,"gamma_exposure_flip_distance_pct":-14.102825233367467,"call_wall":65,"call_wall_distance_pct":6.191800314025435,"put_wall":60,"put_wall_distance_pct":-1.976799710130368,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4084},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":61.21,"totalOi":397,"analysisCoverage":0.7778,"avgIvPct":169.2,"ivRank":100,"iv52wHighPct":169.2,"iv52wLowPct":29.2,"frontDte":35,"termPremiumPp":8.358,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.772,"putCallOiFrontRatio":0.571,"putCallVolumeFrontRatio":0,"optionVolume":10,"volumeOiRatio":0.025189,"netDeltaNormalized":0.084169,"dealerDeltaNormalized":-0.077809,"gexPer100kOi":2996206.549118,"vannaPer100kOi":1259.445844,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":40.1,"gammaFlipDistancePct":3.055056,"maxPainDistancePct":-1.976801,"peakCallDistancePct":-1.976801,"peakPutDistancePct":-10.145401},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ELS.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."}