{"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/EPAM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EPAM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EPAM.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":"EPAM","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":122.19000244140625,"previous_close":122.26000213623047,"delta_neutral":117.33080744292845,"gamma_neutral":118.25082203263521,"gamma_max":148.95502130774938,"total_open_interest":10766,"previous_open_interest":15120,"listed_contracts":161,"listed_calls":110,"listed_puts":79,"gamma_max_distance_pct":21.90442616545306,"delta_neutral_distance_pct":-3.976753336106964,"gamma_neutral_distance_pct":-3.2238156396305757,"open_interest_change_1d_pct":-28.796296296296298,"call_open_interest":4953,"put_open_interest":5813,"put_call_open_interest_ratio":1.1736321421360791,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.884280463006022,"all_expiration_max_pain":105,"net_gamma_exposure":64429.46137654004,"net_gamma_exposure_per_100k_open_interest":598453.1058567717,"gamma_exposure_flip":118.25082203263521,"gamma_exposure_flip_distance_pct":-3.2238156396305757,"call_wall":135,"call_wall_distance_pct":10.483670760819017,"put_wall":95,"put_wall_distance_pct":-22.252231686831063,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1907},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":122.19,"totalOi":15220,"analysisCoverage":1,"avgIvPct":381.1,"ivRank":100,"iv52wHighPct":381.1,"iv52wLowPct":66.3,"frontDte":35,"termPremiumPp":7.3754,"riskReversalFrontPp":1.9,"riskReversal30dPp":1.9,"butterflyFrontPp":-0.85,"butterfly30dPp":-0.85,"putCallOiRatio":0.959,"putCallOiFrontRatio":0.181,"putCallVolumeFrontRatio":0.75,"optionVolume":135,"volumeOiRatio":0.00887,"netDeltaNormalized":0.06819,"dealerDeltaNormalized":-0.05897,"gexPer100kOi":1120398.291721,"vannaPer100kOi":2325.886991,"charmPer100kOi":-223396.846255,"weekendDeltaShiftPer100kOi":-670183.968463,"ivSurfaceRangePp":20.7,"gammaFlipDistancePct":21.53204,"maxPainDistancePct":-9.976266,"peakCallDistancePct":-1.792291,"peakPutDistancePct":-1.792291},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EPAM.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."}