{"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/EPOL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EPOL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EPOL.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":"EPOL","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":44.560001373291016,"previous_close":44.45000076293945,"delta_neutral":36.44239455032647,"gamma_neutral":31.843821325903626,"gamma_max":44.53126833261247,"total_open_interest":1375,"previous_open_interest":2600,"listed_contracts":41,"listed_calls":26,"listed_puts":16,"gamma_max_distance_pct":-0.06448168714772115,"delta_neutral_distance_pct":-18.217249938933325,"gamma_neutral_distance_pct":-28.53720748538708,"open_interest_change_1d_pct":-47.11538461538461,"call_open_interest":1260,"put_open_interest":115,"put_call_open_interest_ratio":0.09126984126984126,"nearest_expiration_max_pain":44,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.2567355386723056,"all_expiration_max_pain":41,"net_gamma_exposure":387302.0528478044,"net_gamma_exposure_per_100k_open_interest":28167422.025294866,"gamma_exposure_flip":31.843821325903626,"gamma_exposure_flip_distance_pct":-28.53720748538708,"call_wall":45,"call_wall_distance_pct":0.9874295627215056,"put_wall":44,"put_wall_distance_pct":-1.2567355386723056,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3324},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":44.56,"totalOi":2595,"analysisCoverage":0.8333,"avgIvPct":222.5,"ivRank":96,"iv52wHighPct":230.4,"iv52wLowPct":31.7,"frontDte":35,"termPremiumPp":0.9901,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.092,"putCallOiFrontRatio":0.004,"putCallVolumeFrontRatio":0,"optionVolume":27,"volumeOiRatio":0.010405,"netDeltaNormalized":0.389342,"dealerDeltaNormalized":-0.387395,"gexPer100kOi":13295475.915222,"vannaPer100kOi":578.034682,"charmPer100kOi":-621117.533719,"weekendDeltaShiftPer100kOi":-1863391.136802,"ivSurfaceRangePp":26,"gammaFlipDistancePct":-1.279174,"maxPainDistancePct":-7.989228,"peakCallDistancePct":-1.256732,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EPOL.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."}