{"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/ERO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ERO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ERO.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":"ERO","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":34.15999984741211,"previous_close":34.75,"delta_neutral":25.235907665406682,"gamma_neutral":16.59139438586419,"gamma_max":35.27130866220736,"total_open_interest":80779,"previous_open_interest":101068,"listed_contracts":136,"listed_calls":89,"listed_puts":84,"gamma_max_distance_pct":3.2532459594827587,"delta_neutral_distance_pct":-26.124391750199315,"gamma_neutral_distance_pct":-51.43034408672247,"open_interest_change_1d_pct":-20.074603237424306,"call_open_interest":67763,"put_open_interest":13016,"put_call_open_interest_ratio":0.19208122426693033,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-12.17798555618923,"all_expiration_max_pain":30,"net_gamma_exposure":7085807.185532017,"net_gamma_exposure_per_100k_open_interest":8771843.15915277,"gamma_exposure_flip":16.59139438586419,"gamma_exposure_flip_distance_pct":-51.43034408672247,"call_wall":35,"call_wall_distance_pct":2.4590168511125663,"put_wall":30,"put_wall_distance_pct":-12.17798555618923,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":698},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":34.16,"totalOi":101316,"analysisCoverage":0.9444,"avgIvPct":332.1,"ivRank":100,"iv52wHighPct":332.1,"iv52wLowPct":69.8,"frontDte":35,"termPremiumPp":3.9007,"riskReversalFrontPp":1.52,"riskReversal30dPp":1.52,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.206,"putCallOiFrontRatio":0.306,"putCallVolumeFrontRatio":0.15,"optionVolume":2378,"volumeOiRatio":0.023471,"netDeltaNormalized":0.235489,"dealerDeltaNormalized":-0.233067,"gexPer100kOi":3680205.169963,"vannaPer100kOi":1207.114375,"charmPer100kOi":-250309.921434,"weekendDeltaShiftPer100kOi":-750930.751313,"ivSurfaceRangePp":27.9,"gammaFlipDistancePct":-20.491803,"maxPainDistancePct":-12.177986,"peakCallDistancePct":2.459016,"peakPutDistancePct":2.459016},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ERO.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."}