{"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/ERX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ERX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ERX.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":"ERX","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":122.97000122070312,"previous_close":117.11000061035156,"delta_neutral":114.18774936992305,"gamma_neutral":148.32512797233372,"gamma_max":170.38111994433868,"total_open_interest":8681,"previous_open_interest":11013,"listed_contracts":178,"listed_calls":117,"listed_puts":108,"gamma_max_distance_pct":38.55502826135896,"delta_neutral_distance_pct":-7.1417839827600975,"gamma_neutral_distance_pct":20.6189529966125,"open_interest_change_1d_pct":-21.174975029510577,"call_open_interest":4624,"put_open_interest":4057,"put_call_open_interest_ratio":0.8773788927335641,"nearest_expiration_max_pain":111,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-9.734082379343642,"all_expiration_max_pain":96,"net_gamma_exposure":-65189.19603120058,"net_gamma_exposure_per_100k_open_interest":-750941.0900956178,"gamma_exposure_flip":148.32512797233372,"gamma_exposure_flip_distance_pct":20.6189529966125,"call_wall":120,"call_wall_distance_pct":-2.415224193885019,"put_wall":100,"put_wall_distance_pct":-18.679353494904184,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":2069},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":122.97,"totalOi":11214,"analysisCoverage":1,"avgIvPct":346.1,"ivRank":100,"iv52wHighPct":346.1,"iv52wLowPct":56.2,"frontDte":35,"termPremiumPp":4.587,"riskReversalFrontPp":11.19,"riskReversal30dPp":11.19,"butterflyFrontPp":-3.3,"butterfly30dPp":-3.3,"putCallOiRatio":0.931,"putCallOiFrontRatio":0.627,"putCallVolumeFrontRatio":0.279,"optionVolume":932,"volumeOiRatio":0.08311,"netDeltaNormalized":0.160551,"dealerDeltaNormalized":-0.119847,"gexPer100kOi":-751005.261281,"vannaPer100kOi":775.815944,"charmPer100kOi":-43303.01409,"weekendDeltaShiftPer100kOi":-129900.124844,"ivSurfaceRangePp":20.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-21.932179,"peakCallDistancePct":-14.61332,"peakPutDistancePct":-1.602017},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ERX.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."}