{"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/ES","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ES.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ES.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":"ES","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":66.8499984741211,"previous_close":65.98999786376953,"delta_neutral":64.22172852433339,"gamma_neutral":60.40194926359253,"gamma_max":69.99018496381748,"total_open_interest":3686,"previous_open_interest":8396,"listed_contracts":43,"listed_calls":24,"listed_puts":22,"gamma_max_distance_pct":4.697362096293864,"delta_neutral_distance_pct":-3.9315931335513206,"gamma_neutral_distance_pct":-9.645548777424025,"open_interest_change_1d_pct":-56.0981419723678,"call_open_interest":2560,"put_open_interest":1126,"put_call_open_interest_ratio":0.43984375,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.7673874590098357,"all_expiration_max_pain":65,"net_gamma_exposure":555244.0403087786,"net_gamma_exposure_per_100k_open_interest":15063593.063179018,"gamma_exposure_flip":60.40194926359253,"gamma_exposure_flip_distance_pct":-9.645548777424025,"call_wall":70,"call_wall_distance_pct":4.7120442749124845,"put_wall":65,"put_wall_distance_pct":-2.7673874590098357,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2655},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":66.85,"totalOi":8426,"analysisCoverage":0.9444,"avgIvPct":481.4,"ivRank":79.4,"iv52wHighPct":596.7,"iv52wLowPct":37.5,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":3.93,"riskReversal30dPp":3.93,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.324,"putCallOiFrontRatio":0.204,"putCallVolumeFrontRatio":0.005,"optionVolume":1290,"volumeOiRatio":0.153098,"netDeltaNormalized":0.080779,"dealerDeltaNormalized":-0.080481,"gexPer100kOi":8654131.616425,"vannaPer100kOi":2112.508901,"charmPer100kOi":-28708.758604,"weekendDeltaShiftPer100kOi":-86138.14384,"ivSurfaceRangePp":37.4,"gammaFlipDistancePct":0.359013,"maxPainDistancePct":4.712042,"peakCallDistancePct":-2.76739,"peakPutDistancePct":-10.246821},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ES.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."}