{"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/ESI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESI.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":"ESI","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":35.04999923706055,"previous_close":35.529998779296875,"delta_neutral":32.11928294589725,"gamma_neutral":30.45817098556092,"gamma_max":38.82988341054136,"total_open_interest":62820,"previous_open_interest":64334,"listed_contracts":110,"listed_calls":82,"listed_puts":41,"gamma_max_distance_pct":10.784263211863667,"delta_neutral_distance_pct":-8.361530256652534,"gamma_neutral_distance_pct":-13.100794155351656,"open_interest_change_1d_pct":-2.353343488668511,"call_open_interest":44456,"put_open_interest":18364,"put_call_open_interest_ratio":0.41308259852438367,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.14265117874148073,"all_expiration_max_pain":35,"net_gamma_exposure":5053683.273059207,"net_gamma_exposure_per_100k_open_interest":8044704.350619558,"gamma_exposure_flip":30.45817098556092,"gamma_exposure_flip_distance_pct":-13.100794155351656,"call_wall":35,"call_wall_distance_pct":-0.14265117874148073,"put_wall":30,"put_wall_distance_pct":-14.407986724635554,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":815},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":35.05,"totalOi":74359,"analysisCoverage":1,"avgIvPct":280.6,"ivRank":91.9,"iv52wHighPct":300.3,"iv52wLowPct":55.8,"frontDte":35,"termPremiumPp":6.1025,"riskReversalFrontPp":8,"riskReversal30dPp":8,"butterflyFrontPp":0.52,"butterfly30dPp":0.52,"putCallOiRatio":0.605,"putCallOiFrontRatio":0.452,"putCallVolumeFrontRatio":24.357,"optionVolume":1071,"volumeOiRatio":0.014403,"netDeltaNormalized":0.125915,"dealerDeltaNormalized":-0.125915,"gexPer100kOi":2309321.359889,"vannaPer100kOi":2093.89583,"charmPer100kOi":-351071.154803,"weekendDeltaShiftPer100kOi":-1053214.809236,"ivSurfaceRangePp":84.6,"gammaFlipDistancePct":-0.656205,"maxPainDistancePct":-0.142653,"peakCallDistancePct":5.563481,"peakPutDistancePct":-0.142653},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESI.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."}