{"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/ESLT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESLT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESLT.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":"ESLT","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":755.4299926757812,"previous_close":741.6099853515625,"delta_neutral":719.4415912549117,"gamma_neutral":675.5896763891403,"gamma_max":886.9445569490379,"total_open_interest":4458,"previous_open_interest":5592,"listed_contracts":257,"listed_calls":170,"listed_puts":114,"gamma_max_distance_pct":17.40923256269236,"delta_neutral_distance_pct":-4.763962480943644,"gamma_neutral_distance_pct":-10.568857082817354,"open_interest_change_1d_pct":-20.278969957081543,"call_open_interest":2729,"put_open_interest":1729,"put_call_open_interest_ratio":0.6335654085745694,"nearest_expiration_max_pain":740,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.0425443555831335,"all_expiration_max_pain":740,"net_gamma_exposure":127455.53870995251,"net_gamma_exposure_per_100k_open_interest":2859029.580752636,"gamma_exposure_flip":675.5896763891403,"gamma_exposure_flip_distance_pct":-10.568857082817354,"call_wall":850,"call_wall_distance_pct":12.518699051019375,"put_wall":830,"put_wall_distance_pct":9.871200249818918,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2526},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":755.43,"totalOi":5627,"analysisCoverage":1,"avgIvPct":183.6,"ivRank":100,"iv52wHighPct":183.6,"iv52wLowPct":43.8,"frontDte":35,"termPremiumPp":3.2588,"riskReversalFrontPp":4.18,"riskReversal30dPp":4.18,"butterflyFrontPp":0.61,"butterfly30dPp":0.61,"putCallOiRatio":0.675,"putCallOiFrontRatio":0.76,"putCallVolumeFrontRatio":1.636,"optionVolume":48,"volumeOiRatio":0.00853,"netDeltaNormalized":0.072495,"dealerDeltaNormalized":-0.069238,"gexPer100kOi":23090479.651679,"vannaPer100kOi":1208.459215,"charmPer100kOi":282477.34139,"weekendDeltaShiftPer100kOi":847414.25271,"ivSurfaceRangePp":31.5,"gammaFlipDistancePct":11.794607,"maxPainDistancePct":-3.366295,"peakCallDistancePct":-2.042545,"peakPutDistancePct":-6.013793},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESLT.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."}