{"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/ESNT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESNT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESNT.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":"ESNT","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":64.69999694824219,"previous_close":63.7599983215332,"delta_neutral":66.50380277049067,"gamma_neutral":64.69999694824219,"gamma_max":90,"total_open_interest":1198,"previous_open_interest":3441,"listed_contracts":20,"listed_calls":11,"listed_puts":10,"gamma_max_distance_pct":39.103561429835864,"delta_neutral_distance_pct":2.787953488918186,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-65.18453937808776,"call_open_interest":282,"put_open_interest":916,"put_call_open_interest_ratio":3.24822695035461,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-7.264292380109424,"all_expiration_max_pain":65,"net_gamma_exposure":-48346.28085217455,"net_gamma_exposure_per_100k_open_interest":-4035582.7088626497,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":65,"call_wall_distance_pct":0.4636832548814566,"put_wall":55,"put_wall_distance_pct":-14.992268015100304,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3417},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":64.7,"totalOi":3245,"analysisCoverage":0.8889,"avgIvPct":918.6,"ivRank":94.1,"iv52wHighPct":972.1,"iv52wLowPct":61.1,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":9.44,"riskReversal30dPp":9.44,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.077,"putCallOiFrontRatio":0.476,"putCallVolumeFrontRatio":0,"optionVolume":109,"volumeOiRatio":0.03359,"netDeltaNormalized":0.015515,"dealerDeltaNormalized":-0.015501,"gexPer100kOi":94748276.117103,"vannaPer100kOi":2218.798151,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":32.1,"gammaFlipDistancePct":-6.738794,"maxPainDistancePct":0.463679,"peakCallDistancePct":0.463679,"peakPutDistancePct":-45.904173},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESNT.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."}