{"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/ESS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ESS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESS.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":"ESS","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":269.42999267578125,"previous_close":269.6600036621094,"delta_neutral":263.5556369333757,"gamma_neutral":251.34162338335852,"gamma_max":281.05178138007903,"total_open_interest":725,"previous_open_interest":2747,"listed_contracts":64,"listed_calls":34,"listed_puts":31,"gamma_max_distance_pct":4.313472523559347,"delta_neutral_distance_pct":-2.1802902060256018,"gamma_neutral_distance_pct":-6.713569307107312,"open_interest_change_1d_pct":-73.60757189661449,"call_open_interest":471,"put_open_interest":254,"put_call_open_interest_ratio":0.5392781316348195,"nearest_expiration_max_pain":270,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.2115604571554395,"all_expiration_max_pain":280,"net_gamma_exposure":126609.96472311406,"net_gamma_exposure_per_100k_open_interest":17463443.410084695,"gamma_exposure_flip":251.34162338335852,"gamma_exposure_flip_distance_pct":-6.713569307107312,"call_wall":280,"call_wall_distance_pct":3.9230997333463815,"put_wall":270,"put_wall_distance_pct":0.2115604571554395,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3736},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":269.43,"totalOi":2659,"analysisCoverage":0.8333,"avgIvPct":607.3,"ivRank":100,"iv52wHighPct":607.3,"iv52wLowPct":36.1,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.215,"putCallOiFrontRatio":0.343,"putCallVolumeFrontRatio":0.003,"optionVolume":412,"volumeOiRatio":0.154945,"netDeltaNormalized":0.13895,"dealerDeltaNormalized":-0.138849,"gexPer100kOi":137937072.583678,"vannaPer100kOi":526.513727,"charmPer100kOi":-246521.24859,"weekendDeltaShiftPer100kOi":-739563.745769,"ivSurfaceRangePp":24,"gammaFlipDistancePct":-3.262443,"maxPainDistancePct":0.211558,"peakCallDistancePct":0.211558,"peakPutDistancePct":-10.92306},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ESS.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."}