{"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/ETHE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ETHE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ETHE.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":"ETHE","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":19.34000015258789,"previous_close":19.639999389648438,"delta_neutral":12.196788677605607,"gamma_neutral":19.34000015258789,"gamma_max":21.793674039004838,"total_open_interest":66220,"previous_open_interest":71434,"listed_contracts":286,"listed_calls":212,"listed_puts":110,"gamma_max_distance_pct":12.687041711778996,"delta_neutral_distance_pct":-36.93490909319589,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-7.299045272559286,"call_open_interest":54255,"put_open_interest":11965,"put_call_open_interest_ratio":0.22053266980001843,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":3.4126155232930264,"all_expiration_max_pain":10,"net_gamma_exposure":2366518.270980618,"net_gamma_exposure_per_100k_open_interest":3573721.3394452096,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":22,"call_wall_distance_pct":13.753877075622329,"put_wall":20,"put_wall_distance_pct":3.4126155232930264,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":789},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":19.34,"totalOi":72088,"analysisCoverage":1,"avgIvPct":451.7,"ivRank":100,"iv52wHighPct":451.7,"iv52wLowPct":82.41,"frontDte":7,"termPremiumPp":-3.442,"riskReversalFrontPp":-108.64,"riskReversal30dPp":-108.64,"butterflyFrontPp":-6.67,"butterfly30dPp":-6.67,"putCallOiRatio":0.233,"putCallOiFrontRatio":2.591,"putCallVolumeFrontRatio":75,"optionVolume":564,"volumeOiRatio":0.007824,"netDeltaNormalized":0.308652,"dealerDeltaNormalized":-0.298813,"gexPer100kOi":770977.707802,"vannaPer100kOi":846.187992,"charmPer100kOi":-4273.942959,"weekendDeltaShiftPer100kOi":-12823.216069,"ivSurfaceRangePp":248.1,"gammaFlipDistancePct":-53.050672,"maxPainDistancePct":-48.293692,"peakCallDistancePct":24.09514,"peakPutDistancePct":0.827301},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ETHE.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."}