{"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/EXLS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EXLS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXLS.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":"EXLS","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":39.51499938964844,"previous_close":39.099998474121094,"delta_neutral":34.320290302132214,"gamma_neutral":31.340419779984625,"gamma_max":41.98922165008148,"total_open_interest":3055,"previous_open_interest":14117,"listed_contracts":25,"listed_calls":21,"listed_puts":13,"gamma_max_distance_pct":6.261476144881849,"delta_neutral_distance_pct":-13.14617023346597,"gamma_neutral_distance_pct":-20.687282641854903,"open_interest_change_1d_pct":-78.35942480697032,"call_open_interest":1758,"put_open_interest":1297,"put_call_open_interest_ratio":0.7377701934015927,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":1.2273835703983735,"all_expiration_max_pain":35,"net_gamma_exposure":157133.5251304095,"net_gamma_exposure_per_100k_open_interest":5143486.910979034,"gamma_exposure_flip":31.340419779984625,"gamma_exposure_flip_distance_pct":-20.687282641854903,"call_wall":45,"call_wall_distance_pct":13.880806516698172,"put_wall":35,"put_wall_distance_pct":-11.426039375901423,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2790},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":39.51,"totalOi":14252,"analysisCoverage":0.9444,"avgIvPct":385.8,"ivRank":100,"iv52wHighPct":385.8,"iv52wLowPct":45.4,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":0.96,"riskReversal30dPp":0.96,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.31,"putCallOiFrontRatio":1.014,"putCallVolumeFrontRatio":0.343,"optionVolume":146,"volumeOiRatio":0.010244,"netDeltaNormalized":0.013593,"dealerDeltaNormalized":-0.013269,"gexPer100kOi":-1301275.119282,"vannaPer100kOi":631.490317,"charmPer100kOi":-10728.318832,"weekendDeltaShiftPer100kOi":-32184.956497,"ivSurfaceRangePp":28.4,"gammaFlipDistancePct":null,"maxPainDistancePct":-11.414832,"peakCallDistancePct":1.240192,"peakPutDistancePct":-11.414832},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXLS.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."}