{"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/KEP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/KEP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KEP.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":"KEP","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":10.630000114440918,"previous_close":10.6899995803833,"delta_neutral":11.166006802830488,"gamma_neutral":11.913908877394615,"gamma_max":14.504363838459746,"total_open_interest":1500,"previous_open_interest":1915,"listed_contracts":25,"listed_calls":19,"listed_puts":11,"gamma_max_distance_pct":36.44744762284134,"delta_neutral_distance_pct":5.042395885409272,"gamma_neutral_distance_pct":12.078163209137687,"open_interest_change_1d_pct":-21.671018276762403,"call_open_interest":684,"put_open_interest":816,"put_call_open_interest_ratio":1.1929824561403508,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.92662377853655,"all_expiration_max_pain":12.5,"net_gamma_exposure":-29598.65905205482,"net_gamma_exposure_per_100k_open_interest":-1973243.9368036548,"gamma_exposure_flip":11.913908877394615,"gamma_exposure_flip_distance_pct":12.078163209137687,"call_wall":12.5,"call_wall_distance_pct":17.59172027682931,"put_wall":10,"put_wall_distance_pct":-5.92662377853655,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3265},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":10.63,"totalOi":1921,"analysisCoverage":0.8333,"avgIvPct":379.7,"ivRank":63.4,"iv52wHighPct":558,"iv52wLowPct":70.7,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-8.93,"riskReversal30dPp":-8.93,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.762,"putCallOiFrontRatio":0.077,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.001562,"netDeltaNormalized":0.047813,"dealerDeltaNormalized":-0.045976,"gexPer100kOi":-102045.809474,"vannaPer100kOi":2758.979698,"charmPer100kOi":-40135.346174,"weekendDeltaShiftPer100kOi":-120406.038522,"ivSurfaceRangePp":42.5,"gammaFlipDistancePct":null,"maxPainDistancePct":-5.926623,"peakCallDistancePct":-5.926623,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KEP.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."}