{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/IBOT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IBOT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IBOT.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"IBOT","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":66.51000213623047,"previous_close":65.23999786376953,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":40,"previous_open_interest":40,"listed_contracts":15,"listed_calls":11,"listed_puts":4,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":35,"put_open_interest":5,"put_call_open_interest_ratio":0.14285714285714285,"nearest_expiration_max_pain":56,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-15.802137721636427,"all_expiration_max_pain":55,"net_gamma_exposure":5668.861223981676,"net_gamma_exposure_per_100k_open_interest":14172153.059954189,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":55,"call_wall_distance_pct":-17.305670976607207,"put_wall":60,"put_wall_distance_pct":-9.788004701753316,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5034},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IBOT","price":66.51,"totalOi":40,"analysisCoverage":0.6111,"avgIvPct":35.1,"ivRank":19.4,"iv52wHighPct":78.75,"iv52wLowPct":24.6,"frontDte":14,"frontAtmIvPct":23.0792,"backAtmIvPct":22.3735,"termPremiumPp":0.7057,"expectedMoveFrontPct":4.52,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.143,"putCallOiFrontRatio":0.167,"putCallVolumeFrontRatio":0,"optionVolume":5,"volumeOiRatio":0.125,"netDeltaNormalized":0.50925,"dealerDeltaNormalized":-0.50925,"gexPer100kOi":8108375,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":-6.795971,"maxPainDistancePct":-17.305668,"peakCallDistancePct":15.772064,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IBOT.json?date=2026-10-02","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."}