{"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/ICE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ICE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ICE.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":"ICE","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":150.14999389648438,"previous_close":151.47000122070312,"delta_neutral":141.78603411278888,"gamma_neutral":130.32830421947688,"gamma_max":163.27459750854285,"total_open_interest":44794,"previous_open_interest":47529,"listed_contracts":406,"listed_calls":243,"listed_puts":212,"gamma_max_distance_pct":8.740995101942378,"delta_neutral_distance_pct":-5.570403012777829,"gamma_neutral_distance_pct":-13.201259062769502,"open_interest_change_1d_pct":-5.754381535483599,"call_open_interest":31060,"put_open_interest":13734,"put_call_open_interest_ratio":0.44217643271088214,"nearest_expiration_max_pain":155,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":3.230107426350807,"all_expiration_max_pain":145,"net_gamma_exposure":2194318.1609305837,"net_gamma_exposure_per_100k_open_interest":4898687.683463374,"gamma_exposure_flip":130.32830421947688,"gamma_exposure_flip_distance_pct":-13.201259062769502,"call_wall":160,"call_wall_distance_pct":6.560110891716962,"put_wall":155,"put_wall_distance_pct":3.230107426350807,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1047},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ICE","price":150.15,"totalOi":48127,"analysisCoverage":1,"avgIvPct":61.6,"ivRank":64.2,"iv52wHighPct":76.4,"iv52wLowPct":35.1,"frontDte":7,"frontAtmIvPct":27.2954,"backAtmIvPct":27.1018,"termPremiumPp":0.1936,"expectedMoveFrontPct":3.78,"straddleFrontPct":3.86,"straddle30dPct":3.81,"riskReversalFrontPp":-1.79,"riskReversal30dPp":-0.57,"butterflyFrontPp":2.67,"butterfly30dPp":2.67,"putCallOiRatio":0.5,"putCallOiFrontRatio":0.379,"putCallVolumeFrontRatio":0.963,"optionVolume":4105,"volumeOiRatio":0.085295,"netDeltaNormalized":0.126649,"dealerDeltaNormalized":-0.125341,"gexPer100kOi":-3343220.105138,"vannaPer100kOi":2343.798699,"charmPer100kOi":95455.773267,"weekendDeltaShiftPer100kOi":286369.397635,"ivSurfaceRangePp":60.4,"gammaFlipDistancePct":-13.606394,"maxPainDistancePct":-1.431901,"peakCallDistancePct":6.560107,"peakPutDistancePct":-7.425907},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ICE.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."}