{"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/ICUI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ICUI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ICUI.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":"ICUI","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":159.3800048828125,"previous_close":157.17999267578125,"delta_neutral":150.22913810446866,"gamma_neutral":134.7646900146533,"gamma_max":181.9870544367957,"total_open_interest":3252,"previous_open_interest":3249,"listed_contracts":39,"listed_calls":30,"listed_puts":18,"gamma_max_distance_pct":14.184369972008406,"delta_neutral_distance_pct":-5.741540028858831,"gamma_neutral_distance_pct":-15.444418442738868,"open_interest_change_1d_pct":0.09233610341643582,"call_open_interest":3157,"put_open_interest":95,"put_call_open_interest_ratio":0.030091859360152042,"nearest_expiration_max_pain":165,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.526160713396715,"all_expiration_max_pain":105,"net_gamma_exposure":8492.193663062239,"net_gamma_exposure_per_100k_open_interest":261137.566514829,"gamma_exposure_flip":134.7646900146533,"gamma_exposure_flip_distance_pct":-15.444418442738868,"call_wall":155,"call_wall_distance_pct":-2.748152057112177,"put_wall":165,"put_wall_distance_pct":3.526160713396715,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2867},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ICUI","price":159.38,"totalOi":3252,"analysisCoverage":0.6667,"avgIvPct":51.8,"ivRank":20.3,"iv52wHighPct":79.25,"iv52wLowPct":44.8,"frontDte":14,"frontAtmIvPct":36.3038,"backAtmIvPct":42.5768,"termPremiumPp":-6.273,"expectedMoveFrontPct":7.11,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.03,"putCallOiFrontRatio":0.65,"putCallVolumeFrontRatio":0,"optionVolume":502,"volumeOiRatio":0.154367,"netDeltaNormalized":0.204748,"dealerDeltaNormalized":-0.014988,"gexPer100kOi":490436.03936,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":35.3,"gammaFlipDistancePct":-4.373196,"maxPainDistancePct":-34.119714,"peakCallDistancePct":6.66332,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ICUI.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."}