{"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/IE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IE.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":"IE","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":10.4399995803833,"previous_close":10,"delta_neutral":8.55472890202903,"gamma_neutral":10.4399995803833,"gamma_max":11.947872848759161,"total_open_interest":91368,"previous_open_interest":91434,"listed_contracts":73,"listed_calls":51,"listed_puts":36,"gamma_max_distance_pct":14.443231120517911,"delta_neutral_distance_pct":-18.058148985912638,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.07218321412166152,"call_open_interest":72928,"put_open_interest":18440,"put_call_open_interest_ratio":0.2528521281263712,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.214555537052487,"all_expiration_max_pain":10,"net_gamma_exposure":5712978.422962028,"net_gamma_exposure_per_100k_open_interest":6252712.572193797,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":12.5,"call_wall_distance_pct":19.73180557868439,"put_wall":10,"put_wall_distance_pct":-4.214555537052487,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":672},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IE","price":10.44,"totalOi":91368,"analysisCoverage":0.9444,"avgIvPct":126.3,"ivRank":51.3,"iv52wHighPct":156.6,"iv52wLowPct":94.4,"frontDte":14,"frontAtmIvPct":76.0797,"backAtmIvPct":76.2288,"termPremiumPp":-0.1491,"expectedMoveFrontPct":14.9,"straddleFrontPct":11.73,"straddle30dPct":11.73,"riskReversalFrontPp":-197.73,"riskReversal30dPp":-197.73,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.253,"putCallOiFrontRatio":0.171,"putCallVolumeFrontRatio":0.107,"optionVolume":1375,"volumeOiRatio":0.015049,"netDeltaNormalized":0.176552,"dealerDeltaNormalized":-0.175808,"gexPer100kOi":665020.510463,"vannaPer100kOi":2685.84187,"charmPer100kOi":-529225.768322,"weekendDeltaShiftPer100kOi":-1587676.210489,"ivSurfaceRangePp":41.7,"gammaFlipDistancePct":-18.965517,"maxPainDistancePct":-4.214559,"peakCallDistancePct":19.731801,"peakPutDistancePct":-4.214559},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IE.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."}