{"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/IEFA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IEFA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEFA.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":"IEFA","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":97.01000213623047,"previous_close":95.94999694824219,"delta_neutral":87.237855196152,"gamma_neutral":67.75288962539031,"gamma_max":101.93932273696296,"total_open_interest":1408,"previous_open_interest":1376,"listed_contracts":87,"listed_calls":57,"listed_puts":33,"gamma_max_distance_pct":5.08124986309173,"delta_neutral_distance_pct":-10.073339578279272,"gamma_neutral_distance_pct":-30.158861835457547,"open_interest_change_1d_pct":2.3255813953488373,"call_open_interest":1071,"put_open_interest":337,"put_call_open_interest_ratio":0.3146591970121382,"nearest_expiration_max_pain":97,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.010310417493263035,"all_expiration_max_pain":88,"net_gamma_exposure":227723.90606695888,"net_gamma_exposure_per_100k_open_interest":16173572.874073785,"gamma_exposure_flip":67.75288962539031,"gamma_exposure_flip_distance_pct":-30.158861835457547,"call_wall":104,"call_wall_distance_pct":7.205440377120626,"put_wall":97,"put_wall_distance_pct":-0.010310417493263035,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3458},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IEFA","price":97.01,"totalOi":1408,"analysisCoverage":1,"avgIvPct":22.9,"ivRank":10.6,"iv52wHighPct":62.56,"iv52wLowPct":18.2,"frontDte":14,"frontAtmIvPct":23.4877,"backAtmIvPct":15.475,"termPremiumPp":8.0127,"expectedMoveFrontPct":4.6,"straddleFrontPct":2.42,"straddle30dPct":2.42,"riskReversalFrontPp":23.34,"riskReversal30dPp":23.34,"butterflyFrontPp":5.12,"butterfly30dPp":5.12,"putCallOiRatio":0.315,"putCallOiFrontRatio":0.232,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.285974,"dealerDeltaNormalized":-0.282514,"gexPer100kOi":17271835.9375,"vannaPer100kOi":639.204545,"charmPer100kOi":-818252.840909,"weekendDeltaShiftPer100kOi":-2454687.5,"ivSurfaceRangePp":36.9,"gammaFlipDistancePct":-12.462633,"maxPainDistancePct":-9.287702,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEFA.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."}