{"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/IEV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IEV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEV.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":"IEV","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":70.80000305175781,"previous_close":70.05999755859375,"delta_neutral":64.57355205246253,"gamma_neutral":53.60182190273105,"gamma_max":71.67818858837599,"total_open_interest":40,"previous_open_interest":40,"listed_contracts":20,"listed_calls":15,"listed_puts":5,"gamma_max_distance_pct":1.2403749982555579,"delta_neutral_distance_pct":-8.794421936314722,"gamma_neutral_distance_pct":-24.291215265138003,"open_interest_change_1d_pct":0,"call_open_interest":34,"put_open_interest":6,"put_call_open_interest_ratio":0.17647058823529413,"nearest_expiration_max_pain":74,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.519769506087243,"all_expiration_max_pain":70,"net_gamma_exposure":8455.550350609841,"net_gamma_exposure_per_100k_open_interest":21138875.8765246,"gamma_exposure_flip":53.60182190273105,"gamma_exposure_flip_distance_pct":-24.291215265138003,"call_wall":70,"call_wall_distance_pct":-1.129947764512067,"put_wall":76,"put_wall_distance_pct":7.344628141386898,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5035},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IEV","price":70.8,"totalOi":40,"analysisCoverage":0.6111,"avgIvPct":26,"ivRank":7.9,"iv52wHighPct":106.73,"iv52wLowPct":19.1,"frontDte":14,"frontAtmIvPct":25.6322,"backAtmIvPct":18.8982,"termPremiumPp":6.734,"expectedMoveFrontPct":5.02,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.176,"putCallOiFrontRatio":0.2,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.05,"netDeltaNormalized":0.2495,"dealerDeltaNormalized":-0.2495,"gexPer100kOi":17771950,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":-2.429379,"maxPainDistancePct":-1.129944,"peakCallDistancePct":null,"peakPutDistancePct":-15.254237},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEV.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."}