{"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/IEZ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IEZ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEZ.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":"IEZ","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":26.809999465942383,"previous_close":26.739999771118164,"delta_neutral":30.390251607878692,"gamma_neutral":39.87288014659643,"gamma_max":46.516511760884384,"total_open_interest":2897,"previous_open_interest":2897,"listed_contracts":51,"listed_calls":30,"listed_puts":24,"gamma_max_distance_pct":73.50433676798774,"delta_neutral_distance_pct":13.35416715126914,"gamma_neutral_distance_pct":48.723912498574464,"open_interest_change_1d_pct":0,"call_open_interest":428,"put_open_interest":2469,"put_call_open_interest_ratio":5.768691588785047,"nearest_expiration_max_pain":26,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.021258791785325,"all_expiration_max_pain":28,"net_gamma_exposure":-213023.84080733752,"net_gamma_exposure_per_100k_open_interest":-7353256.500080687,"gamma_exposure_flip":39.87288014659643,"gamma_exposure_flip_distance_pct":48.723912498574464,"call_wall":30,"call_wall_distance_pct":11.89854754794001,"put_wall":23,"put_wall_distance_pct":-14.211113546579327,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2943},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IEZ","price":26.81,"totalOi":2897,"analysisCoverage":0.9444,"avgIvPct":61.1,"ivRank":16,"iv52wHighPct":113.6,"iv52wLowPct":51.1,"frontDte":14,"frontAtmIvPct":43.0437,"backAtmIvPct":38.0735,"termPremiumPp":4.9702,"expectedMoveFrontPct":8.43,"straddleFrontPct":16.51,"straddle30dPct":16.51,"riskReversalFrontPp":36.92,"riskReversal30dPp":36.92,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":5.769,"putCallOiFrontRatio":0.926,"putCallVolumeFrontRatio":0,"optionVolume":10,"volumeOiRatio":0.003452,"netDeltaNormalized":-0.139625,"dealerDeltaNormalized":0.138757,"gexPer100kOi":-1837853.641698,"vannaPer100kOi":6351.397998,"charmPer100kOi":187849.499482,"weekendDeltaShiftPer100kOi":563513.979979,"ivSurfaceRangePp":91.7,"gammaFlipDistancePct":null,"maxPainDistancePct":4.438642,"peakCallDistancePct":11.898545,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEZ.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."}