{"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/IFF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IFF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IFF.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":"IFF","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":82.41999816894531,"previous_close":83.12000274658203,"delta_neutral":78.7286836967649,"gamma_neutral":72.30260948605272,"gamma_max":89.61257819353747,"total_open_interest":9248,"previous_open_interest":9243,"listed_contracts":186,"listed_calls":109,"listed_puts":92,"gamma_max_distance_pct":8.726741305973752,"delta_neutral_distance_pct":-4.4786636182809865,"gamma_neutral_distance_pct":-12.275405129412736,"open_interest_change_1d_pct":0.054094990803851564,"call_open_interest":5546,"put_open_interest":3702,"put_call_open_interest_ratio":0.6675081139560043,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.1303104687847414,"all_expiration_max_pain":82.5,"net_gamma_exposure":746935.5037712494,"net_gamma_exposure_per_100k_open_interest":8076724.738010915,"gamma_exposure_flip":72.30260948605272,"gamma_exposure_flip_distance_pct":-12.275405129412736,"call_wall":87.5,"call_wall_distance_pct":6.163554894337234,"put_wall":85,"put_wall_distance_pct":3.1303104687847414,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2132},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IFF","price":82.42,"totalOi":9248,"analysisCoverage":1,"avgIvPct":51.7,"ivRank":46.9,"iv52wHighPct":67.11,"iv52wLowPct":38.1,"frontDte":14,"frontAtmIvPct":26.9087,"backAtmIvPct":31.9053,"termPremiumPp":-4.9966,"expectedMoveFrontPct":5.27,"straddleFrontPct":4.52,"straddle30dPct":4.52,"riskReversalFrontPp":-3.3,"riskReversal30dPp":-3.3,"butterflyFrontPp":8.69,"butterfly30dPp":8.69,"putCallOiRatio":0.668,"putCallOiFrontRatio":0.532,"putCallVolumeFrontRatio":0,"optionVolume":14,"volumeOiRatio":0.001514,"netDeltaNormalized":0.096331,"dealerDeltaNormalized":-0.096333,"gexPer100kOi":6299548.334775,"vannaPer100kOi":3676.470588,"charmPer100kOi":-84472.318339,"weekendDeltaShiftPer100kOi":-253427.768166,"ivSurfaceRangePp":49.7,"gammaFlipDistancePct":5.362776,"maxPainDistancePct":0.097064,"peakCallDistancePct":12.230041,"peakPutDistancePct":-2.936181},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IFF.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."}