{"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/IGIC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IGIC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGIC.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":"IGIC","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":24.6200008392334,"previous_close":24.540000915527344,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":2347,"previous_open_interest":2347,"listed_contracts":18,"listed_calls":10,"listed_puts":8,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":1915,"put_open_interest":432,"put_call_open_interest_ratio":0.2255874673629243,"nearest_expiration_max_pain":23.85,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.127541888651588,"all_expiration_max_pain":23.85,"net_gamma_exposure":790556.9920679901,"net_gamma_exposure_per_100k_open_interest":33683723.56489093,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":25,"call_wall_distance_pct":1.5434571397782038,"put_wall":23.85,"put_wall_distance_pct":-3.127541888651588,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3096},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IGIC","price":24.62,"totalOi":2347,"analysisCoverage":0.9444,"avgIvPct":58.7,"ivRank":45.4,"iv52wHighPct":85,"iv52wLowPct":36.8,"frontDte":14,"frontAtmIvPct":30.2276,"backAtmIvPct":25.8463,"termPremiumPp":4.3813,"expectedMoveFrontPct":5.92,"straddleFrontPct":3.25,"straddle30dPct":3.25,"riskReversalFrontPp":-74.53,"riskReversal30dPp":-74.53,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.226,"putCallOiFrontRatio":0.218,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.000852,"netDeltaNormalized":0.249037,"dealerDeltaNormalized":-0.249037,"gexPer100kOi":7378212.611845,"vannaPer100kOi":1576.480614,"charmPer100kOi":-2184618.662122,"weekendDeltaShiftPer100kOi":-6553898.59395,"ivSurfaceRangePp":87.2,"gammaFlipDistancePct":-2.396426,"maxPainDistancePct":-3.127537,"peakCallDistancePct":null,"peakPutDistancePct":1.543461},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGIC.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."}