{"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/IGLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IGLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGLD.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":"IGLD","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":20.059999465942383,"previous_close":20.15999984741211,"delta_neutral":21.10053482149828,"gamma_neutral":25.07499933242798,"gamma_max":23.495113982298626,"total_open_interest":1652,"previous_open_interest":1652,"listed_contracts":26,"listed_calls":15,"listed_puts":15,"gamma_max_distance_pct":17.1242004377335,"delta_neutral_distance_pct":5.187115569581664,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":0,"call_open_interest":472,"put_open_interest":1180,"put_call_open_interest_ratio":2.5,"nearest_expiration_max_pain":22,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":9.670989958655413,"all_expiration_max_pain":22,"net_gamma_exposure":-933815.4131747695,"net_gamma_exposure_per_100k_open_interest":-56526356.7297076,"gamma_exposure_flip":25.07499933242798,"gamma_exposure_flip_distance_pct":25,"call_wall":24,"call_wall_distance_pct":19.641079954896814,"put_wall":20,"put_wall_distance_pct":-0.29910003758598874,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3358},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IGLD","price":20.06,"totalOi":1652,"analysisCoverage":0.8889,"avgIvPct":35.4,"ivRank":7.3,"iv52wHighPct":80.9,"iv52wLowPct":31.8,"frontDte":14,"frontAtmIvPct":18.7391,"backAtmIvPct":21.1246,"termPremiumPp":-2.3855,"expectedMoveFrontPct":3.67,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":4.74,"riskReversal30dPp":4.74,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.5,"putCallOiFrontRatio":74.5,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.000605,"netDeltaNormalized":-0.299104,"dealerDeltaNormalized":0.299098,"gexPer100kOi":-12822501.815981,"vannaPer100kOi":1815.98063,"charmPer100kOi":716101.694915,"weekendDeltaShiftPer100kOi":2148365.617433,"ivSurfaceRangePp":45.9,"gammaFlipDistancePct":null,"maxPainDistancePct":9.670987,"peakCallDistancePct":null,"peakPutDistancePct":24.626122},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGLD.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."}