{"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/IGM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IGM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGM.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":"IGM","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":172.02999877929688,"previous_close":170.24000549316406,"delta_neutral":144.38650816967998,"gamma_neutral":105.96932720445196,"gamma_max":172.5953340489579,"total_open_interest":1319,"previous_open_interest":1319,"listed_contracts":101,"listed_calls":66,"listed_puts":48,"gamma_max_distance_pct":0.3286259801619379,"delta_neutral_distance_pct":-16.06899424854479,"gamma_neutral_distance_pct":-38.40066967598854,"open_interest_change_1d_pct":0,"call_open_interest":864,"put_open_interest":455,"put_call_open_interest_ratio":0.5266203703703703,"nearest_expiration_max_pain":160,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.992965683113542,"all_expiration_max_pain":145,"net_gamma_exposure":121700.61943803578,"net_gamma_exposure_per_100k_open_interest":9226733.846704759,"gamma_exposure_flip":105.96932720445196,"gamma_exposure_flip_distance_pct":-38.40066967598854,"call_wall":170,"call_wall_distance_pct":-1.1800260383081378,"put_wall":159,"put_wall_distance_pct":-7.574259647594082,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3501},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IGM","price":172.03,"totalOi":1319,"analysisCoverage":0.8889,"avgIvPct":37.5,"ivRank":14.3,"iv52wHighPct":92.77,"iv52wLowPct":28.3,"frontDte":14,"frontAtmIvPct":22.2622,"backAtmIvPct":23.9631,"termPremiumPp":-1.7009,"expectedMoveFrontPct":4.36,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":0.16,"riskReversal30dPp":0.16,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.527,"putCallOiFrontRatio":1.111,"putCallVolumeFrontRatio":0,"optionVolume":16,"volumeOiRatio":0.01213,"netDeltaNormalized":0.464473,"dealerDeltaNormalized":-0.464473,"gexPer100kOi":15703755.117513,"vannaPer100kOi":833.965125,"charmPer100kOi":-889461.713419,"weekendDeltaShiftPer100kOi":-2668385.140258,"ivSurfaceRangePp":16.2,"gammaFlipDistancePct":-20.234843,"maxPainDistancePct":-15.712376,"peakCallDistancePct":1.726443,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGM.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."}