{"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/IGOV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IGOV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGOV.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":"IGOV","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":39.810001373291016,"previous_close":39.650001525878906,"delta_neutral":40.53825858958012,"gamma_neutral":212.42740906804212,"gamma_max":43.258095272689694,"total_open_interest":98,"previous_open_interest":98,"listed_contracts":22,"listed_calls":14,"listed_puts":8,"gamma_max_distance_pct":8.661375987070535,"delta_neutral_distance_pct":1.8293323063728841,"gamma_neutral_distance_pct":433.60311916633617,"open_interest_change_1d_pct":0,"call_open_interest":43,"put_open_interest":55,"put_call_open_interest_ratio":1.2790697674418605,"nearest_expiration_max_pain":39,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.0346680365463508,"all_expiration_max_pain":39,"net_gamma_exposure":-3378.341192051007,"net_gamma_exposure_per_100k_open_interest":-3447286.9306642925,"gamma_exposure_flip":212.42740906804212,"gamma_exposure_flip_distance_pct":433.60311916633617,"call_wall":43,"call_wall_distance_pct":8.013058318679663,"put_wall":37,"put_wall_distance_pct":-7.058531214159358,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4761},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IGOV","price":39.81,"totalOi":98,"analysisCoverage":0.6667,"avgIvPct":43,"ivRank":21,"iv52wHighPct":82.46,"iv52wLowPct":32.5,"frontDte":14,"frontAtmIvPct":25.0195,"backAtmIvPct":10.8698,"termPremiumPp":14.1497,"expectedMoveFrontPct":4.9,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.279,"putCallOiFrontRatio":0.737,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.066875,"dealerDeltaNormalized":0.06551,"gexPer100kOi":-1745683.673469,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":9.1,"gammaFlipDistancePct":null,"maxPainDistancePct":-2.034665,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGOV.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."}