{"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/ILF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ILF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ILF.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":"ILF","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":34.97999954223633,"previous_close":34.27000045776367,"delta_neutral":34.11275342310121,"gamma_neutral":31.163654461527763,"gamma_max":37.09195056774492,"total_open_interest":9357,"previous_open_interest":9059,"listed_contracts":73,"listed_calls":42,"listed_puts":38,"gamma_max_distance_pct":6.037595920944852,"delta_neutral_distance_pct":-2.479262808702922,"gamma_neutral_distance_pct":-10.9100775604658,"open_interest_change_1d_pct":3.2895463075394633,"call_open_interest":6252,"put_open_interest":3105,"put_call_open_interest_ratio":0.4966410748560461,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.05717683826588528,"all_expiration_max_pain":35,"net_gamma_exposure":736125.3272344705,"net_gamma_exposure_per_100k_open_interest":7867108.338510959,"gamma_exposure_flip":31.163654461527763,"gamma_exposure_flip_distance_pct":-10.9100775604658,"call_wall":35,"call_wall_distance_pct":0.05717683826588528,"put_wall":35,"put_wall_distance_pct":0.05717683826588528,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2126},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ILF","price":34.98,"totalOi":9357,"analysisCoverage":0.9444,"avgIvPct":43,"ivRank":16.2,"iv52wHighPct":96.61,"iv52wLowPct":32.6,"frontDte":14,"frontAtmIvPct":37.7845,"backAtmIvPct":36.0265,"termPremiumPp":1.758,"expectedMoveFrontPct":7.4,"straddleFrontPct":6.15,"straddle30dPct":6.15,"riskReversalFrontPp":7.1,"riskReversal30dPp":7.1,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.497,"putCallOiFrontRatio":0.393,"putCallVolumeFrontRatio":0,"optionVolume":725,"volumeOiRatio":0.077482,"netDeltaNormalized":0.081389,"dealerDeltaNormalized":-0.080032,"gexPer100kOi":4064579.031741,"vannaPer100kOi":4403.120658,"charmPer100kOi":-296045.741156,"weekendDeltaShiftPer100kOi":-888137.223469,"ivSurfaceRangePp":267.2,"gammaFlipDistancePct":0.886221,"maxPainDistancePct":0.057176,"peakCallDistancePct":-2.801601,"peakPutDistancePct":-14.236707},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ILF.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."}