{"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/ILMN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ILMN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ILMN.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":"ILMN","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":273.0400085449219,"previous_close":265.75,"delta_neutral":231.38270178535566,"gamma_neutral":245.86831490463697,"gamma_max":295.94943422808575,"total_open_interest":22770,"previous_open_interest":22688,"listed_contracts":309,"listed_calls":250,"listed_puts":204,"gamma_max_distance_pct":8.3905013793591,"delta_neutral_distance_pct":-15.25685081155883,"gamma_neutral_distance_pct":-9.9515429204268,"open_interest_change_1d_pct":0.36142454160789844,"call_open_interest":14004,"put_open_interest":8766,"put_call_open_interest_ratio":0.6259640102827764,"nearest_expiration_max_pain":250,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-8.43832692055136,"all_expiration_max_pain":200,"net_gamma_exposure":346757.00093624,"net_gamma_exposure_per_100k_open_interest":1522867.8126317086,"gamma_exposure_flip":245.86831490463697,"gamma_exposure_flip_distance_pct":-9.9515429204268,"call_wall":230,"call_wall_distance_pct":-15.76326076690725,"put_wall":270,"put_wall_distance_pct":-1.1133930741954683,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1480},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ILMN","price":273.04,"totalOi":22770,"analysisCoverage":1,"avgIvPct":73.7,"ivRank":60.7,"iv52wHighPct":82.7,"iv52wLowPct":59.8,"frontDte":14,"frontAtmIvPct":53.1026,"backAtmIvPct":61.982,"termPremiumPp":-8.8794,"expectedMoveFrontPct":10.4,"straddleFrontPct":8.11,"straddle30dPct":8.11,"riskReversalFrontPp":-1.65,"riskReversal30dPp":-1.65,"butterflyFrontPp":-0.61,"butterfly30dPp":-0.61,"putCallOiRatio":0.626,"putCallOiFrontRatio":1.317,"putCallVolumeFrontRatio":2.141,"optionVolume":790,"volumeOiRatio":0.034695,"netDeltaNormalized":0.41084,"dealerDeltaNormalized":-0.410841,"gexPer100kOi":6127874.791392,"vannaPer100kOi":-1506.368028,"charmPer100kOi":-3298058.849363,"weekendDeltaShiftPer100kOi":-9894176.54809,"ivSurfaceRangePp":47.2,"gammaFlipDistancePct":-52.362291,"maxPainDistancePct":-26.750659,"peakCallDistancePct":35.51128,"peakPutDistancePct":-15.763258},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ILMN.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."}