{"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/IMAX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMAX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMAX.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":"IMAX","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":52.720001220703125,"previous_close":52.52000045776367,"delta_neutral":50.32555566975687,"gamma_neutral":63.80656243266332,"gamma_max":72.86617705726863,"total_open_interest":28107,"previous_open_interest":28084,"listed_contracts":90,"listed_calls":63,"listed_puts":51,"gamma_max_distance_pct":38.213534465272566,"delta_neutral_distance_pct":-4.541816190258282,"gamma_neutral_distance_pct":21.02913686505475,"open_interest_change_1d_pct":0.08189716564591938,"call_open_interest":11208,"put_open_interest":16899,"put_call_open_interest_ratio":1.5077623126338329,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.324732030547678,"all_expiration_max_pain":48,"net_gamma_exposure":-976944.699670268,"net_gamma_exposure_per_100k_open_interest":-3475805.6700119833,"gamma_exposure_flip":63.80656243266332,"gamma_exposure_flip_distance_pct":21.02913686505475,"call_wall":55,"call_wall_distance_pct":4.324732030547678,"put_wall":45,"put_wall_distance_pct":-14.643401065915537,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1330},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMAX","price":52.72,"totalOi":28107,"analysisCoverage":1,"avgIvPct":66.3,"ivRank":24.7,"iv52wHighPct":112.43,"iv52wLowPct":51.2,"frontDte":14,"frontAtmIvPct":45.5457,"backAtmIvPct":48.5539,"termPremiumPp":-3.0082,"expectedMoveFrontPct":8.92,"straddleFrontPct":7.78,"straddle30dPct":7.78,"riskReversalFrontPp":1.66,"riskReversal30dPp":1.66,"butterflyFrontPp":-5.36,"butterfly30dPp":-5.36,"putCallOiRatio":1.508,"putCallOiFrontRatio":1.036,"putCallVolumeFrontRatio":3.474,"optionVolume":280,"volumeOiRatio":0.009962,"netDeltaNormalized":0.091933,"dealerDeltaNormalized":-0.091841,"gexPer100kOi":-1806571.103284,"vannaPer100kOi":1643.718647,"charmPer100kOi":311232.077418,"weekendDeltaShiftPer100kOi":933692.674423,"ivSurfaceRangePp":76.2,"gammaFlipDistancePct":-18.266313,"maxPainDistancePct":-8.952959,"peakCallDistancePct":4.324734,"peakPutDistancePct":-5.159332},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMAX.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."}