{"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/IMMR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMMR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMMR.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":"IMMR","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":7.389999866485596,"previous_close":7.309999942779541,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":14197,"previous_open_interest":14192,"listed_contracts":16,"listed_calls":12,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0.035231116121758735,"call_open_interest":11894,"put_open_interest":2303,"put_call_open_interest_ratio":0.19362703884311416,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.4884998038128003,"all_expiration_max_pain":5,"net_gamma_exposure":2379634.5840809434,"net_gamma_exposure_per_100k_open_interest":16761531.19730185,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":7.5,"call_wall_distance_pct":1.4884998038128003,"put_wall":7.5,"put_wall_distance_pct":1.4884998038128003,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1817},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMMR","price":7.39,"totalOi":14197,"analysisCoverage":0.9444,"avgIvPct":95.6,"ivRank":10.3,"iv52wHighPct":274.4,"iv52wLowPct":75.14,"frontDte":14,"frontAtmIvPct":113.9153,"backAtmIvPct":34.8529,"termPremiumPp":79.0624,"expectedMoveFrontPct":22.31,"straddleFrontPct":10.15,"straddle30dPct":10.15,"riskReversalFrontPp":-233.73,"riskReversal30dPp":-233.73,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.194,"putCallOiFrontRatio":0.617,"putCallVolumeFrontRatio":0,"optionVolume":58,"volumeOiRatio":0.004085,"netDeltaNormalized":0.290705,"dealerDeltaNormalized":-0.253889,"gexPer100kOi":1255730.436008,"vannaPer100kOi":1662.323026,"charmPer100kOi":-94491.794041,"weekendDeltaShiftPer100kOi":-283468.338381,"ivSurfaceRangePp":79.1,"gammaFlipDistancePct":-31.664411,"maxPainDistancePct":-32.341001,"peakCallDistancePct":1.488498,"peakPutDistancePct":1.488498},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMMR.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."}