{"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/IMMX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMMX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMMX.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":"IMMX","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":9.680000305175781,"previous_close":10.229999542236328,"delta_neutral":8.090972446841443,"gamma_neutral":9.680000305175781,"gamma_max":13.069399758742044,"total_open_interest":6914,"previous_open_interest":6847,"listed_contracts":27,"listed_calls":27,"listed_puts":9,"gamma_max_distance_pct":35.01445606106016,"delta_neutral_distance_pct":-16.415576531384033,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.9785307433912662,"call_open_interest":5575,"put_open_interest":1339,"put_call_open_interest_ratio":0.24017937219730942,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.305781867105094,"all_expiration_max_pain":10,"net_gamma_exposure":181161.942220506,"net_gamma_exposure_per_100k_open_interest":2620219.008106827,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":54.95867280065764,"put_wall":10,"put_wall_distance_pct":3.305781867105094,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2353},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMMX","price":9.68,"totalOi":6914,"analysisCoverage":0.9444,"avgIvPct":197.9,"ivRank":100,"iv52wHighPct":197.9,"iv52wLowPct":136.1,"frontDte":14,"frontAtmIvPct":155.0187,"backAtmIvPct":114.1932,"termPremiumPp":40.8255,"expectedMoveFrontPct":30.36,"straddleFrontPct":23.76,"straddle30dPct":23.76,"riskReversalFrontPp":3.78,"riskReversal30dPp":3.78,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.24,"putCallOiFrontRatio":0.379,"putCallVolumeFrontRatio":0,"optionVolume":236,"volumeOiRatio":0.034134,"netDeltaNormalized":0.16292,"dealerDeltaNormalized":-0.16292,"gexPer100kOi":300528.782181,"vannaPer100kOi":2314.145213,"charmPer100kOi":-168802.429852,"weekendDeltaShiftPer100kOi":-506392.82615,"ivSurfaceRangePp":48.9,"gammaFlipDistancePct":19.11157,"maxPainDistancePct":3.305785,"peakCallDistancePct":-22.520661,"peakPutDistancePct":3.305785},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMMX.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."}