{"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/IMO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMO.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":"IMO","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":125.68000030517578,"previous_close":124.52999877929688,"delta_neutral":125.60646447933071,"gamma_neutral":114.84058925408334,"gamma_max":138.40635413509602,"total_open_interest":1471,"previous_open_interest":1465,"listed_contracts":96,"listed_calls":54,"listed_puts":46,"gamma_max_distance_pct":10.125997612204129,"delta_neutral_distance_pct":-0.05851036415222054,"gamma_neutral_distance_pct":-8.62461093632417,"open_interest_change_1d_pct":0.40955631399317405,"call_open_interest":709,"put_open_interest":762,"put_call_open_interest_ratio":1.07475317348378,"nearest_expiration_max_pain":140,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":11.394016279481573,"all_expiration_max_pain":125,"net_gamma_exposure":32979.35438196286,"net_gamma_exposure_per_100k_open_interest":2241968.3468363606,"gamma_exposure_flip":114.84058925408334,"gamma_exposure_flip_distance_pct":-8.62461093632417,"call_wall":120,"call_wall_distance_pct":-4.519414617587223,"put_wall":130,"put_wall_distance_pct":3.437300830947174,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3433},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMO","price":125.68,"totalOi":1471,"analysisCoverage":1,"avgIvPct":40.6,"ivRank":0,"iv52wHighPct":71.31,"iv52wLowPct":40.6,"frontDte":14,"frontAtmIvPct":33.955,"backAtmIvPct":34.3071,"termPremiumPp":-0.3521,"expectedMoveFrontPct":6.65,"straddleFrontPct":5.67,"straddle30dPct":5.67,"riskReversalFrontPp":-0.25,"riskReversal30dPp":-0.25,"butterflyFrontPp":-2.7,"butterfly30dPp":-2.7,"putCallOiRatio":1.075,"putCallOiFrontRatio":0.697,"putCallVolumeFrontRatio":0.038,"optionVolume":65,"volumeOiRatio":0.044188,"netDeltaNormalized":0.01499,"dealerDeltaNormalized":-0.014888,"gexPer100kOi":3530635.622026,"vannaPer100kOi":1631.543168,"charmPer100kOi":9041.468389,"weekendDeltaShiftPer100kOi":27192.386132,"ivSurfaceRangePp":40.5,"gammaFlipDistancePct":2.379058,"maxPainDistancePct":-0.541057,"peakCallDistancePct":-0.541057,"peakPutDistancePct":-0.541057},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMO.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."}