{"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/IMOS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMOS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMOS.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":"IMOS","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":83.30000305175781,"previous_close":72.68000030517578,"delta_neutral":53.422099668629286,"gamma_neutral":44.1936550136967,"gamma_max":82.05288889548146,"total_open_interest":1066,"previous_open_interest":1067,"listed_contracts":33,"listed_calls":32,"listed_puts":18,"gamma_max_distance_pct":-1.497135787019682,"delta_neutral_distance_pct":-35.86782987818635,"gamma_neutral_distance_pct":-46.946394484238716,"open_interest_change_1d_pct":-0.09372071227741331,"call_open_interest":926,"put_open_interest":140,"put_call_open_interest_ratio":0.1511879049676026,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-27.97119111421945,"all_expiration_max_pain":45,"net_gamma_exposure":104685.07740234607,"net_gamma_exposure_per_100k_open_interest":9820363.733803572,"gamma_exposure_flip":44.1936550136967,"gamma_exposure_flip_distance_pct":-46.946394484238716,"call_wall":95,"call_wall_distance_pct":14.045614069152537,"put_wall":65,"put_wall_distance_pct":-21.968790373737736,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3649},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMOS","price":83.3,"totalOi":1066,"analysisCoverage":0.8333,"avgIvPct":106.1,"ivRank":39.6,"iv52wHighPct":145.25,"iv52wLowPct":80.38,"frontDte":14,"frontAtmIvPct":67.9101,"backAtmIvPct":63.0957,"termPremiumPp":4.8144,"expectedMoveFrontPct":13.3,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.151,"putCallOiFrontRatio":0.455,"putCallVolumeFrontRatio":0,"optionVolume":109,"volumeOiRatio":0.102251,"netDeltaNormalized":0.44985,"dealerDeltaNormalized":-0.44985,"gexPer100kOi":8931707.317073,"vannaPer100kOi":2345.21576,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":28.6,"gammaFlipDistancePct":-47.515006,"maxPainDistancePct":-45.978391,"peakCallDistancePct":8.043217,"peakPutDistancePct":-3.961585},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMOS.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."}