{"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/IMTX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMTX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMTX.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":"IMTX","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":7.590000152587891,"previous_close":8.4399995803833,"delta_neutral":5.58461253146192,"gamma_neutral":7.590000152587891,"gamma_max":7.731275725103139,"total_open_interest":1705,"previous_open_interest":1697,"listed_contracts":29,"listed_calls":30,"listed_puts":11,"gamma_max_distance_pct":1.8613382038876432,"delta_neutral_distance_pct":-26.42144375243804,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.4714201532115498,"call_open_interest":1478,"put_open_interest":227,"put_call_open_interest_ratio":0.15358592692828146,"nearest_expiration_max_pain":9,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":18.577072714963716,"all_expiration_max_pain":9,"net_gamma_exposure":119904.48681245829,"net_gamma_exposure_per_100k_open_interest":7032521.220672041,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":9,"call_wall_distance_pct":18.577072714963716,"put_wall":9,"put_wall_distance_pct":18.577072714963716,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":3337},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMTX","price":7.59,"totalOi":1705,"analysisCoverage":0.8333,"avgIvPct":229.8,"ivRank":49.8,"iv52wHighPct":358.8,"iv52wLowPct":101.94,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-169.17,"riskReversal30dPp":-169.17,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.154,"putCallOiFrontRatio":0.162,"putCallVolumeFrontRatio":0,"optionVolume":20,"volumeOiRatio":0.01173,"netDeltaNormalized":0.218402,"dealerDeltaNormalized":-0.218023,"gexPer100kOi":462097.947214,"vannaPer100kOi":1231.671554,"charmPer100kOi":-2775131.964809,"weekendDeltaShiftPer100kOi":-8325454.545455,"ivSurfaceRangePp":81.2,"gammaFlipDistancePct":-60.474308,"maxPainDistancePct":18.577075,"peakCallDistancePct":-7.773386,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMTX.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."}