{"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/IMUX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMUX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMUX.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":"IMUX","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":7.960000038146973,"previous_close":8.640000343322754,"delta_neutral":3.2559978923018122,"gamma_neutral":7.960000038146973,"gamma_max":3.396345279377825,"total_open_interest":6864,"previous_open_interest":6807,"listed_contracts":39,"listed_calls":31,"listed_puts":16,"gamma_max_distance_pct":-57.3323459409371,"delta_neutral_distance_pct":-59.09550406158311,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.8373732921992068,"call_open_interest":5676,"put_open_interest":1188,"put_call_open_interest_ratio":0.20930232558139536,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":57.035175126832094,"all_expiration_max_pain":12.5,"net_gamma_exposure":119748.43372193721,"net_gamma_exposure_per_100k_open_interest":1744586.7383732111,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":151.25628020293135,"put_wall":10,"put_wall_distance_pct":25.628140101465675,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2361},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMUX","price":7.96,"totalOi":6864,"analysisCoverage":0.8333,"avgIvPct":247.3,"ivRank":100,"iv52wHighPct":247.3,"iv52wLowPct":154.3,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-30.05,"riskReversal30dPp":-30.05,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.209,"putCallOiFrontRatio":0.412,"putCallVolumeFrontRatio":0,"optionVolume":107,"volumeOiRatio":0.015589,"netDeltaNormalized":0.244899,"dealerDeltaNormalized":-0.244901,"gexPer100kOi":155802.738928,"vannaPer100kOi":2345.571096,"charmPer100kOi":-2791127.622378,"weekendDeltaShiftPer100kOi":-8373382.867133,"ivSurfaceRangePp":167.8,"gammaFlipDistancePct":48.115578,"maxPainDistancePct":57.035176,"peakCallDistancePct":119.849246,"peakPutDistancePct":-5.778894},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMUX.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."}