{"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/IMVT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMVT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMVT.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":"IMVT","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":33.619998931884766,"previous_close":33.650001525878906,"delta_neutral":14.621524858357647,"gamma_neutral":33.619998931884766,"gamma_max":24.06356890023587,"total_open_interest":27092,"previous_open_interest":26987,"listed_contracts":181,"listed_calls":113,"listed_puts":83,"gamma_max_distance_pct":-28.424837404101467,"delta_neutral_distance_pct":-56.50944282306094,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.3890762218846111,"call_open_interest":24297,"put_open_interest":2795,"put_call_open_interest_ratio":0.11503477795612627,"nearest_expiration_max_pain":37,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":10.05354305621255,"all_expiration_max_pain":30,"net_gamma_exposure":1612780.6618345007,"net_gamma_exposure_per_100k_open_interest":5952977.49089953,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":30,"call_wall_distance_pct":-10.767397521989825,"put_wall":35,"put_wall_distance_pct":4.104702891011872,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1355},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMVT","price":33.62,"totalOi":27092,"analysisCoverage":1,"avgIvPct":92.6,"ivRank":19.2,"iv52wHighPct":125.45,"iv52wLowPct":84.8,"frontDte":14,"frontAtmIvPct":55.7067,"backAtmIvPct":71.4253,"termPremiumPp":-15.7186,"expectedMoveFrontPct":10.91,"straddleFrontPct":7.51,"straddle30dPct":7.51,"riskReversalFrontPp":-81.06,"riskReversal30dPp":-81.06,"butterflyFrontPp":-12.53,"butterfly30dPp":-12.53,"putCallOiRatio":0.115,"putCallOiFrontRatio":0.933,"putCallVolumeFrontRatio":28,"optionVolume":425,"volumeOiRatio":0.015687,"netDeltaNormalized":0.53406,"dealerDeltaNormalized":-0.53406,"gexPer100kOi":1929603.868301,"vannaPer100kOi":-6016.536247,"charmPer100kOi":82256.754762,"weekendDeltaShiftPer100kOi":246770.264285,"ivSurfaceRangePp":48.7,"gammaFlipDistancePct":-58.179655,"maxPainDistancePct":-10.7674,"peakCallDistancePct":-4.81856,"peakPutDistancePct":-13.74182},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMVT.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."}