{"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/IMXI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMXI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMXI.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":"IMXI","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":11.510000228881836,"previous_close":11.489999771118164,"delta_neutral":10.793603703311591,"gamma_neutral":9.662220377774382,"gamma_max":14.910982345628032,"total_open_interest":21714,"previous_open_interest":21787,"listed_contracts":70,"listed_calls":34,"listed_puts":44,"gamma_max_distance_pct":29.548062981025602,"delta_neutral_distance_pct":-6.224122600559154,"gamma_neutral_distance_pct":-16.05369082852712,"open_interest_change_1d_pct":-0.3350621930509019,"call_open_interest":10743,"put_open_interest":10971,"put_call_open_interest_ratio":1.0212231220329517,"nearest_expiration_max_pain":11,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.430931526848292,"all_expiration_max_pain":13,"net_gamma_exposure":155223.91980080554,"net_gamma_exposure_per_100k_open_interest":714856.4050879872,"gamma_exposure_flip":9.662220377774382,"gamma_exposure_flip_distance_pct":-16.05369082852712,"call_wall":15,"call_wall_distance_pct":30.32145700884324,"put_wall":13,"put_wall_distance_pct":12.945262740997471,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":1510},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IMXI","price":11.51,"totalOi":21714,"analysisCoverage":0.9444,"avgIvPct":135.2,"ivRank":100,"iv52wHighPct":135.2,"iv52wLowPct":85.72,"frontDte":14,"frontAtmIvPct":116.0598,"backAtmIvPct":134.963,"termPremiumPp":-18.9032,"expectedMoveFrontPct":22.73,"straddleFrontPct":30.19,"straddle30dPct":30.19,"riskReversalFrontPp":139.66,"riskReversal30dPp":139.66,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.021,"putCallOiFrontRatio":2.502,"putCallVolumeFrontRatio":0.081,"optionVolume":196,"volumeOiRatio":0.009026,"netDeltaNormalized":0.025523,"dealerDeltaNormalized":-0.023472,"gexPer100kOi":34785.622179,"vannaPer100kOi":1400.018421,"charmPer100kOi":26231.924104,"weekendDeltaShiftPer100kOi":78695.772313,"ivSurfaceRangePp":177.2,"gammaFlipDistancePct":36.229366,"maxPainDistancePct":12.945265,"peakCallDistancePct":30.32146,"peakPutDistancePct":-21.807124},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMXI.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."}