{"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/INDB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/INDB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/INDB.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":"INDB","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":80.05999755859375,"previous_close":78.93000030517578,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":83,"previous_open_interest":82,"listed_contracts":14,"listed_calls":8,"listed_puts":6,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":1.2195121951219512,"call_open_interest":68,"put_open_interest":15,"put_call_open_interest_ratio":0.22058823529411764,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.0749407449704697,"all_expiration_max_pain":85,"net_gamma_exposure":10909.373033248125,"net_gamma_exposure_per_100k_open_interest":13143822.931624245,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":90,"call_wall_distance_pct":12.415691661908221,"put_wall":80,"put_wall_distance_pct":-0.0749407449704697,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4822},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"INDB","price":80.06,"totalOi":83,"analysisCoverage":0.6667,"avgIvPct":35.4,"ivRank":17.7,"iv52wHighPct":66.17,"iv52wLowPct":28.8,"frontDte":14,"frontAtmIvPct":40.8992,"backAtmIvPct":25.3823,"termPremiumPp":15.5169,"expectedMoveFrontPct":8.01,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.221,"putCallOiFrontRatio":4,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.136386,"dealerDeltaNormalized":-0.136265,"gexPer100kOi":9939180.722892,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":30.6,"gammaFlipDistancePct":7.232076,"maxPainDistancePct":6.170372,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/INDB.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."}