{"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/INVA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/INVA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/INVA.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":"INVA","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":20.5,"previous_close":20.549999237060547,"delta_neutral":19.246116219199394,"gamma_neutral":20.5,"gamma_max":23.224746622420714,"total_open_interest":2123,"previous_open_interest":2024,"listed_contracts":24,"listed_calls":21,"listed_puts":7,"gamma_max_distance_pct":13.291446938637627,"delta_neutral_distance_pct":-6.116506247807837,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":4.891304347826087,"call_open_interest":1512,"put_open_interest":611,"put_call_open_interest_ratio":0.4041005291005291,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.4390243902439024,"all_expiration_max_pain":20,"net_gamma_exposure":129555.79475748936,"net_gamma_exposure_per_100k_open_interest":6102486.799693328,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":22.5,"call_wall_distance_pct":9.75609756097561,"put_wall":20,"put_wall_distance_pct":-2.4390243902439024,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3162},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"INVA","price":20.5,"totalOi":2123,"analysisCoverage":0.9444,"avgIvPct":64.3,"ivRank":54.3,"iv52wHighPct":88.01,"iv52wLowPct":36.1,"frontDte":14,"frontAtmIvPct":42.7374,"backAtmIvPct":38.4283,"termPremiumPp":4.3091,"expectedMoveFrontPct":8.37,"straddleFrontPct":12.56,"straddle30dPct":12.56,"riskReversalFrontPp":-17.82,"riskReversal30dPp":-17.82,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.404,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":15,"volumeOiRatio":0.007065,"netDeltaNormalized":0.125619,"dealerDeltaNormalized":-0.125619,"gexPer100kOi":1385021.19642,"vannaPer100kOi":4380.5935,"charmPer100kOi":-21243.523316,"weekendDeltaShiftPer100kOi":-63730.569948,"ivSurfaceRangePp":53.6,"gammaFlipDistancePct":3.658537,"maxPainDistancePct":-2.439024,"peakCallDistancePct":21.95122,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/INVA.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."}