{"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/IOO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IOO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IOO.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":"IOO","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":144.83999633789062,"previous_close":143.4499969482422,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":46,"previous_open_interest":36,"listed_contracts":6,"listed_calls":1,"listed_puts":5,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":27.77777777777778,"call_open_interest":31,"put_open_interest":15,"put_call_open_interest_ratio":0.4838709677419355,"nearest_expiration_max_pain":137,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-5.412866981576729,"all_expiration_max_pain":140,"net_gamma_exposure":5010.301041459501,"net_gamma_exposure_per_100k_open_interest":10891958.785781525,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":160,"call_wall_distance_pct":10.466724693049075,"put_wall":132,"put_wall_distance_pct":-8.864952128234513,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4997},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IOO","price":144.84,"totalOi":46,"analysisCoverage":0.6667,"avgIvPct":21.1,"ivRank":1.4,"iv52wHighPct":110.38,"iv52wLowPct":19.8,"frontDte":196,"frontAtmIvPct":21.6432,"backAtmIvPct":21.6432,"termPremiumPp":0,"expectedMoveFrontPct":15.86,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.484,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.065217,"dealerDeltaNormalized":-0.065217,"gexPer100kOi":17167869.565217,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":2.009114,"maxPainDistancePct":-3.341618,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IOO.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."}