{"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/ITGR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ITGR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITGR.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":"ITGR","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":126.44999694824219,"previous_close":126.41999816894531,"delta_neutral":84.21293378753695,"gamma_neutral":59.21860226299244,"gamma_max":128.94265087781667,"total_open_interest":24671,"previous_open_interest":24660,"listed_contracts":95,"listed_calls":83,"listed_puts":41,"gamma_max_distance_pct":1.9712566150513762,"delta_neutral_distance_pct":-33.40218598660265,"gamma_neutral_distance_pct":-53.168364023582,"open_interest_change_1d_pct":0.0446066504460665,"call_open_interest":23911,"put_open_interest":760,"put_call_open_interest_ratio":0.031784534314750534,"nearest_expiration_max_pain":125,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.1466959139870063,"all_expiration_max_pain":100,"net_gamma_exposure":8862816.770718064,"net_gamma_exposure_per_100k_open_interest":35924027.28190209,"gamma_exposure_flip":59.21860226299244,"gamma_exposure_flip_distance_pct":-53.168364023582,"call_wall":130,"call_wall_distance_pct":2.8074362494535134,"put_wall":120,"put_wall_distance_pct":-5.1008280774275265,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1422},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ITGR","price":126.45,"totalOi":24671,"analysisCoverage":0.9444,"avgIvPct":31.3,"ivRank":20.2,"iv52wHighPct":77.48,"iv52wLowPct":19.6,"frontDte":14,"frontAtmIvPct":48.9157,"backAtmIvPct":7.2872,"termPremiumPp":41.6285,"expectedMoveFrontPct":9.58,"straddleFrontPct":1.78,"straddle30dPct":1.78,"riskReversalFrontPp":3.16,"riskReversal30dPp":3.16,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.032,"putCallOiFrontRatio":0.001,"putCallVolumeFrontRatio":0,"optionVolume":21,"volumeOiRatio":0.000851,"netDeltaNormalized":0.437886,"dealerDeltaNormalized":-0.390976,"gexPer100kOi":46401132.503749,"vannaPer100kOi":494.507722,"charmPer100kOi":-12654776.863524,"weekendDeltaShiftPer100kOi":-37964334.643914,"ivSurfaceRangePp":119,"gammaFlipDistancePct":-1.075524,"maxPainDistancePct":-20.917359,"peakCallDistancePct":-1.146698,"peakPutDistancePct":2.807434},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITGR.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."}