{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-05","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/ITM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ITM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITM.json?date=2026-10-05&public_schema=2","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"ITM","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":44.16999816894531,"previous_close":44.150001525878906,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":22,"previous_open_interest":22,"listed_contracts":11,"listed_calls":9,"listed_puts":2,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":20,"put_open_interest":2,"put_call_open_interest_ratio":0.1,"nearest_expiration_max_pain":43,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.648852654397223,"all_expiration_max_pain":43,"net_gamma_exposure":7549.771849798249,"net_gamma_exposure_per_100k_open_interest":34317144.771810226,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":44,"call_wall_distance_pct":-0.38487248356925097,"put_wall":43,"put_wall_distance_pct":-2.648852654397223,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5184},"history_summary":null,"advanced_options":{"data_through":"2026-10-05","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":44.17,"totalOi":22,"analysisCoverage":0.6111,"avgIvPct":9.2,"ivRank":3.5,"iv52wHighPct":95.45,"iv52wLowPct":6.1,"frontDte":11,"termPremiumPp":5.679,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.1,"putCallOiFrontRatio":0.143,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.239048,"dealerDeltaNormalized":-0.228182,"gexPer100kOi":43488545.454545,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":-2.580937,"maxPainDistancePct":-2.648857,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITM.json?date=2026-10-05&public_schema=2","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."}