{"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/ITOT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ITOT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITOT.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":"ITOT","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":167.9499969482422,"previous_close":166.6699981689453,"delta_neutral":153.18391885337903,"gamma_neutral":99.13905985578025,"gamma_max":172.89036718668385,"total_open_interest":3748,"previous_open_interest":3728,"listed_contracts":141,"listed_calls":95,"listed_puts":58,"gamma_max_distance_pct":2.9415720918197765,"delta_neutral_distance_pct":-8.79194901052227,"gamma_neutral_distance_pct":-40.97108564620437,"open_interest_change_1d_pct":0.5364806866952789,"call_open_interest":2511,"put_open_interest":1237,"put_call_open_interest_ratio":0.49263241736360014,"nearest_expiration_max_pain":135,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-19.618932746034236,"all_expiration_max_pain":156,"net_gamma_exposure":367865.94148541323,"net_gamma_exposure_per_100k_open_interest":9814993.102599073,"gamma_exposure_flip":99.13905985578025,"gamma_exposure_flip_distance_pct":-40.97108564620437,"call_wall":170,"call_wall_distance_pct":1.2206032086976282,"put_wall":165,"put_wall_distance_pct":-1.7564733562640669,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2757},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ITOT","price":167.95,"totalOi":3748,"analysisCoverage":1,"avgIvPct":28.2,"ivRank":16.8,"iv52wHighPct":57.4,"iv52wLowPct":22.3,"frontDte":14,"frontAtmIvPct":17.7689,"backAtmIvPct":14.8473,"termPremiumPp":2.9216,"expectedMoveFrontPct":3.48,"straddleFrontPct":6.43,"straddle30dPct":6.43,"riskReversalFrontPp":23.81,"riskReversal30dPp":23.81,"butterflyFrontPp":-0.14,"butterfly30dPp":-0.14,"putCallOiRatio":0.493,"putCallOiFrontRatio":0.321,"putCallVolumeFrontRatio":0.286,"optionVolume":409,"volumeOiRatio":0.109125,"netDeltaNormalized":0.392788,"dealerDeltaNormalized":-0.391318,"gexPer100kOi":15502560.032017,"vannaPer100kOi":53.361793,"charmPer100kOi":-1840554.962647,"weekendDeltaShiftPer100kOi":-5521664.88794,"ivSurfaceRangePp":74.9,"gammaFlipDistancePct":-27.919024,"maxPainDistancePct":-7.115213,"peakCallDistancePct":0.625186,"peakPutDistancePct":-28.550164},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITOT.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."}