{"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/ITT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ITT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITT.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":"ITT","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":206.1699981689453,"previous_close":202.1300048828125,"delta_neutral":216.5020195696826,"gamma_neutral":242.40187261511494,"gamma_max":274.8464939046867,"total_open_interest":4578,"previous_open_interest":4576,"listed_contracts":98,"listed_calls":49,"listed_puts":52,"gamma_max_distance_pct":33.31061567913712,"delta_neutral_distance_pct":5.011408785225263,"gamma_neutral_distance_pct":17.573786083307592,"open_interest_change_1d_pct":0.043706293706293704,"call_open_interest":1246,"put_open_interest":3332,"put_call_open_interest_ratio":2.6741573033707864,"nearest_expiration_max_pain":200,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.9926750854842266,"all_expiration_max_pain":200,"net_gamma_exposure":-567409.4025163007,"net_gamma_exposure_per_100k_open_interest":-12394263.925650954,"gamma_exposure_flip":242.40187261511494,"gamma_exposure_flip_distance_pct":17.573786083307592,"call_wall":210,"call_wall_distance_pct":1.8576911602415622,"put_wall":200,"put_wall_distance_pct":-2.9926750854842266,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2630},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ITT","price":206.17,"totalOi":4578,"analysisCoverage":0.9444,"avgIvPct":49.6,"ivRank":15,"iv52wHighPct":80.97,"iv52wLowPct":44.07,"frontDte":14,"frontAtmIvPct":32.1679,"backAtmIvPct":35.7536,"termPremiumPp":-3.5857,"expectedMoveFrontPct":6.3,"straddleFrontPct":5.83,"straddle30dPct":5.83,"riskReversalFrontPp":7.23,"riskReversal30dPp":7.23,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.674,"putCallOiFrontRatio":1.44,"putCallVolumeFrontRatio":0,"optionVolume":78,"volumeOiRatio":0.017038,"netDeltaNormalized":-0.122484,"dealerDeltaNormalized":0.122484,"gexPer100kOi":-25316846.657929,"vannaPer100kOi":2424.639581,"charmPer100kOi":1154412.407165,"weekendDeltaShiftPer100kOi":3463259.065094,"ivSurfaceRangePp":50,"gammaFlipDistancePct":-22.641509,"maxPainDistancePct":-2.992676,"peakCallDistancePct":11.558423,"peakPutDistancePct":-10.268225},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITT.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."}