{"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/ITUB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ITUB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITUB.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":"ITUB","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":8.59000015258789,"previous_close":8.449999809265137,"delta_neutral":8.279230698703701,"gamma_neutral":8.59000015258789,"gamma_max":9.847153211998734,"total_open_interest":63061,"previous_open_interest":61011,"listed_contracts":51,"listed_calls":42,"listed_puts":27,"gamma_max_distance_pct":14.635076101041783,"delta_neutral_distance_pct":-3.6178049867736566,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":3.360049827080363,"call_open_interest":24149,"put_open_interest":38912,"put_call_open_interest_ratio":1.6113296616837136,"nearest_expiration_max_pain":8,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.868453342345315,"all_expiration_max_pain":8,"net_gamma_exposure":105217.45996640083,"net_gamma_exposure_per_100k_open_interest":166850.28776327815,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":9,"call_wall_distance_pct":4.772989989861521,"put_wall":8,"put_wall_distance_pct":-6.868453342345315,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":867},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ITUB","price":8.59,"totalOi":63061,"analysisCoverage":0.9444,"avgIvPct":117.9,"ivRank":50.4,"iv52wHighPct":182.5,"iv52wLowPct":52.16,"frontDte":14,"frontAtmIvPct":63.621,"backAtmIvPct":50.0277,"termPremiumPp":13.5933,"expectedMoveFrontPct":12.46,"straddleFrontPct":15.13,"straddle30dPct":15.13,"riskReversalFrontPp":1.23,"riskReversal30dPp":1.23,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.611,"putCallOiFrontRatio":0.708,"putCallVolumeFrontRatio":0.067,"optionVolume":1961,"volumeOiRatio":0.031097,"netDeltaNormalized":0.055032,"dealerDeltaNormalized":-0.053456,"gexPer100kOi":39316.836079,"vannaPer100kOi":5221.927975,"charmPer100kOi":-118358.414868,"weekendDeltaShiftPer100kOi":-355076.830371,"ivSurfaceRangePp":64,"gammaFlipDistancePct":13.736903,"maxPainDistancePct":-6.868452,"peakCallDistancePct":4.772992,"peakPutDistancePct":-6.868452},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITUB.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."}