{"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/IVR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IVR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVR.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":"IVR","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":5.710000038146973,"previous_close":5.820000171661377,"delta_neutral":6.0134502884472685,"gamma_neutral":5.710000038146973,"gamma_max":6,"total_open_interest":12163,"previous_open_interest":11812,"listed_contracts":37,"listed_calls":31,"listed_puts":38,"gamma_max_distance_pct":5.078808404826895,"delta_neutral_distance_pct":5.314365118616925,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":2.971554351506942,"call_open_interest":8441,"put_open_interest":3722,"put_call_open_interest_ratio":0.44094301623030446,"nearest_expiration_max_pain":6,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.078808404826895,"all_expiration_max_pain":7,"net_gamma_exposure":337745.3882899971,"net_gamma_exposure_per_100k_open_interest":2776826.3445695727,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":8,"call_wall_distance_pct":40.10507787310252,"put_wall":7,"put_wall_distance_pct":22.59194313896471,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1940},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IVR","price":5.71,"totalOi":12163,"analysisCoverage":0.8333,"avgIvPct":460.5,"ivRank":100,"iv52wHighPct":460.5,"iv52wLowPct":121.2,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":134.46,"riskReversal30dPp":134.46,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.441,"putCallOiFrontRatio":0.177,"putCallVolumeFrontRatio":2.045,"optionVolume":573,"volumeOiRatio":0.04711,"netDeltaNormalized":0.09276,"dealerDeltaNormalized":-0.092608,"gexPer100kOi":110788.374579,"vannaPer100kOi":1068.815259,"charmPer100kOi":-453005.01521,"weekendDeltaShiftPer100kOi":-1359023.267286,"ivSurfaceRangePp":91.2,"gammaFlipDistancePct":-22.241681,"maxPainDistancePct":22.591944,"peakCallDistancePct":5.078809,"peakPutDistancePct":5.078809},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVR.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."}