{"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/IVZ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IVZ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVZ.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":"IVZ","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":30.65999984741211,"previous_close":30.420000076293945,"delta_neutral":25.952028515021862,"gamma_neutral":21.040674847416188,"gamma_max":32.14644669088927,"total_open_interest":26435,"previous_open_interest":25125,"listed_contracts":120,"listed_calls":86,"listed_puts":70,"gamma_max_distance_pct":4.848163244862593,"delta_neutral_distance_pct":-15.355418642598684,"gamma_neutral_distance_pct":-31.374184761477913,"open_interest_change_1d_pct":5.213930348258707,"call_open_interest":20408,"put_open_interest":6027,"put_call_open_interest_ratio":0.2953253626029008,"nearest_expiration_max_pain":27,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-11.937377252534578,"all_expiration_max_pain":25,"net_gamma_exposure":2601048.1431231718,"net_gamma_exposure_per_100k_open_interest":9839410.41468951,"gamma_exposure_flip":21.040674847416188,"gamma_exposure_flip_distance_pct":-31.374184761477913,"call_wall":30,"call_wall_distance_pct":-2.152641391705086,"put_wall":28,"put_wall_distance_pct":-8.675798632258081,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1373},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IVZ","price":30.66,"totalOi":26435,"analysisCoverage":1,"avgIvPct":100.1,"ivRank":100,"iv52wHighPct":100.1,"iv52wLowPct":46.9,"frontDte":14,"frontAtmIvPct":33.4444,"backAtmIvPct":36.2176,"termPremiumPp":-2.7732,"expectedMoveFrontPct":6.55,"straddleFrontPct":4.97,"straddle30dPct":4.97,"riskReversalFrontPp":5.65,"riskReversal30dPp":5.65,"butterflyFrontPp":4.88,"butterfly30dPp":4.88,"putCallOiRatio":0.295,"putCallOiFrontRatio":0.426,"putCallVolumeFrontRatio":0,"optionVolume":115,"volumeOiRatio":0.00435,"netDeltaNormalized":0.319503,"dealerDeltaNormalized":-0.310934,"gexPer100kOi":3276491.507471,"vannaPer100kOi":1906.563268,"charmPer100kOi":-1476962.360507,"weekendDeltaShiftPer100kOi":-4430883.298657,"ivSurfaceRangePp":78.1,"gammaFlipDistancePct":-37.051533,"maxPainDistancePct":-18.460535,"peakCallDistancePct":7.632094,"peakPutDistancePct":1.108937},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVZ.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."}