{"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/IXUS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IXUS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IXUS.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":"IXUS","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":95.58000183105469,"previous_close":94.51000213623047,"delta_neutral":87.74585577249889,"gamma_neutral":80.48597426359663,"gamma_max":98.51606013400726,"total_open_interest":237,"previous_open_interest":246,"listed_contracts":44,"listed_calls":27,"listed_puts":17,"gamma_max_distance_pct":3.071833277574416,"delta_neutral_distance_pct":-8.196428027280522,"gamma_neutral_distance_pct":-15.792035235715899,"open_interest_change_1d_pct":-3.6585365853658534,"call_open_interest":153,"put_open_interest":84,"put_call_open_interest_ratio":0.5490196078431373,"nearest_expiration_max_pain":96,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.439420549172716,"all_expiration_max_pain":90,"net_gamma_exposure":34263.68354865144,"net_gamma_exposure_per_100k_open_interest":14457250.442468962,"gamma_exposure_flip":80.48597426359663,"gamma_exposure_flip_distance_pct":-15.792035235715899,"call_wall":101,"call_wall_distance_pct":5.670640369442128,"put_wall":96,"put_wall_distance_pct":0.439420549172716,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4422},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"IXUS","price":95.58,"totalOi":237,"analysisCoverage":0.6667,"avgIvPct":22.5,"ivRank":4.3,"iv52wHighPct":87.49,"iv52wLowPct":19.6,"frontDte":14,"frontAtmIvPct":23.1813,"backAtmIvPct":19.0231,"termPremiumPp":4.1582,"expectedMoveFrontPct":4.54,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.549,"putCallOiFrontRatio":0.571,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.271674,"dealerDeltaNormalized":-0.267089,"gexPer100kOi":15700565.400844,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":24.7,"gammaFlipDistancePct":-6.350701,"maxPainDistancePct":-5.838041,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IXUS.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."}