{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/ICE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ICE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ICE.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"ICE","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":161.55999755859375,"previous_close":158.41000366210938,"delta_neutral":144.54017541874765,"gamma_neutral":137.1783714393024,"gamma_max":165.09595615756294,"total_open_interest":43451,"previous_open_interest":50053,"listed_contracts":387,"listed_calls":242,"listed_puts":201,"gamma_max_distance_pct":2.188634966825117,"delta_neutral_distance_pct":-10.534675908046754,"gamma_neutral_distance_pct":-15.091375642320589,"open_interest_change_1d_pct":-13.190018580304876,"call_open_interest":29385,"put_open_interest":14066,"put_call_open_interest_ratio":0.47867959843457547,"nearest_expiration_max_pain":157.5,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-2.512996793727538,"all_expiration_max_pain":145,"net_gamma_exposure":4233050.679665456,"net_gamma_exposure_per_100k_open_interest":9742124.875527503,"gamma_exposure_flip":137.1783714393024,"gamma_exposure_flip_distance_pct":-15.091375642320589,"call_wall":160,"call_wall_distance_pct":-0.9655840444216262,"put_wall":155,"put_wall_distance_pct":-4.06040954303345,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":998},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":161.56,"totalOi":50347,"analysisCoverage":1,"avgIvPct":104.8,"ivRank":100,"iv52wHighPct":104.8,"iv52wLowPct":33.6,"frontDte":7,"termPremiumPp":1.4201,"riskReversalFrontPp":66.41,"riskReversal30dPp":5.7,"butterflyFrontPp":-0.27,"butterfly30dPp":-3.73,"putCallOiRatio":0.505,"putCallOiFrontRatio":0.598,"putCallVolumeFrontRatio":0.913,"optionVolume":3504,"volumeOiRatio":0.069597,"netDeltaNormalized":0.233205,"dealerDeltaNormalized":-0.213205,"gexPer100kOi":27288689.912011,"vannaPer100kOi":1199.674261,"charmPer100kOi":-801803.483822,"weekendDeltaShiftPer100kOi":-2405408.465251,"ivSurfaceRangePp":72.2,"gammaFlipDistancePct":-1.343154,"maxPainDistancePct":-7.774202,"peakCallDistancePct":2.12924,"peakPutDistancePct":-7.155236},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ICE.json?date=2026-10-16&public_schema=4","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."}