{"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/ICVT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ICVT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ICVT.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":"ICVT","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":105.08000183105469,"previous_close":107.45999908447266,"delta_neutral":116.1261468758106,"gamma_neutral":133.18080737640875,"gamma_max":140.94930404912054,"total_open_interest":97,"previous_open_interest":93,"listed_contracts":28,"listed_calls":17,"listed_puts":11,"gamma_max_distance_pct":34.13523181674067,"delta_neutral_distance_pct":10.512128713621138,"gamma_neutral_distance_pct":26.742296398637222,"open_interest_change_1d_pct":4.301075268817205,"call_open_interest":31,"put_open_interest":66,"put_call_open_interest_ratio":2.129032258064516,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":9.440424434798228,"all_expiration_max_pain":115,"net_gamma_exposure":-9440.83557636451,"net_gamma_exposure_per_100k_open_interest":-9732820.181819083,"gamma_exposure_flip":133.18080737640875,"gamma_exposure_flip_distance_pct":26.742296398637222,"call_wall":105,"call_wall_distance_pct":-0.0761342117059654,"put_wall":115,"put_wall_distance_pct":9.440424434798228,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4671},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":105.08,"totalOi":97,"analysisCoverage":0.6667,"avgIvPct":29.4,"ivRank":17.7,"iv52wHighPct":51.09,"iv52wLowPct":24.74,"frontDte":35,"termPremiumPp":3.6678,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.129,"putCallOiFrontRatio":3.2,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.010309,"netDeltaNormalized":-0.326082,"dealerDeltaNormalized":0.326082,"gexPer100kOi":-13149402.061856,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":null,"maxPainDistancePct":9.440426,"peakCallDistancePct":11.343738,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ICVT.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."}