{"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/IEFA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IEFA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEFA.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":"IEFA","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":96.52999877929688,"previous_close":96.62000274658203,"delta_neutral":85.66719865312672,"gamma_neutral":72.98214939099707,"gamma_max":99.95228200887216,"total_open_interest":1227,"previous_open_interest":1507,"listed_contracts":78,"listed_calls":52,"listed_puts":30,"gamma_max_distance_pct":3.5453053691628913,"delta_neutral_distance_pct":-11.25328940592501,"gamma_neutral_distance_pct":-24.394333042662588,"open_interest_change_1d_pct":-18.579960185799603,"call_open_interest":919,"put_open_interest":308,"put_call_open_interest_ratio":0.33514689880304677,"nearest_expiration_max_pain":96,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.5490508505119195,"all_expiration_max_pain":88,"net_gamma_exposure":220441.6151326133,"net_gamma_exposure_per_100k_open_interest":17965901.803798966,"gamma_exposure_flip":72.98214939099707,"gamma_exposure_flip_distance_pct":-24.394333042662588,"call_wall":100,"call_wall_distance_pct":3.5947386973834172,"put_wall":97,"put_wall_distance_pct":0.48689653646191466,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3403},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":96.53,"totalOi":1511,"analysisCoverage":1,"avgIvPct":108.3,"ivRank":100,"iv52wHighPct":108.3,"iv52wLowPct":18.2,"frontDte":35,"termPremiumPp":0.4032,"riskReversalFrontPp":13.33,"riskReversal30dPp":13.33,"butterflyFrontPp":7.9,"butterfly30dPp":7.9,"putCallOiRatio":0.296,"putCallOiFrontRatio":0.068,"putCallVolumeFrontRatio":0.333,"optionVolume":8,"volumeOiRatio":0.005295,"netDeltaNormalized":0.275874,"dealerDeltaNormalized":-0.274778,"gexPer100kOi":19280313.037723,"vannaPer100kOi":198.544011,"charmPer100kOi":-25943.08405,"weekendDeltaShiftPer100kOi":-77829.252151,"ivSurfaceRangePp":33.8,"gammaFlipDistancePct":-12.462447,"maxPainDistancePct":-8.836631,"peakCallDistancePct":2.55879,"peakPutDistancePct":-4.692842},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEFA.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."}