{"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/IEMG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IEMG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEMG.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":"IEMG","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":76.79000091552734,"previous_close":78.08999633789062,"delta_neutral":76.19126295130562,"gamma_neutral":62.48038305693227,"gamma_max":85.54776874794335,"total_open_interest":1827,"previous_open_interest":2433,"listed_contracts":105,"listed_calls":59,"listed_puts":50,"gamma_max_distance_pct":11.404828399533383,"delta_neutral_distance_pct":-0.7797082394625396,"gamma_neutral_distance_pct":-18.634741096482518,"open_interest_change_1d_pct":-24.907521578298397,"call_open_interest":1234,"put_open_interest":593,"put_call_open_interest_ratio":0.4805510534846029,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.1802305589289,"all_expiration_max_pain":82,"net_gamma_exposure":137011.3201448342,"net_gamma_exposure_per_100k_open_interest":7499251.239454527,"gamma_exposure_flip":62.48038305693227,"gamma_exposure_flip_distance_pct":-18.634741096482518,"call_wall":85,"call_wall_distance_pct":10.691494968861956,"put_wall":80,"put_wall_distance_pct":4.1802305589289,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":3141},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":76.79,"totalOi":2398,"analysisCoverage":0.9444,"avgIvPct":131.6,"ivRank":84.1,"iv52wHighPct":151,"iv52wLowPct":29.3,"frontDte":35,"termPremiumPp":-0.5904,"riskReversalFrontPp":21.42,"riskReversal30dPp":21.42,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.523,"putCallOiFrontRatio":0.14,"putCallVolumeFrontRatio":0.188,"optionVolume":142,"volumeOiRatio":0.059216,"netDeltaNormalized":-0.03538,"dealerDeltaNormalized":0.03535,"gexPer100kOi":-1226233.52794,"vannaPer100kOi":1417.848207,"charmPer100kOi":-93202.668891,"weekendDeltaShiftPer100kOi":-279649.70809,"ivSurfaceRangePp":67.4,"gammaFlipDistancePct":null,"maxPainDistancePct":6.784738,"peakCallDistancePct":17.202761,"peakPutDistancePct":1.575726},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEMG.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."}