{"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/IEX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IEX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEX.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":"IEX","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":235.5500030517578,"previous_close":236.4199981689453,"delta_neutral":192.99163310815925,"gamma_neutral":161.05164441201754,"gamma_max":235.21868388052647,"total_open_interest":647,"previous_open_interest":1125,"listed_contracts":30,"listed_calls":22,"listed_puts":12,"gamma_max_distance_pct":-0.1406576807212103,"delta_neutral_distance_pct":-18.06765841316807,"gamma_neutral_distance_pct":-31.62740720634617,"open_interest_change_1d_pct":-42.48888888888889,"call_open_interest":610,"put_open_interest":37,"put_call_open_interest_ratio":0.060655737704918035,"nearest_expiration_max_pain":220,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-6.601572001822892,"all_expiration_max_pain":230,"net_gamma_exposure":211879.29334316423,"net_gamma_exposure_per_100k_open_interest":32747958.78565135,"gamma_exposure_flip":161.05164441201754,"gamma_exposure_flip_distance_pct":-31.62740720634617,"call_wall":240,"call_wall_distance_pct":1.889194179829572,"put_wall":230,"put_wall_distance_pct":-2.3561889109966603,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3793},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":235.55,"totalOi":1126,"analysisCoverage":0.8333,"avgIvPct":1260,"ivRank":100,"iv52wHighPct":1260,"iv52wLowPct":37.1,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.076,"putCallOiFrontRatio":0.009,"putCallVolumeFrontRatio":0,"optionVolume":46,"volumeOiRatio":0.040853,"netDeltaNormalized":0.293516,"dealerDeltaNormalized":-0.285435,"gexPer100kOi":127807288.632327,"vannaPer100kOi":355.239787,"charmPer100kOi":-1245914.742451,"weekendDeltaShiftPer100kOi":-3737655.417407,"ivSurfaceRangePp":5.3,"gammaFlipDistancePct":-5.973254,"maxPainDistancePct":-6.601571,"peakCallDistancePct":-2.356188,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEX.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."}