{"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/IEZ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IEZ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEZ.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":"IEZ","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":26.600000381469727,"previous_close":26.190000534057617,"delta_neutral":33.55386663346472,"gamma_neutral":45.703021921986554,"gamma_max":53.96088077990625,"total_open_interest":2480,"previous_open_interest":2918,"listed_contracts":35,"listed_calls":16,"listed_puts":21,"gamma_max_distance_pct":102.86045115058285,"delta_neutral_distance_pct":26.142353955901616,"gamma_neutral_distance_pct":71.81586942316176,"open_interest_change_1d_pct":-15.01028101439342,"call_open_interest":223,"put_open_interest":2257,"put_call_open_interest_ratio":10.121076233183857,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":12.781953269815757,"all_expiration_max_pain":30,"net_gamma_exposure":-242310.9371098881,"net_gamma_exposure_per_100k_open_interest":-9770602.302818067,"gamma_exposure_flip":45.703021921986554,"gamma_exposure_flip_distance_pct":71.81586942316176,"call_wall":30,"call_wall_distance_pct":12.781953269815757,"put_wall":23,"put_wall_distance_pct":-13.533835826474586,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2936},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":26.6,"totalOi":2933,"analysisCoverage":0.8333,"avgIvPct":470.2,"ivRank":62.7,"iv52wHighPct":719.6,"iv52wLowPct":51.1,"frontDte":35,"termPremiumPp":-1.0229,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":5.789,"putCallOiFrontRatio":0.91,"putCallVolumeFrontRatio":0,"optionVolume":33,"volumeOiRatio":0.011251,"netDeltaNormalized":-0.165377,"dealerDeltaNormalized":0.163686,"gexPer100kOi":-1991120.354586,"vannaPer100kOi":5796.113195,"charmPer100kOi":-137606.546198,"weekendDeltaShiftPer100kOi":-412785.543812,"ivSurfaceRangePp":85.6,"gammaFlipDistancePct":null,"maxPainDistancePct":5.263158,"peakCallDistancePct":1.503759,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IEZ.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."}