{"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/IFF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IFF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IFF.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":"IFF","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":90.68000030517578,"previous_close":90.29000091552734,"delta_neutral":79.89291539230334,"gamma_neutral":74.49961749927459,"gamma_max":91.57183480527989,"total_open_interest":9482,"previous_open_interest":10148,"listed_contracts":180,"listed_calls":107,"listed_puts":99,"gamma_max_distance_pct":0.9834963576342276,"delta_neutral_distance_pct":-11.895770706406521,"gamma_neutral_distance_pct":-17.84338636022,"open_interest_change_1d_pct":-6.5628695309420575,"call_open_interest":5669,"put_open_interest":3813,"put_call_open_interest_ratio":0.6726053977773858,"nearest_expiration_max_pain":82.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-9.020732551440991,"all_expiration_max_pain":82.5,"net_gamma_exposure":1232578.8310713088,"net_gamma_exposure_per_100k_open_interest":12999143.968269445,"gamma_exposure_flip":74.49961749927459,"gamma_exposure_flip_distance_pct":-17.84338636022,"call_wall":95,"call_wall_distance_pct":4.76400494076492,"put_wall":85,"put_wall_distance_pct":-6.2637850529998085,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":2001},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":90.68,"totalOi":10199,"analysisCoverage":1,"avgIvPct":85.1,"ivRank":93.1,"iv52wHighPct":88.6,"iv52wLowPct":38.1,"frontDte":35,"termPremiumPp":3.6384,"riskReversalFrontPp":4.57,"riskReversal30dPp":4.57,"butterflyFrontPp":4.07,"butterfly30dPp":4.07,"putCallOiRatio":0.664,"putCallOiFrontRatio":0.371,"putCallVolumeFrontRatio":2.816,"optionVolume":895,"volumeOiRatio":0.087754,"netDeltaNormalized":0.274139,"dealerDeltaNormalized":-0.267689,"gexPer100kOi":14019159.231297,"vannaPer100kOi":823.610158,"charmPer100kOi":-833640.552995,"weekendDeltaShiftPer100kOi":-2500911.854103,"ivSurfaceRangePp":65.6,"gammaFlipDistancePct":-5.050728,"maxPainDistancePct":-9.020732,"peakCallDistancePct":7.520953,"peakPutDistancePct":21.30569},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IFF.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."}