{"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/IGM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IGM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGM.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":"IGM","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":159.10000610351562,"previous_close":164.75,"delta_neutral":138.60006426447552,"gamma_neutral":114.97518482158961,"gamma_max":161.16581575302598,"total_open_interest":1196,"previous_open_interest":1414,"listed_contracts":99,"listed_calls":63,"listed_puts":47,"gamma_max_distance_pct":1.298434676467752,"delta_neutral_distance_pct":-12.884940950726412,"gamma_neutral_distance_pct":-27.734016083705853,"open_interest_change_1d_pct":-15.417256011315416,"call_open_interest":807,"put_open_interest":389,"put_call_open_interest_ratio":0.48203221809169766,"nearest_expiration_max_pain":155,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.5769993376669187,"all_expiration_max_pain":142,"net_gamma_exposure":109800.26751261867,"net_gamma_exposure_per_100k_open_interest":9180624.373964772,"gamma_exposure_flip":114.97518482158961,"gamma_exposure_flip_distance_pct":-27.734016083705853,"call_wall":170,"call_wall_distance_pct":6.851032984494347,"put_wall":150,"put_wall_distance_pct":-5.719676778387341,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3420},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":159.1,"totalOi":1420,"analysisCoverage":1,"avgIvPct":64.7,"ivRank":56.5,"iv52wHighPct":92.77,"iv52wLowPct":28.3,"frontDte":35,"termPremiumPp":1.8646,"riskReversalFrontPp":-9.13,"riskReversal30dPp":-9.13,"butterflyFrontPp":2.32,"butterfly30dPp":2.32,"putCallOiRatio":0.559,"putCallOiFrontRatio":0.412,"putCallVolumeFrontRatio":0,"optionVolume":9,"volumeOiRatio":0.006338,"netDeltaNormalized":0.271577,"dealerDeltaNormalized":-0.27157,"gexPer100kOi":-29727678.873239,"vannaPer100kOi":774.647887,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":13.5,"gammaFlipDistancePct":-25.329981,"maxPainDistancePct":-6.348209,"peakCallDistancePct":6.851037,"peakPutDistancePct":3.079824},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IGM.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."}