{"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/IHI","markdown_url":"https://halfonadouble.com/stock/IHI.md","history_url":"https://halfonadouble.com/api/v1/history/IHI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IHI.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":"IHI","page_tier":"A","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":53.7400016784668,"previous_close":54.0099983215332,"delta_neutral":58.08067202946868,"gamma_neutral":53.7400016784668,"gamma_max":73.64954315990363,"total_open_interest":124034,"previous_open_interest":233789,"listed_contracts":170,"listed_calls":113,"listed_puts":76,"gamma_max_distance_pct":37.04789888276917,"delta_neutral_distance_pct":8.07716824605377,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-46.94617796389052,"call_open_interest":13556,"put_open_interest":110478,"put_call_open_interest_ratio":8.149749188551196,"nearest_expiration_max_pain":51,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.098625963691948,"all_expiration_max_pain":52,"net_gamma_exposure":-23581368.00286522,"net_gamma_exposure_per_100k_open_interest":-19012019.287344776,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":55,"call_wall_distance_pct":2.3446190587635853,"put_wall":50,"put_wall_distance_pct":-6.9594372193058325,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":536},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-16","session_count":1404,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":11.904761904761903,"gamma_max_cross_count":16,"delta_neutral_cross_count":11,"gamma_max_prior_sessions_closer_pct":97.61904761904762,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":87.3015873015873,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":69.84126984126983,"open_interest_change_1d_contracts":-109755,"open_interest_change_z_252":-17.810800443143027,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-47.01756484297577,"open_interest_change_21_sessions_pct":-46.41442266567014,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-32113,"put_change_contracts":-77642,"call_growth_pct":-70.31684512470166,"put_growth_pct":-41.272591962577074,"call_minus_put_growth_pp":-29.044253162124583},"five_sessions":{"call_change_contracts":-32012,"put_change_contracts":-78058,"call_growth_pct":-70.25105337078652,"put_growth_pct":-41.40217252938431,"call_minus_put_growth_pp":-28.848880841402213},"call_change_surprise":{"z_score":-16.231890225714963,"comparison_sessions":252},"put_change_surprise":{"z_score":-13.468832893234755,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.9180526912307524,"comparison_sessions":237}}},"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":39.837861601533966,"directional_score":-24.672667757774143,"catalyst_reasons":["IV rank 100"],"features":{"price":53.74,"totalOi":234038,"analysisCoverage":1,"avgIvPct":180.6,"ivRank":100,"iv52wHighPct":180.6,"iv52wLowPct":29.1,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":2.44,"riskReversal30dPp":2.44,"butterflyFrontPp":-1.44,"butterfly30dPp":-1.44,"putCallOiRatio":4.094,"putCallOiFrontRatio":0.4,"putCallVolumeFrontRatio":0.072,"optionVolume":1365,"volumeOiRatio":0.005832,"netDeltaNormalized":-0.121747,"dealerDeltaNormalized":0.121681,"gexPer100kOi":-7913873.905092,"vannaPer100kOi":3718.199609,"charmPer100kOi":-5470.479153,"weekendDeltaShiftPer100kOi":-16411.437459,"ivSurfaceRangePp":50.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.237812,"peakCallDistancePct":2.344622,"peakPutDistancePct":-8.820246},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IHI.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":[{"direction":"above","event_count":21,"completed_path_count":21,"latest_cross_date":"2026-04-14","horizons":[{"sessions":1,"sample_size":21,"median_return_pct":0.5282727387605712,"p25_return_pct":-0.20238601424555913,"p75_return_pct":1.0366789525875664,"above_zero_pct":71.42857142857143,"median_interval_low_pct":0.032191304393736075,"median_interval_high_pct":0.9910468642500225,"median_interval_nominal_coverage_pct":92.16461181640625,"confidence_floor_pct":0.032191304393736075},{"sessions":3,"sample_size":21,"median_return_pct":0.5787036934834289,"p25_return_pct":-0.17062293821741292,"p75_return_pct":1.4563131666499807,"above_zero_pct":66.66666666666666,"median_interval_low_pct":-0.155373637620837,"median_interval_high_pct":1.2523733004097037,"median_interval_nominal_coverage_pct":92.16461181640625,"confidence_floor_pct":0},{"sessions":5,"sample_size":21,"median_return_pct":0.42244837726872486,"p25_return_pct":-1.2148371476138453,"p75_return_pct":1.664545643444093,"above_zero_pct":52.38095238095239,"median_interval_low_pct":-0.9167186870613464,"median_interval_high_pct":1.1071247698124953,"median_interval_nominal_coverage_pct":92.16461181640625,"confidence_floor_pct":0},{"sessions":10,"sample_size":21,"median_return_pct":1.0440987814607006,"p25_return_pct":-2.462582597281382,"p75_return_pct":2.8261223496366394,"above_zero_pct":61.904761904761905,"median_interval_low_pct":-2.1666410712656736,"median_interval_high_pct":2.2168267779899775,"median_interval_nominal_coverage_pct":92.16461181640625,"confidence_floor_pct":0}]},{"direction":"below","event_count":20,"completed_path_count":20,"latest_cross_date":"2026-04-16","horizons":[{"sessions":1,"sample_size":20,"median_return_pct":0.07497641271291267,"p25_return_pct":-0.4350046444327127,"p75_return_pct":0.5366530616746024,"above_zero_pct":60,"median_interval_low_pct":-0.41834614617379806,"median_interval_high_pct":0.5070506920130446,"median_interval_nominal_coverage_pct":95.86105346679688,"confidence_floor_pct":0},{"sessions":3,"sample_size":20,"median_return_pct":0.24233705385589,"p25_return_pct":-0.8643312936327502,"p75_return_pct":1.6370931301584624,"above_zero_pct":55.00000000000001,"median_interval_low_pct":-0.849901818648946,"median_interval_high_pct":1.5469666622548228,"median_interval_nominal_coverage_pct":95.86105346679688,"confidence_floor_pct":0},{"sessions":5,"sample_size":20,"median_return_pct":0.4236751348662082,"p25_return_pct":-0.799867132697929,"p75_return_pct":2.2827924669837127,"above_zero_pct":55.00000000000001,"median_interval_low_pct":-0.7858600892993839,"median_interval_high_pct":2.1523144882425127,"median_interval_nominal_coverage_pct":95.86105346679688,"confidence_floor_pct":0},{"sessions":10,"sample_size":20,"median_return_pct":0.3264005631138378,"p25_return_pct":-3.45081196110687,"p75_return_pct":2.4064063602885986,"above_zero_pct":55.00000000000001,"median_interval_low_pct":-3.37166246591607,"median_interval_high_pct":2.171265668281097,"median_interval_nominal_coverage_pct":95.86105346679688,"confidence_floor_pct":0}]}],"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."}