{"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/IMOS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMOS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMOS.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":"IMOS","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":61.415000915527344,"previous_close":65.13999938964844,"delta_neutral":39.7265973215281,"gamma_neutral":29.268268575721855,"gamma_max":65.58502713123308,"total_open_interest":1149,"previous_open_interest":1273,"listed_contracts":48,"listed_calls":35,"listed_puts":21,"gamma_max_distance_pct":6.789914766005384,"delta_neutral_distance_pct":-35.31450504060131,"gamma_neutral_distance_pct":-52.34345332669032,"open_interest_change_1d_pct":-9.74076983503535,"call_open_interest":1015,"put_open_interest":134,"put_call_open_interest_ratio":0.13201970443349753,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":5.83733457792113,"all_expiration_max_pain":45,"net_gamma_exposure":73272.90132268504,"net_gamma_exposure_per_100k_open_interest":6377101.942792431,"gamma_exposure_flip":29.268268575721855,"gamma_exposure_flip_distance_pct":-52.34345332669032,"call_wall":95,"call_wall_distance_pct":54.68533515234627,"put_wall":70,"put_wall_distance_pct":13.978668006991986,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3446},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":61.42,"totalOi":1274,"analysisCoverage":0.8333,"avgIvPct":464,"ivRank":100,"iv52wHighPct":464,"iv52wLowPct":80.38,"frontDte":35,"termPremiumPp":-0.2744,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.162,"putCallOiFrontRatio":0.151,"putCallVolumeFrontRatio":0,"optionVolume":16,"volumeOiRatio":0.012559,"netDeltaNormalized":0.239027,"dealerDeltaNormalized":-0.239035,"gexPer100kOi":3772774.725275,"vannaPer100kOi":3296.703297,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":21.3,"gammaFlipDistancePct":-30.918268,"maxPainDistancePct":-26.733963,"peakCallDistancePct":30.250733,"peakPutDistancePct":-34.874634},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMOS.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."}