{"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/IMPP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMPP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMPP.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":"IMPP","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":4.840000152587891,"previous_close":4.869999885559082,"delta_neutral":3.5262717194454654,"gamma_neutral":4.840000152587891,"gamma_max":5.216108785604656,"total_open_interest":81529,"previous_open_interest":91192,"listed_contracts":33,"listed_calls":26,"listed_puts":15,"gamma_max_distance_pct":7.770839280153012,"delta_neutral_distance_pct":-27.14314858936503,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-10.59632423896833,"call_open_interest":57207,"put_open_interest":24322,"put_call_open_interest_ratio":0.4251577604139354,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":3.305781867105094,"all_expiration_max_pain":4,"net_gamma_exposure":2774103.3540086052,"net_gamma_exposure_per_100k_open_interest":3402597.0562727437,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":6,"call_wall_distance_pct":23.96693824052611,"put_wall":5,"put_wall_distance_pct":3.305781867105094,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":693},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":4.84,"totalOi":91745,"analysisCoverage":0.9444,"avgIvPct":3473,"ivRank":100,"iv52wHighPct":3473,"iv52wLowPct":86.38,"frontDte":35,"termPremiumPp":-1.3004,"riskReversalFrontPp":0.94,"riskReversal30dPp":0.94,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.458,"putCallOiFrontRatio":5.373,"putCallVolumeFrontRatio":0.283,"optionVolume":2408,"volumeOiRatio":0.026247,"netDeltaNormalized":0.303583,"dealerDeltaNormalized":-0.300267,"gexPer100kOi":271017.003651,"vannaPer100kOi":648.536705,"charmPer100kOi":2723.854161,"weekendDeltaShiftPer100kOi":8171.562483,"ivSurfaceRangePp":22.8,"gammaFlipDistancePct":-31.404959,"maxPainDistancePct":-17.355372,"peakCallDistancePct":-17.355372,"peakPutDistancePct":3.305785},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMPP.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."}