{"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/IMUX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IMUX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMUX.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":"IMUX","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":6.96999979019165,"previous_close":7.099999904632568,"delta_neutral":2.8969928471464748,"gamma_neutral":6.96999979019165,"gamma_max":5,"total_open_interest":6420,"previous_open_interest":7675,"listed_contracts":36,"listed_calls":25,"listed_puts":14,"gamma_max_distance_pct":-28.263986362867342,"delta_neutral_distance_pct":-58.436256322084944,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-16.351791530944627,"call_open_interest":4883,"put_open_interest":1537,"put_call_open_interest_ratio":0.3147655130043006,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":79.34003409283164,"all_expiration_max_pain":10,"net_gamma_exposure":76863.26585724822,"net_gamma_exposure_per_100k_open_interest":1197247.1317328382,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":186.94405454853063,"put_wall":7.5,"put_wall_distance_pct":7.604020455698987,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2285},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":6.97,"totalOi":7687,"analysisCoverage":0.8333,"avgIvPct":2238.1,"ivRank":100,"iv52wHighPct":2238.1,"iv52wLowPct":154.3,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-54.24,"riskReversal30dPp":-54.24,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.29,"putCallOiFrontRatio":5.218,"putCallVolumeFrontRatio":0.818,"optionVolume":34,"volumeOiRatio":0.004423,"netDeltaNormalized":0.226823,"dealerDeltaNormalized":-0.226825,"gexPer100kOi":92810.068948,"vannaPer100kOi":1248.861715,"charmPer100kOi":64654.611682,"weekendDeltaShiftPer100kOi":193976.844022,"ivSurfaceRangePp":56.2,"gammaFlipDistancePct":137.159254,"maxPainDistancePct":43.472023,"peakCallDistancePct":43.472023,"peakPutDistancePct":7.604017},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IMUX.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."}