{"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/ITA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ITA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITA.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":"ITA","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":209.07000732421875,"previous_close":206.9199981689453,"delta_neutral":212.40106873045409,"gamma_neutral":177.84114531221445,"gamma_max":232.68683172524294,"total_open_interest":27482,"previous_open_interest":29597,"listed_contracts":262,"listed_calls":166,"listed_puts":112,"gamma_max_distance_pct":11.296132191931294,"delta_neutral_distance_pct":1.593275596470247,"gamma_neutral_distance_pct":-14.937035881754014,"open_interest_change_1d_pct":-7.145994526472278,"call_open_interest":16719,"put_open_interest":10763,"put_call_open_interest_ratio":0.6437585980022729,"nearest_expiration_max_pain":210,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.4448235725840142,"all_expiration_max_pain":225,"net_gamma_exposure":900878.6321073273,"net_gamma_exposure_per_100k_open_interest":3278067.94304391,"gamma_exposure_flip":177.84114531221445,"gamma_exposure_flip_distance_pct":-14.937035881754014,"call_wall":250,"call_wall_distance_pct":19.577170919742873,"put_wall":240,"put_wall_distance_pct":14.79408408295316,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1272},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":209.07,"totalOi":30218,"analysisCoverage":1,"avgIvPct":152.8,"ivRank":97,"iv52wHighPct":156.6,"iv52wLowPct":29.6,"frontDte":35,"termPremiumPp":0.5505,"riskReversalFrontPp":1.9,"riskReversal30dPp":1.9,"butterflyFrontPp":1.33,"butterfly30dPp":1.33,"putCallOiRatio":0.608,"putCallOiFrontRatio":2.016,"putCallVolumeFrontRatio":1.146,"optionVolume":1118,"volumeOiRatio":0.036998,"netDeltaNormalized":-0.01544,"dealerDeltaNormalized":0.015313,"gexPer100kOi":12981103.646833,"vannaPer100kOi":3027.996558,"charmPer100kOi":27169.236879,"weekendDeltaShiftPer100kOi":81507.710636,"ivSurfaceRangePp":13.9,"gammaFlipDistancePct":-0.296551,"maxPainDistancePct":7.619458,"peakCallDistancePct":0.444827,"peakPutDistancePct":-4.33826},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ITA.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."}