{"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/IVR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IVR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVR.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":"IVR","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":5.53000020980835,"previous_close":5.639999866485596,"delta_neutral":5.762811365905612,"gamma_neutral":4.152500157356262,"gamma_max":8.744573513582724,"total_open_interest":10657,"previous_open_interest":13023,"listed_contracts":34,"listed_calls":25,"listed_puts":30,"gamma_max_distance_pct":58.12971395684233,"delta_neutral_distance_pct":4.209966496643777,"gamma_neutral_distance_pct":-24.90958409022966,"open_interest_change_1d_pct":-18.167856868617065,"call_open_interest":6817,"put_open_interest":3840,"put_call_open_interest_ratio":0.563297638257298,"nearest_expiration_max_pain":7,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":26.58227367847777,"all_expiration_max_pain":7,"net_gamma_exposure":175184.57055670448,"net_gamma_exposure_per_100k_open_interest":1643845.0835760953,"gamma_exposure_flip":4.152500157356262,"gamma_exposure_flip_distance_pct":-24.90958409022966,"call_wall":6,"call_wall_distance_pct":8.499091724409517,"put_wall":7,"put_wall_distance_pct":26.58227367847777,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1911},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":5.53,"totalOi":13178,"analysisCoverage":0.8333,"avgIvPct":2870.2,"ivRank":100,"iv52wHighPct":2870.2,"iv52wLowPct":121.2,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":12.95,"riskReversal30dPp":12.95,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.464,"putCallOiFrontRatio":0.665,"putCallVolumeFrontRatio":0.524,"optionVolume":88,"volumeOiRatio":0.006678,"netDeltaNormalized":0.000091,"dealerDeltaNormalized":-0.00009,"gexPer100kOi":111171.573835,"vannaPer100kOi":440.127485,"charmPer100kOi":-270708.757019,"weekendDeltaShiftPer100kOi":-812126.271058,"ivSurfaceRangePp":28.1,"gammaFlipDistancePct":-4.159132,"maxPainDistancePct":26.582278,"peakCallDistancePct":8.499096,"peakPutDistancePct":-9.584087},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVR.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."}