{"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/IVV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IVV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVV.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":"IVV","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":766.6699829101562,"previous_close":775.1599731445312,"delta_neutral":719.2567740357463,"gamma_neutral":707.8991255294263,"gamma_max":792.0508380443353,"total_open_interest":12786,"previous_open_interest":14015,"listed_contracts":783,"listed_calls":481,"listed_puts":378,"gamma_max_distance_pct":3.3105320020274367,"delta_neutral_distance_pct":-6.184304841887385,"gamma_neutral_distance_pct":-7.665730847795185,"open_interest_change_1d_pct":-8.76917588298252,"call_open_interest":7758,"put_open_interest":5028,"put_call_open_interest_ratio":0.6481051817478731,"nearest_expiration_max_pain":772.5,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":0.7604337224360788,"all_expiration_max_pain":705,"net_gamma_exposure":1600679.4208834006,"net_gamma_exposure_per_100k_open_interest":12519000.632593466,"gamma_exposure_flip":707.8991255294263,"gamma_exposure_flip_distance_pct":-7.665730847795185,"call_wall":800,"call_wall_distance_pct":4.347374728736392,"put_wall":750,"put_wall_distance_pct":-2.1743361918096324,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1772},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":766.67,"totalOi":14128,"analysisCoverage":1,"avgIvPct":43.1,"ivRank":54.6,"iv52wHighPct":61.8,"iv52wLowPct":20.6,"frontDte":7,"termPremiumPp":2.07,"riskReversalFrontPp":12.94,"riskReversal30dPp":12.94,"butterflyFrontPp":0.06,"butterfly30dPp":0.06,"putCallOiRatio":0.645,"putCallOiFrontRatio":0.587,"putCallVolumeFrontRatio":0.176,"optionVolume":290,"volumeOiRatio":0.020527,"netDeltaNormalized":0.202055,"dealerDeltaNormalized":-0.19858,"gexPer100kOi":124113840.104756,"vannaPer100kOi":1996.03624,"charmPer100kOi":-43962.344281,"weekendDeltaShiftPer100kOi":-131894.110985,"ivSurfaceRangePp":48.6,"gammaFlipDistancePct":1.402168,"maxPainDistancePct":-7.391707,"peakCallDistancePct":0.434346,"peakPutDistancePct":-29.565524},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVV.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."}