{"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/IVVD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/IVVD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVVD.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":"IVVD","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":0.6186000108718872,"previous_close":null,"delta_neutral":0.18283831910080295,"gamma_neutral":0.6186000108718872,"gamma_max":0.5,"total_open_interest":38334,"previous_open_interest":null,"listed_contracts":21,"listed_calls":22,"listed_puts":16,"gamma_max_distance_pct":-19.17232602448974,"delta_neutral_distance_pct":-70.44320790697998,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":null,"call_open_interest":34289,"put_open_interest":4045,"put_call_open_interest_ratio":0.11796786141328122,"nearest_expiration_max_pain":0.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-19.17232602448974,"all_expiration_max_pain":0.5,"net_gamma_exposure":614874.9989503935,"net_gamma_exposure_per_100k_open_interest":1603993.840847273,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1,"call_wall_distance_pct":61.65534795102051,"put_wall":0.5,"put_wall_distance_pct":-19.17232602448974,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1082},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":0.62,"totalOi":54764,"analysisCoverage":0.7778,"avgIvPct":5418.9,"ivRank":100,"iv52wHighPct":5418.9,"iv52wLowPct":199.94,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":125.92,"riskReversal30dPp":125.92,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.091,"putCallOiFrontRatio":0.055,"putCallVolumeFrontRatio":0,"optionVolume":743,"volumeOiRatio":0.013567,"netDeltaNormalized":0.586888,"dealerDeltaNormalized":-0.586888,"gexPer100kOi":16620.900592,"vannaPer100kOi":-1508.290118,"charmPer100kOi":-10315.17055,"weekendDeltaShiftPer100kOi":-30947.337667,"ivSurfaceRangePp":66,"gammaFlipDistancePct":null,"maxPainDistancePct":-19.354839,"peakCallDistancePct":-19.354839,"peakPutDistancePct":-19.354839},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/IVVD.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."}