{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/NAMS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NAMS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAMS.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"NAMS","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":23.200000762939453,"previous_close":24.15999984741211,"delta_neutral":22.92253888841315,"gamma_neutral":20.83536849460818,"gamma_max":23.85992850906638,"total_open_interest":30880,"previous_open_interest":31286,"listed_contracts":89,"listed_calls":55,"listed_puts":44,"gamma_max_distance_pct":2.8445160535559917,"delta_neutral_distance_pct":-1.195956316387414,"gamma_neutral_distance_pct":-10.19238013176545,"open_interest_change_1d_pct":-1.2977050437895545,"call_open_interest":15559,"put_open_interest":15321,"put_call_open_interest_ratio":0.9847033871071406,"nearest_expiration_max_pain":22.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.0172445686194136,"all_expiration_max_pain":30,"net_gamma_exposure":184717.1408517222,"net_gamma_exposure_per_100k_open_interest":598177.269597546,"gamma_exposure_flip":20.83536849460818,"gamma_exposure_flip_distance_pct":-10.19238013176545,"call_wall":30,"call_wall_distance_pct":29.310340575174116,"put_wall":25,"put_wall_distance_pct":7.7586171459784286,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1267},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NAMS","price":23.2,"totalOi":30880,"analysisCoverage":1,"avgIvPct":123.2,"ivRank":100,"iv52wHighPct":123.2,"iv52wLowPct":109.3,"frontDte":14,"frontAtmIvPct":40.695,"backAtmIvPct":54.9964,"termPremiumPp":-14.3014,"expectedMoveFrontPct":7.97,"straddleFrontPct":36.31,"straddle30dPct":36.31,"riskReversalFrontPp":-14.36,"riskReversal30dPp":-14.36,"butterflyFrontPp":7.55,"butterfly30dPp":7.55,"putCallOiRatio":0.985,"putCallOiFrontRatio":0.174,"putCallVolumeFrontRatio":0,"optionVolume":370,"volumeOiRatio":0.011982,"netDeltaNormalized":0.017838,"dealerDeltaNormalized":-0.017839,"gexPer100kOi":177322.733161,"vannaPer100kOi":2130.829016,"charmPer100kOi":-85909.974093,"weekendDeltaShiftPer100kOi":-257726.683938,"ivSurfaceRangePp":125.7,"gammaFlipDistancePct":-24.181034,"maxPainDistancePct":29.310345,"peakCallDistancePct":29.310345,"peakPutDistancePct":7.758621},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAMS.json?date=2026-10-02","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."}