{"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/NAVI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NAVI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAVI.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":"NAVI","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":9.1899995803833,"previous_close":9.109999656677246,"delta_neutral":7.911876561670404,"gamma_neutral":6.277356924821552,"gamma_max":9.726193530842833,"total_open_interest":8443,"previous_open_interest":8443,"listed_contracts":27,"listed_calls":17,"listed_puts":13,"gamma_max_distance_pct":5.83453726814173,"delta_neutral_distance_pct":-13.90775927173207,"gamma_neutral_distance_pct":-31.693610321582483,"open_interest_change_1d_pct":0,"call_open_interest":3855,"put_open_interest":4588,"put_call_open_interest_ratio":1.190142671854734,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-18.389550136549772,"all_expiration_max_pain":7.5,"net_gamma_exposure":586193.5871449551,"net_gamma_exposure_per_100k_open_interest":6942953.774072665,"gamma_exposure_flip":6.277356924821552,"gamma_exposure_flip_distance_pct":-31.693610321582483,"call_wall":10,"call_wall_distance_pct":8.81393315126697,"put_wall":7.5,"put_wall_distance_pct":-18.389550136549772,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2207},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NAVI","price":9.19,"totalOi":8443,"analysisCoverage":0.8333,"avgIvPct":143.5,"ivRank":36.4,"iv52wHighPct":257,"iv52wLowPct":78.6,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-21.34,"riskReversal30dPp":-21.34,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.19,"putCallOiFrontRatio":0.888,"putCallVolumeFrontRatio":0,"optionVolume":20,"volumeOiRatio":0.002369,"netDeltaNormalized":0.112253,"dealerDeltaNormalized":-0.112253,"gexPer100kOi":634319.436219,"vannaPer100kOi":3825.654388,"charmPer100kOi":149224.209404,"weekendDeltaShiftPer100kOi":447684.472344,"ivSurfaceRangePp":154,"gammaFlipDistancePct":-16.539717,"maxPainDistancePct":-18.389554,"peakCallDistancePct":8.813928,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAVI.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."}