{"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/NCNO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NCNO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NCNO.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":"NCNO","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":18.68000030517578,"previous_close":19.350000381469727,"delta_neutral":16.56265655071146,"gamma_neutral":14.554131377731396,"gamma_max":21.38549188965428,"total_open_interest":6102,"previous_open_interest":6086,"listed_contracts":65,"listed_calls":37,"listed_puts":34,"gamma_max_distance_pct":14.483359423334008,"delta_neutral_distance_pct":-11.334816487543936,"gamma_neutral_distance_pct":-22.087092398500687,"open_interest_change_1d_pct":0.26289845547157414,"call_open_interest":3627,"put_open_interest":2475,"put_call_open_interest_ratio":0.6823821339950372,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.066379407169915,"all_expiration_max_pain":17.5,"net_gamma_exposure":287796.4312525591,"net_gamma_exposure_per_100k_open_interest":4716427.913021291,"gamma_exposure_flip":14.554131377731396,"gamma_exposure_flip_distance_pct":-22.087092398500687,"call_wall":22.5,"call_wall_distance_pct":20.449676833066157,"put_wall":12.5,"put_wall_distance_pct":-33.0835128705188,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2443},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NCNO","price":18.68,"totalOi":6102,"analysisCoverage":0.8889,"avgIvPct":95.7,"ivRank":31.2,"iv52wHighPct":126.6,"iv52wLowPct":81.7,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-193.22,"riskReversal30dPp":-193.22,"butterflyFrontPp":-4.01,"butterfly30dPp":-4.01,"putCallOiRatio":0.682,"putCallOiFrontRatio":0.601,"putCallVolumeFrontRatio":0,"optionVolume":5,"volumeOiRatio":0.000819,"netDeltaNormalized":0.099864,"dealerDeltaNormalized":-0.099864,"gexPer100kOi":859093.411996,"vannaPer100kOi":5178.629957,"charmPer100kOi":-229941.00295,"weekendDeltaShiftPer100kOi":-689839.396919,"ivSurfaceRangePp":38.8,"gammaFlipDistancePct":3.051392,"maxPainDistancePct":-6.316916,"peakCallDistancePct":-19.700214,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NCNO.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."}