{"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/NE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NE.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":"NE","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":40.70000076293945,"previous_close":41.720001220703125,"delta_neutral":34.15599965667769,"gamma_neutral":24.794574031500062,"gamma_max":45.44248393766284,"total_open_interest":36548,"previous_open_interest":36469,"listed_contracts":149,"listed_calls":92,"listed_puts":85,"gamma_max_distance_pct":11.652292594160816,"delta_neutral_distance_pct":-16.078626495310992,"gamma_neutral_distance_pct":-39.07967182625345,"open_interest_change_1d_pct":0.2166223367791823,"call_open_interest":24507,"put_open_interest":12041,"put_call_open_interest_ratio":0.4913290080385196,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":10.565108492518835,"all_expiration_max_pain":30,"net_gamma_exposure":2018600.1333038073,"net_gamma_exposure_per_100k_open_interest":5523148.006194066,"gamma_exposure_flip":24.794574031500062,"gamma_exposure_flip_distance_pct":-39.07967182625345,"call_wall":45,"call_wall_distance_pct":10.565108492518835,"put_wall":42.5,"put_wall_distance_pct":4.422602465156677,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1173},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NE","price":40.7,"totalOi":36548,"analysisCoverage":1,"avgIvPct":83.2,"ivRank":100,"iv52wHighPct":83.2,"iv52wLowPct":54.46,"frontDte":14,"frontAtmIvPct":42.7374,"backAtmIvPct":45.9065,"termPremiumPp":-3.1691,"expectedMoveFrontPct":8.37,"straddleFrontPct":14.37,"straddle30dPct":14.37,"riskReversalFrontPp":-122.37,"riskReversal30dPp":-122.37,"butterflyFrontPp":6.23,"butterfly30dPp":6.23,"putCallOiRatio":0.491,"putCallOiFrontRatio":0.187,"putCallVolumeFrontRatio":0,"optionVolume":280,"volumeOiRatio":0.007661,"netDeltaNormalized":0.274859,"dealerDeltaNormalized":-0.270534,"gexPer100kOi":2844460.052534,"vannaPer100kOi":1909.817227,"charmPer100kOi":-23820.728904,"weekendDeltaShiftPer100kOi":-71459.450586,"ivSurfaceRangePp":126.2,"gammaFlipDistancePct":-29.72973,"maxPainDistancePct":-26.289926,"peakCallDistancePct":4.422604,"peakPutDistancePct":-1.719902},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NE.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."}