{"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/NEBX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NEBX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEBX.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":"NEBX","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":28.579999923706055,"previous_close":26.31999969482422,"delta_neutral":24.1857000786246,"gamma_neutral":24.424880710127873,"gamma_max":34.289198869532356,"total_open_interest":25572,"previous_open_interest":25161,"listed_contracts":290,"listed_calls":171,"listed_puts":171,"gamma_max_distance_pct":19.976203502683468,"delta_neutral_distance_pct":-15.375436867781605,"gamma_neutral_distance_pct":-14.538555719629878,"open_interest_change_1d_pct":1.6334803863121496,"call_open_interest":13561,"put_open_interest":12011,"put_call_open_interest_ratio":0.8857016444215028,"nearest_expiration_max_pain":27,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-5.528341245359847,"all_expiration_max_pain":28,"net_gamma_exposure":263480.44069019845,"net_gamma_exposure_per_100k_open_interest":1030347.4139300737,"gamma_exposure_flip":24.424880710127873,"gamma_exposure_flip_distance_pct":-14.538555719629878,"call_wall":30,"call_wall_distance_pct":4.968509727377947,"put_wall":25,"put_wall_distance_pct":-12.526241893851711,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1391},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NEBX","price":28.58,"totalOi":25572,"analysisCoverage":1,"avgIvPct":164.1,"ivRank":0,"iv52wHighPct":202.5,"iv52wLowPct":164.1,"frontDte":14,"frontAtmIvPct":136.9434,"backAtmIvPct":165.1488,"termPremiumPp":-28.2054,"expectedMoveFrontPct":26.82,"straddleFrontPct":20.82,"straddle30dPct":20.82,"riskReversalFrontPp":-9.34,"riskReversal30dPp":-9.34,"butterflyFrontPp":4.58,"butterfly30dPp":4.58,"putCallOiRatio":0.886,"putCallOiFrontRatio":1.146,"putCallVolumeFrontRatio":1.021,"optionVolume":1122,"volumeOiRatio":0.043876,"netDeltaNormalized":0.139008,"dealerDeltaNormalized":-0.138715,"gexPer100kOi":386701.470358,"vannaPer100kOi":1904.426717,"charmPer100kOi":-739371.187236,"weekendDeltaShiftPer100kOi":-2218109.651181,"ivSurfaceRangePp":41.8,"gammaFlipDistancePct":19.384185,"maxPainDistancePct":-2.029391,"peakCallDistancePct":109.937019,"peakPutDistancePct":-12.526242},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEBX.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."}