{"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/NEO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NEO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEO.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":"NEO","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":18.469999313354492,"previous_close":17.780000686645508,"delta_neutral":8.951792041289668,"gamma_neutral":6.318589310925535,"gamma_max":15.497240636455299,"total_open_interest":14898,"previous_open_interest":14823,"listed_contracts":97,"listed_calls":77,"listed_puts":47,"gamma_max_distance_pct":-16.095066526341338,"delta_neutral_distance_pct":-51.5333385268878,"gamma_neutral_distance_pct":-65.7899862164209,"open_interest_change_1d_pct":0.5059704513256426,"call_open_interest":14267,"put_open_interest":631,"put_call_open_interest_ratio":0.04422793859956543,"nearest_expiration_max_pain":18,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.5446634045874887,"all_expiration_max_pain":10,"net_gamma_exposure":1044222.9180865658,"net_gamma_exposure_per_100k_open_interest":7009148.3292157715,"gamma_exposure_flip":6.318589310925535,"gamma_exposure_flip_distance_pct":-65.7899862164209,"call_wall":15,"call_wall_distance_pct":-18.787219503822907,"put_wall":18,"put_wall_distance_pct":-2.5446634045874887,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1782},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NEO","price":18.47,"totalOi":14898,"analysisCoverage":1,"avgIvPct":79.8,"ivRank":22.2,"iv52wHighPct":124.97,"iv52wLowPct":66.9,"frontDte":14,"frontAtmIvPct":57.4427,"backAtmIvPct":67.0039,"termPremiumPp":-9.5612,"expectedMoveFrontPct":11.25,"straddleFrontPct":8.26,"straddle30dPct":8.26,"riskReversalFrontPp":64.72,"riskReversal30dPp":64.72,"butterflyFrontPp":25.17,"butterfly30dPp":25.17,"putCallOiRatio":0.044,"putCallOiFrontRatio":0.211,"putCallVolumeFrontRatio":0.071,"optionVolume":75,"volumeOiRatio":0.005034,"netDeltaNormalized":0.598349,"dealerDeltaNormalized":-0.582444,"gexPer100kOi":1531618.270909,"vannaPer100kOi":-1020.271177,"charmPer100kOi":-23969.660357,"weekendDeltaShiftPer100kOi":-71908.981071,"ivSurfaceRangePp":104,"gammaFlipDistancePct":-49.810504,"maxPainDistancePct":-45.858148,"peakCallDistancePct":8.283703,"peakPutDistancePct":-2.544667},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEO.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."}