{"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/NEU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NEU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEU.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":"NEU","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":924.0599975585938,"previous_close":921.1400146484375,"delta_neutral":1058.9763078143187,"gamma_neutral":924.0599975585938,"gamma_max":330,"total_open_interest":2418,"previous_open_interest":2413,"listed_contracts":102,"listed_calls":64,"listed_puts":52,"gamma_max_distance_pct":-64.28803315024196,"delta_neutral_distance_pct":14.600384240436732,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.20721094073767096,"call_open_interest":1326,"put_open_interest":1092,"put_call_open_interest_ratio":0.8235294117647058,"nearest_expiration_max_pain":905,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.062636366572634,"all_expiration_max_pain":800,"net_gamma_exposure":-112196.78288217056,"net_gamma_exposure_per_100k_open_interest":-4640065.462455358,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":980,"call_wall_distance_pct":6.053719735645104,"put_wall":960,"put_wall_distance_pct":3.88935810838704,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3069},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NEU","price":924.06,"totalOi":2418,"analysisCoverage":0.8889,"avgIvPct":40.9,"ivRank":14.4,"iv52wHighPct":73.48,"iv52wLowPct":35.4,"frontDte":14,"frontAtmIvPct":30.3808,"backAtmIvPct":31.3519,"termPremiumPp":-0.9711,"expectedMoveFrontPct":5.95,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":1.89,"riskReversal30dPp":1.89,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.824,"putCallOiFrontRatio":0.882,"putCallVolumeFrontRatio":0.444,"optionVolume":38,"volumeOiRatio":0.015715,"netDeltaNormalized":0.247775,"dealerDeltaNormalized":-0.247775,"gexPer100kOi":-32647757.237386,"vannaPer100kOi":-1199.338296,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":12,"gammaFlipDistancePct":-41.55899,"maxPainDistancePct":-13.425535,"peakCallDistancePct":-0.439365,"peakPutDistancePct":-5.850269},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEU.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."}