{"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/NEXA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NEXA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEXA.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":"NEXA","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":12.239999771118164,"previous_close":11.800000190734863,"delta_neutral":12.390925579821907,"gamma_neutral":15.299999713897705,"gamma_max":16.25878589869465,"total_open_interest":10928,"previous_open_interest":10810,"listed_contracts":43,"listed_calls":31,"listed_puts":22,"gamma_max_distance_pct":32.83322061050462,"delta_neutral_distance_pct":1.2330540157351286,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":1.091581868640148,"call_open_interest":6555,"put_open_interest":4373,"put_call_open_interest_ratio":0.6671243325705568,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.124184916206776,"all_expiration_max_pain":12.5,"net_gamma_exposure":-198333.6846575037,"net_gamma_exposure_per_100k_open_interest":-1814912.9269537309,"gamma_exposure_flip":15.299999713897705,"gamma_exposure_flip_distance_pct":25,"call_wall":12.5,"call_wall_distance_pct":2.124184916206776,"put_wall":12.5,"put_wall_distance_pct":2.124184916206776,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2027},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NEXA","price":12.24,"totalOi":10928,"analysisCoverage":0.9444,"avgIvPct":97.9,"ivRank":36.9,"iv52wHighPct":130.87,"iv52wLowPct":78.6,"frontDte":14,"frontAtmIvPct":58.2086,"backAtmIvPct":67.2768,"termPremiumPp":-9.0682,"expectedMoveFrontPct":11.4,"straddleFrontPct":8.99,"straddle30dPct":8.99,"riskReversalFrontPp":-17.05,"riskReversal30dPp":-17.05,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.667,"putCallOiFrontRatio":1.84,"putCallVolumeFrontRatio":0.356,"optionVolume":122,"volumeOiRatio":0.011164,"netDeltaNormalized":0.032508,"dealerDeltaNormalized":-0.032252,"gexPer100kOi":-314424.139824,"vannaPer100kOi":1271.961933,"charmPer100kOi":214613.836018,"weekendDeltaShiftPer100kOi":643841.508053,"ivSurfaceRangePp":33.2,"gammaFlipDistancePct":null,"maxPainDistancePct":2.124183,"peakCallDistancePct":2.124183,"peakPutDistancePct":2.124183},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEXA.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."}