{"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/NG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NG.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":"NG","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":6.550000190734863,"previous_close":6.420000076293945,"delta_neutral":5.847710363115906,"gamma_neutral":6.550000190734863,"gamma_max":7.818048699965604,"total_open_interest":62688,"previous_open_interest":62163,"listed_contracts":93,"listed_calls":71,"listed_puts":47,"gamma_max_distance_pct":19.35951866115098,"delta_neutral_distance_pct":-10.721981788830528,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.8445538342744077,"call_open_interest":49658,"put_open_interest":13030,"put_call_open_interest_ratio":0.26239478029723307,"nearest_expiration_max_pain":7,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.870225895591156,"all_expiration_max_pain":7,"net_gamma_exposure":1877286.1724712576,"net_gamma_exposure_per_100k_open_interest":2994649.968847718,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":8,"call_wall_distance_pct":22.13740102353275,"put_wall":7,"put_wall_distance_pct":6.870225895591156,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":868},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NG","price":6.55,"totalOi":62688,"analysisCoverage":0.8889,"avgIvPct":160.2,"ivRank":100,"iv52wHighPct":160.2,"iv52wLowPct":91.67,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-208,"riskReversal30dPp":-208,"butterflyFrontPp":-7.94,"butterfly30dPp":-7.94,"putCallOiRatio":0.262,"putCallOiFrontRatio":0.432,"putCallVolumeFrontRatio":0.032,"optionVolume":20597,"volumeOiRatio":0.328564,"netDeltaNormalized":0.14407,"dealerDeltaNormalized":-0.144065,"gexPer100kOi":204717.122894,"vannaPer100kOi":3265.377744,"charmPer100kOi":-60864.918326,"weekendDeltaShiftPer100kOi":-182594.754977,"ivSurfaceRangePp":19.1,"gammaFlipDistancePct":-69.160305,"maxPainDistancePct":6.870229,"peakCallDistancePct":129.007634,"peakPutDistancePct":-8.396947},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NG.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."}