{"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/NGG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NGG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGG.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":"NGG","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":76.12000274658203,"previous_close":75.33000183105469,"delta_neutral":78.63482803156015,"gamma_neutral":76.12000274658203,"gamma_max":87.07359056112368,"total_open_interest":11739,"previous_open_interest":11560,"listed_contracts":81,"listed_calls":60,"listed_puts":36,"gamma_max_distance_pct":14.389894139925646,"delta_neutral_distance_pct":3.3037640491822464,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":1.5484429065743943,"call_open_interest":7430,"put_open_interest":4309,"put_call_open_interest_ratio":0.5799461641991924,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-8.039940259798314,"all_expiration_max_pain":80,"net_gamma_exposure":160256.75491508018,"net_gamma_exposure_per_100k_open_interest":1365165.3029651605,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":85,"call_wall_distance_pct":11.66578682738776,"put_wall":80,"put_wall_distance_pct":5.097211131659069,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1962},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NGG","price":76.12,"totalOi":11739,"analysisCoverage":1,"avgIvPct":35.6,"ivRank":8.1,"iv52wHighPct":69.51,"iv52wLowPct":32.6,"frontDte":14,"frontAtmIvPct":22.7728,"backAtmIvPct":26.5832,"termPremiumPp":-3.8104,"expectedMoveFrontPct":4.46,"straddleFrontPct":3.65,"straddle30dPct":3.65,"riskReversalFrontPp":-0.53,"riskReversal30dPp":-0.53,"butterflyFrontPp":-5.82,"butterfly30dPp":-5.82,"putCallOiRatio":0.58,"putCallOiFrontRatio":0.668,"putCallVolumeFrontRatio":0,"optionVolume":204,"volumeOiRatio":0.017378,"netDeltaNormalized":-0.068249,"dealerDeltaNormalized":0.064233,"gexPer100kOi":1609406.934151,"vannaPer100kOi":2223.358037,"charmPer100kOi":9123.434705,"weekendDeltaShiftPer100kOi":27361.785501,"ivSurfaceRangePp":43.5,"gammaFlipDistancePct":11.823437,"maxPainDistancePct":5.097215,"peakCallDistancePct":5.097215,"peakPutDistancePct":-8.039937},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGG.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."}