{"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/NGL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NGL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGL.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":"NGL","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":16.290000915527344,"previous_close":15.600000381469727,"delta_neutral":13.645590271202614,"gamma_neutral":12.475556357469422,"gamma_max":17.453901435913988,"total_open_interest":11756,"previous_open_interest":11739,"listed_contracts":55,"listed_calls":47,"listed_puts":23,"gamma_max_distance_pct":7.144876948884848,"delta_neutral_distance_pct":-16.233336376329625,"gamma_neutral_distance_pct":-23.41586460208274,"open_interest_change_1d_pct":0.14481642388619134,"call_open_interest":8129,"put_open_interest":3627,"put_call_open_interest_ratio":0.44618034198548406,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-38.61264924504593,"all_expiration_max_pain":11,"net_gamma_exposure":706292.890944707,"net_gamma_exposure_per_100k_open_interest":6007935.445259501,"gamma_exposure_flip":12.475556357469422,"gamma_exposure_flip_distance_pct":-23.41586460208274,"call_wall":20,"call_wall_distance_pct":22.774701509908144,"put_wall":10,"put_wall_distance_pct":-38.61264924504593,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1961},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NGL","price":16.29,"totalOi":11756,"analysisCoverage":0.9444,"avgIvPct":59.6,"ivRank":0,"iv52wHighPct":126.5,"iv52wLowPct":59.6,"frontDte":14,"frontAtmIvPct":56.6768,"backAtmIvPct":50.983,"termPremiumPp":5.6938,"expectedMoveFrontPct":11.1,"straddleFrontPct":8.59,"straddle30dPct":8.59,"riskReversalFrontPp":42.39,"riskReversal30dPp":42.39,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.446,"putCallOiFrontRatio":0.862,"putCallVolumeFrontRatio":0.5,"optionVolume":20,"volumeOiRatio":0.001701,"netDeltaNormalized":0.156571,"dealerDeltaNormalized":-0.129374,"gexPer100kOi":946794.658047,"vannaPer100kOi":3028.240898,"charmPer100kOi":-65821.708064,"weekendDeltaShiftPer100kOi":-197473.630487,"ivSurfaceRangePp":103.1,"gammaFlipDistancePct":5.402087,"maxPainDistancePct":-32.47391,"peakCallDistancePct":-1.780233,"peakPutDistancePct":-14.057704},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGL.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."}