{"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/NGNE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NGNE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGNE.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":"NGNE","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":25.649999618530273,"previous_close":26.549999237060547,"delta_neutral":23.54361065176613,"gamma_neutral":14.453485064436801,"gamma_max":29.99440155662174,"total_open_interest":1480,"previous_open_interest":1480,"listed_contracts":49,"listed_calls":41,"listed_puts":17,"gamma_max_distance_pct":16.937239776615623,"delta_neutral_distance_pct":-8.212042877546203,"gamma_neutral_distance_pct":-43.651129515046065,"open_interest_change_1d_pct":0,"call_open_interest":907,"put_open_interest":573,"put_call_open_interest_ratio":0.6317530319735392,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":36.45224374473295,"all_expiration_max_pain":35,"net_gamma_exposure":19143.439766025163,"net_gamma_exposure_per_100k_open_interest":1293475.6598665651,"gamma_exposure_flip":14.453485064436801,"gamma_exposure_flip_distance_pct":-43.651129515046065,"call_wall":45,"call_wall_distance_pct":75.43859910037092,"put_wall":35,"put_wall_distance_pct":36.45224374473295,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3431},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NGNE","price":25.65,"totalOi":1480,"analysisCoverage":0.8333,"avgIvPct":147.3,"ivRank":100,"iv52wHighPct":147.3,"iv52wLowPct":120.5,"frontDte":14,"frontAtmIvPct":167.7327,"backAtmIvPct":81.4931,"termPremiumPp":86.2396,"expectedMoveFrontPct":32.85,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-0.62,"riskReversal30dPp":-0.62,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.632,"putCallOiFrontRatio":0.155,"putCallVolumeFrontRatio":0,"optionVolume":12,"volumeOiRatio":0.008108,"netDeltaNormalized":0.071647,"dealerDeltaNormalized":-0.071115,"gexPer100kOi":326316.891892,"vannaPer100kOi":2905.405405,"charmPer100kOi":-6162972.972973,"weekendDeltaShiftPer100kOi":-18488918.918919,"ivSurfaceRangePp":23.7,"gammaFlipDistancePct":-70.019493,"maxPainDistancePct":36.452242,"peakCallDistancePct":null,"peakPutDistancePct":-2.534113},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGNE.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."}