{"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/NGVC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NGVC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGVC.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":"NGVC","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":30.610000610351562,"previous_close":30.479999542236328,"delta_neutral":26.83235816001944,"gamma_neutral":20.40686541846469,"gamma_max":34.556375603930945,"total_open_interest":1096,"previous_open_interest":1096,"listed_contracts":25,"listed_calls":13,"listed_puts":14,"gamma_max_distance_pct":12.892436834009125,"delta_neutral_distance_pct":-12.341203446610244,"gamma_neutral_distance_pct":-33.33268535916467,"open_interest_change_1d_pct":0,"call_open_interest":985,"put_open_interest":111,"put_call_open_interest_ratio":0.11269035532994924,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.9928147604978323,"all_expiration_max_pain":30,"net_gamma_exposure":127621.93874431802,"net_gamma_exposure_per_100k_open_interest":11644337.476671351,"gamma_exposure_flip":20.40686541846469,"gamma_exposure_flip_distance_pct":-33.33268535916467,"call_wall":35,"call_wall_distance_pct":14.341716112752529,"put_wall":30,"put_wall_distance_pct":-1.9928147604978323,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3629},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NGVC","price":30.61,"totalOi":1096,"analysisCoverage":0.8333,"avgIvPct":81.3,"ivRank":39.2,"iv52wHighPct":101.76,"iv52wLowPct":68.1,"frontDte":14,"frontAtmIvPct":79.1433,"backAtmIvPct":50.925,"termPremiumPp":28.2183,"expectedMoveFrontPct":15.5,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.113,"putCallOiFrontRatio":0.097,"putCallVolumeFrontRatio":1,"optionVolume":3,"volumeOiRatio":0.002737,"netDeltaNormalized":0.125917,"dealerDeltaNormalized":-0.124078,"gexPer100kOi":3604931.569343,"vannaPer100kOi":1733.576642,"charmPer100kOi":-234854.014599,"weekendDeltaShiftPer100kOi":-704653.284672,"ivSurfaceRangePp":50,"gammaFlipDistancePct":-0.816727,"maxPainDistancePct":-1.992813,"peakCallDistancePct":14.341718,"peakPutDistancePct":-1.992813},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGVC.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."}