{"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/NGVT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NGVT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGVT.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":"NGVT","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":72.41000366210938,"previous_close":71.08999633789062,"delta_neutral":56.83075560595689,"gamma_neutral":44.377547497454614,"gamma_max":75.64155432843494,"total_open_interest":299,"previous_open_interest":299,"listed_contracts":34,"listed_calls":23,"listed_puts":12,"gamma_max_distance_pct":4.462851129527787,"delta_neutral_distance_pct":-21.51532560176458,"gamma_neutral_distance_pct":-38.71351297738375,"open_interest_change_1d_pct":0,"call_open_interest":285,"put_open_interest":14,"put_call_open_interest_ratio":0.04912280701754386,"nearest_expiration_max_pain":72.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.12428716108147111,"all_expiration_max_pain":72.5,"net_gamma_exposure":83538.20067767579,"net_gamma_exposure_per_100k_open_interest":27939197.551062137,"gamma_exposure_flip":44.377547497454614,"gamma_exposure_flip_distance_pct":-38.71351297738375,"call_wall":75,"call_wall_distance_pct":3.5768487873256603,"put_wall":75,"put_wall_distance_pct":3.5768487873256603,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4317},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NGVT","price":72.41,"totalOi":299,"analysisCoverage":0.7778,"avgIvPct":75.3,"ivRank":62.4,"iv52wHighPct":82.59,"iv52wLowPct":63.2,"frontDte":14,"frontAtmIvPct":29.2064,"backAtmIvPct":29.2064,"termPremiumPp":0,"expectedMoveFrontPct":5.72,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.049,"putCallOiFrontRatio":0.053,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.006689,"netDeltaNormalized":0.251773,"dealerDeltaNormalized":-0.251773,"gexPer100kOi":20358672.240803,"vannaPer100kOi":2341.137124,"charmPer100kOi":-278929.765886,"weekendDeltaShiftPer100kOi":-836454.849498,"ivSurfaceRangePp":19.7,"gammaFlipDistancePct":-9.004281,"maxPainDistancePct":0.124292,"peakCallDistancePct":0.124292,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NGVT.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."}