{"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/NI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NI.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":"NI","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":39.43000030517578,"previous_close":39.5099983215332,"delta_neutral":39.323062558715534,"gamma_neutral":39.43000030517578,"gamma_max":47.27897372251509,"total_open_interest":4262,"previous_open_interest":4257,"listed_contracts":43,"listed_calls":28,"listed_puts":21,"gamma_max_distance_pct":19.906095248771816,"delta_neutral_distance_pct":-0.27120909366619916,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.11745360582569886,"call_open_interest":2811,"put_open_interest":1451,"put_call_open_interest_ratio":0.5161864105300604,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.4455990119518152,"all_expiration_max_pain":40,"net_gamma_exposure":58585.82588389606,"net_gamma_exposure_per_100k_open_interest":1374608.7724987343,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":40,"call_wall_distance_pct":1.4455990119518152,"put_wall":40,"put_wall_distance_pct":1.4455990119518152,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2675},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NI","price":39.43,"totalOi":4262,"analysisCoverage":0.9444,"avgIvPct":73.1,"ivRank":69.8,"iv52wHighPct":83.5,"iv52wLowPct":49.1,"frontDte":14,"frontAtmIvPct":21.4963,"backAtmIvPct":20.3604,"termPremiumPp":1.1359,"expectedMoveFrontPct":4.21,"straddleFrontPct":3.42,"straddle30dPct":3.42,"riskReversalFrontPp":-111.9,"riskReversal30dPp":-111.9,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.516,"putCallOiFrontRatio":0.143,"putCallVolumeFrontRatio":0,"optionVolume":39,"volumeOiRatio":0.009151,"netDeltaNormalized":0.015726,"dealerDeltaNormalized":-0.015723,"gexPer100kOi":685501.173158,"vannaPer100kOi":844.673862,"charmPer100kOi":-3130666.353824,"weekendDeltaShiftPer100kOi":-9391975.598311,"ivSurfaceRangePp":189.8,"gammaFlipDistancePct":12.351002,"maxPainDistancePct":1.4456,"peakCallDistancePct":1.4456,"peakPutDistancePct":1.4456},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NI.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."}