{"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/NIC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NIC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NIC.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":"NIC","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":166.47000122070312,"previous_close":163.6199951171875,"delta_neutral":144.50522895554175,"gamma_neutral":139.48431013756465,"gamma_max":168.8689844557427,"total_open_interest":346,"previous_open_interest":346,"listed_contracts":28,"listed_calls":15,"listed_puts":13,"gamma_max_distance_pct":1.4410904171611283,"delta_neutral_distance_pct":-13.194432693035694,"gamma_neutral_distance_pct":-16.210542971860317,"open_interest_change_1d_pct":0,"call_open_interest":317,"put_open_interest":29,"put_call_open_interest_ratio":0.0914826498422713,"nearest_expiration_max_pain":140,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-15.900763516911159,"all_expiration_max_pain":145,"net_gamma_exposure":185640.55281248625,"net_gamma_exposure_per_100k_open_interest":53653338.963146314,"gamma_exposure_flip":139.48431013756465,"gamma_exposure_flip_distance_pct":-16.210542971860317,"call_wall":165,"call_wall_distance_pct":-0.8830427163595812,"put_wall":155,"put_wall_distance_pct":-6.890131036580213,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4242},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NIC","price":166.47,"totalOi":346,"analysisCoverage":0.8333,"avgIvPct":49.8,"ivRank":19.3,"iv52wHighPct":75.3,"iv52wLowPct":43.7,"frontDte":14,"frontAtmIvPct":26.0407,"backAtmIvPct":22.9514,"termPremiumPp":3.0893,"expectedMoveFrontPct":5.1,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.091,"putCallOiFrontRatio":0.046,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.011561,"netDeltaNormalized":0.38474,"dealerDeltaNormalized":-0.384769,"gexPer100kOi":93164508.67052,"vannaPer100kOi":289.017341,"charmPer100kOi":-11061560.693642,"weekendDeltaShiftPer100kOi":-33184393.063584,"ivSurfaceRangePp":1.1,"gammaFlipDistancePct":-13.191566,"maxPainDistancePct":-12.897219,"peakCallDistancePct":-0.883042,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NIC.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."}