{"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/NMAX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NMAX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NMAX.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":"NMAX","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":9.520000457763672,"previous_close":9.869999885559082,"delta_neutral":8.480927955833703,"gamma_neutral":7.746232262869638,"gamma_max":10.02696355294712,"total_open_interest":22808,"previous_open_interest":24851,"listed_contracts":105,"listed_calls":82,"listed_puts":55,"gamma_max_distance_pct":5.325242340403601,"delta_neutral_distance_pct":-10.914626596289635,"gamma_neutral_distance_pct":-18.632017958019162,"open_interest_change_1d_pct":-8.220997142972115,"call_open_interest":15241,"put_open_interest":7567,"put_call_open_interest_ratio":0.4964897316449052,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":5.04201175583855,"all_expiration_max_pain":10,"net_gamma_exposure":1377998.0548012424,"net_gamma_exposure_per_100k_open_interest":6041731.211860937,"gamma_exposure_flip":7.746232262869638,"gamma_exposure_flip_distance_pct":-18.632017958019162,"call_wall":10,"call_wall_distance_pct":5.04201175583855,"put_wall":10,"put_wall_distance_pct":5.04201175583855,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1479},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NMAX","price":9.52,"totalOi":24608,"analysisCoverage":0.8889,"avgIvPct":501.5,"ivRank":48.4,"iv52wHighPct":921.1,"iv52wLowPct":108.15,"frontDte":7,"frontAtmIvPct":59.2844,"backAtmIvPct":52.3878,"termPremiumPp":6.8966,"expectedMoveFrontPct":8.21,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-209.75,"riskReversal30dPp":-7.28,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.462,"putCallOiFrontRatio":0.312,"putCallVolumeFrontRatio":0.95,"optionVolume":5583,"volumeOiRatio":0.226877,"netDeltaNormalized":0.137904,"dealerDeltaNormalized":-0.132524,"gexPer100kOi":577955.86801,"vannaPer100kOi":2507.314694,"charmPer100kOi":-249792.750325,"weekendDeltaShiftPer100kOi":-749378.250975,"ivSurfaceRangePp":216.6,"gammaFlipDistancePct":0.420168,"maxPainDistancePct":5.042017,"peakCallDistancePct":5.042017,"peakPutDistancePct":131.092437},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NMAX.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."}