{"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/NNDM","markdown_url":"https://halfonadouble.com/stock/NNDM.md","history_url":"https://halfonadouble.com/api/v1/history/NNDM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NNDM.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":"NNDM","page_tier":"A","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":1.6299999952316284,"previous_close":1.6200000047683716,"delta_neutral":1.5701444438283156,"gamma_neutral":1.6299999952316284,"gamma_max":2.0919208900620836,"total_open_interest":135570,"previous_open_interest":135710,"listed_contracts":24,"listed_calls":37,"listed_puts":19,"gamma_max_distance_pct":28.338705287223924,"delta_neutral_distance_pct":-3.672119728736999,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.10316115245744603,"call_open_interest":109501,"put_open_interest":26069,"put_call_open_interest_ratio":0.23807088519739547,"nearest_expiration_max_pain":1.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.975459853492514,"all_expiration_max_pain":1.5,"net_gamma_exposure":560250.265555966,"net_gamma_exposure_per_100k_open_interest":413255.3408246412,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":2,"call_wall_distance_pct":22.69938686200998,"put_wall":1.5,"put_wall_distance_pct":-7.975459853492514,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":523},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":37.698412698412696,"gamma_max_cross_count":73,"delta_neutral_cross_count":11,"gamma_max_prior_sessions_closer_pct":46.03174603174603,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":10.317460317460316,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":13.88888888888889,"open_interest_change_1d_contracts":-140,"open_interest_change_z_252":0.02126397699358766,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":0.04723038094254129,"open_interest_change_21_sessions_pct":0.43040544044329543,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-158,"put_change_contracts":18,"call_growth_pct":-0.1440830210014682,"put_growth_pct":0.0690952362673218,"call_minus_put_growth_pp":-0.21317825726878997},"five_sessions":{"call_change_contracts":21,"put_change_contracts":43,"call_growth_pct":0.01918158567774936,"put_growth_pct":0.16521939598862675,"call_minus_put_growth_pp":-0.1460378103108774},"call_change_surprise":{"z_score":-0.029554076024790918,"comparison_sessions":252},"put_change_surprise":{"z_score":0.0529656537017595,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.0606291413670112,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":58.20814514715818,"directional_score":5.43307086614173,"catalyst_reasons":["IV rank 100","OI change 0.02σ"],"features":{"symbol":"NNDM","price":1.63,"totalOi":135570,"analysisCoverage":0.8333,"avgIvPct":476.2,"ivRank":100,"iv52wHighPct":476.2,"iv52wLowPct":98.2,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":4.32,"riskReversal30dPp":4.32,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.238,"putCallOiFrontRatio":1,"putCallVolumeFrontRatio":0,"optionVolume":709,"volumeOiRatio":0.00523,"netDeltaNormalized":0.346448,"dealerDeltaNormalized":-0.304965,"gexPer100kOi":56090.418234,"vannaPer100kOi":983.993509,"charmPer100kOi":1931.843328,"weekendDeltaShiftPer100kOi":5795.529985,"ivSurfaceRangePp":76.9,"gammaFlipDistancePct":-69.325153,"maxPainDistancePct":-7.97546,"peakCallDistancePct":22.699387,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NNDM.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":[{"direction":"above","event_count":39,"completed_path_count":39,"latest_cross_date":"2026-05-07","horizons":[{"sessions":1,"sample_size":39,"median_return_pct":-0.32154311255848667,"p25_return_pct":-3.4712682727794264,"p75_return_pct":1.415130123714381,"above_zero_pct":43.58974358974359,"median_interval_low_pct":-1.9748676862534897,"median_interval_high_pct":1.25522887334657,"median_interval_nominal_coverage_pct":94.67480859020725,"confidence_floor_pct":0},{"sessions":3,"sample_size":39,"median_return_pct":-0.4065036710645509,"p25_return_pct":-3.0948400872823525,"p75_return_pct":3.7653524695401286,"above_zero_pct":41.02564102564102,"median_interval_low_pct":-2.0325183553227655,"median_interval_high_pct":1.5625047536257375,"median_interval_nominal_coverage_pct":94.67480859020725,"confidence_floor_pct":0},{"sessions":5,"sample_size":39,"median_return_pct":-1.060069688994325,"p25_return_pct":-5.228355962574039,"p75_return_pct":2.9163568625393155,"above_zero_pct":38.46153846153847,"median_interval_low_pct":-3.770198055206442,"median_interval_high_pct":1.2195110131936637,"median_interval_nominal_coverage_pct":94.67480859020725,"confidence_floor_pct":0},{"sessions":10,"sample_size":39,"median_return_pct":-2.4390220263873164,"p25_return_pct":-7.916665294518061,"p75_return_pct":5.272871389873357,"above_zero_pct":38.46153846153847,"median_interval_low_pct":-5.6871986504829835,"median_interval_high_pct":3.2085530816334584,"median_interval_nominal_coverage_pct":94.67480859020725,"confidence_floor_pct":0}]},{"direction":"below","event_count":40,"completed_path_count":40,"latest_cross_date":"2026-04-30","horizons":[{"sessions":1,"sample_size":40,"median_return_pct":0.49960181938486503,"p25_return_pct":-2.4323210331313017,"p75_return_pct":1.6511093481537675,"above_zero_pct":52.5,"median_interval_low_pct":-1.554402704926805,"median_interval_high_pct":1.486987397850048,"median_interval_nominal_coverage_pct":91.93095322480076,"confidence_floor_pct":0},{"sessions":3,"sample_size":40,"median_return_pct":1.3906471228449013,"p25_return_pct":-2.4541817865289195,"p75_return_pct":4.0244474228776195,"above_zero_pct":57.49999999999999,"median_interval_low_pct":-1.4999985694885254,"median_interval_high_pct":2.8571400767513078,"median_interval_nominal_coverage_pct":91.93095322480076,"confidence_floor_pct":0},{"sessions":5,"sample_size":40,"median_return_pct":0.8611947259263619,"p25_return_pct":-2.9745995142740704,"p75_return_pct":4.862737533417843,"above_zero_pct":52.5,"median_interval_low_pct":-1.8691681453631315,"median_interval_high_pct":3.2128483293033527,"median_interval_nominal_coverage_pct":91.93095322480076,"confidence_floor_pct":0},{"sessions":10,"sample_size":40,"median_return_pct":-0.18587342473125879,"p25_return_pct":-7.211668839923408,"p75_return_pct":7.816115238767141,"above_zero_pct":45,"median_interval_low_pct":-5.202314010771003,"median_interval_high_pct":5.454546580489206,"median_interval_nominal_coverage_pct":91.93095322480076,"confidence_floor_pct":0}]}],"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."}