{"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/NOC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NOC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOC.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":"NOC","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":478,"previous_close":482,"delta_neutral":517.2344582769624,"gamma_neutral":521.6713817115085,"gamma_max":595.0319609034752,"total_open_interest":29407,"previous_open_interest":28688,"listed_contracts":770,"listed_calls":477,"listed_puts":348,"gamma_max_distance_pct":24.48367382917892,"delta_neutral_distance_pct":8.208045664636488,"gamma_neutral_distance_pct":9.136272324583368,"open_interest_change_1d_pct":2.5062744004461797,"call_open_interest":13966,"put_open_interest":15441,"put_call_open_interest_ratio":1.105613633108979,"nearest_expiration_max_pain":515,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.740585774058577,"all_expiration_max_pain":530,"net_gamma_exposure":-1498688.5633664224,"net_gamma_exposure_per_100k_open_interest":-5096366.726855586,"gamma_exposure_flip":521.6713817115085,"gamma_exposure_flip_distance_pct":9.136272324583368,"call_wall":520,"call_wall_distance_pct":8.786610878661087,"put_wall":530,"put_wall_distance_pct":10.87866108786611,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1298},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NOC","price":478,"totalOi":29407,"analysisCoverage":1,"avgIvPct":37.5,"ivRank":17,"iv52wHighPct":53.59,"iv52wLowPct":34.2,"frontDte":14,"frontAtmIvPct":26.5002,"backAtmIvPct":30.1859,"termPremiumPp":-3.6857,"expectedMoveFrontPct":5.19,"straddleFrontPct":3.88,"straddle30dPct":3.88,"riskReversalFrontPp":-115.24,"riskReversal30dPp":-115.24,"butterflyFrontPp":0.45,"butterfly30dPp":0.45,"putCallOiRatio":1.106,"putCallOiFrontRatio":0.787,"putCallVolumeFrontRatio":0.855,"optionVolume":1428,"volumeOiRatio":0.04856,"netDeltaNormalized":-0.148953,"dealerDeltaNormalized":0.148898,"gexPer100kOi":-25179510.86476,"vannaPer100kOi":1632.264427,"charmPer100kOi":907828.068147,"weekendDeltaShiftPer100kOi":2723484.204441,"ivSurfaceRangePp":88.5,"gammaFlipDistancePct":null,"maxPainDistancePct":10.878661,"peakCallDistancePct":17.154812,"peakPutDistancePct":-1.67364},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOC.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."}