{"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/NOMD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NOMD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOMD.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":"NOMD","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":10.649999618530273,"previous_close":10.8100004196167,"delta_neutral":8.863564825381669,"gamma_neutral":5.721864277605222,"gamma_max":9.735782692445033,"total_open_interest":6299,"previous_open_interest":5084,"listed_contracts":22,"listed_calls":19,"listed_puts":11,"gamma_max_distance_pct":-8.584196796538517,"delta_neutral_distance_pct":-16.774036217243893,"gamma_neutral_distance_pct":-46.27357293375327,"open_interest_change_1d_pct":23.8985051140834,"call_open_interest":5022,"put_open_interest":1277,"put_call_open_interest_ratio":0.2542811628833134,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.103283021713151,"all_expiration_max_pain":10,"net_gamma_exposure":738309.2933504857,"net_gamma_exposure_per_100k_open_interest":11721055.617566055,"gamma_exposure_flip":5.721864277605222,"gamma_exposure_flip_distance_pct":-46.27357293375327,"call_wall":10,"call_wall_distance_pct":-6.103283021713151,"put_wall":10,"put_wall_distance_pct":-6.103283021713151,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2419},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NOMD","price":10.65,"totalOi":6299,"analysisCoverage":0.8333,"avgIvPct":92.2,"ivRank":19.7,"iv52wHighPct":190.7,"iv52wLowPct":67.97,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":3.76,"riskReversal30dPp":3.76,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.254,"putCallOiFrontRatio":0.003,"putCallVolumeFrontRatio":0.004,"optionVolume":1260,"volumeOiRatio":0.200032,"netDeltaNormalized":0.355844,"dealerDeltaNormalized":-0.355842,"gexPer100kOi":1644122.717892,"vannaPer100kOi":-396.888395,"charmPer100kOi":-1228766.470868,"weekendDeltaShiftPer100kOi":-3686315.288141,"ivSurfaceRangePp":100,"gammaFlipDistancePct":-29.483568,"maxPainDistancePct":-6.103286,"peakCallDistancePct":-6.103286,"peakPutDistancePct":-6.103286},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOMD.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."}