{"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/NOVT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NOVT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOVT.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":"NOVT","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":149.27000427246094,"previous_close":143.5800018310547,"delta_neutral":150.17122065102438,"gamma_neutral":156.5792677723877,"gamma_max":203.24426833992797,"total_open_interest":4821,"previous_open_interest":4818,"listed_contracts":105,"listed_calls":64,"listed_puts":50,"gamma_max_distance_pct":36.15881457935004,"delta_neutral_distance_pct":0.6037491476977963,"gamma_neutral_distance_pct":4.896672667460538,"open_interest_change_1d_pct":0.062266500622665005,"call_open_interest":1347,"put_open_interest":3474,"put_call_open_interest_ratio":2.579064587973274,"nearest_expiration_max_pain":140,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.210225770169134,"all_expiration_max_pain":135,"net_gamma_exposure":-52590.7389425331,"net_gamma_exposure_per_100k_open_interest":-1090867.8478019724,"gamma_exposure_flip":156.5792677723877,"gamma_exposure_flip_distance_pct":4.896672667460538,"call_wall":220,"call_wall_distance_pct":47.38393093259136,"put_wall":115,"put_wall_distance_pct":-22.95839973978179,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2602},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NOVT","price":149.27,"totalOi":4821,"analysisCoverage":0.9444,"avgIvPct":63.6,"ivRank":18.4,"iv52wHighPct":95.87,"iv52wLowPct":56.3,"frontDte":14,"frontAtmIvPct":48.4561,"backAtmIvPct":54.2308,"termPremiumPp":-5.7747,"expectedMoveFrontPct":9.49,"straddleFrontPct":15.74,"straddle30dPct":15.74,"riskReversalFrontPp":-6.92,"riskReversal30dPp":-6.92,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.579,"putCallOiFrontRatio":0.49,"putCallVolumeFrontRatio":0,"optionVolume":18,"volumeOiRatio":0.003734,"netDeltaNormalized":-0.000342,"dealerDeltaNormalized":0.000346,"gexPer100kOi":-1700293.300145,"vannaPer100kOi":3982.576229,"charmPer100kOi":111615.847335,"weekendDeltaShiftPer100kOi":334826.799419,"ivSurfaceRangePp":31.9,"gammaFlipDistancePct":null,"maxPainDistancePct":-9.559858,"peakCallDistancePct":0.489047,"peakPutDistancePct":-53.105112},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOVT.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."}