{"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/NSSC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NSSC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NSSC.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":"NSSC","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":36.16999816894531,"previous_close":36.189998626708984,"delta_neutral":31.820381491751586,"gamma_neutral":26.52180163151634,"gamma_max":35.68487481398542,"total_open_interest":444,"previous_open_interest":435,"listed_contracts":27,"listed_calls":17,"listed_puts":13,"gamma_max_distance_pct":-1.341231350618124,"delta_neutral_distance_pct":-12.025482160317614,"gamma_neutral_distance_pct":-26.67458398079954,"open_interest_change_1d_pct":2.0689655172413794,"call_open_interest":324,"put_open_interest":120,"put_call_open_interest_ratio":0.37037037037037035,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.2347200115421755,"all_expiration_max_pain":35,"net_gamma_exposure":42532.98711242656,"net_gamma_exposure_per_100k_open_interest":9579501.601897875,"gamma_exposure_flip":26.52180163151634,"gamma_exposure_flip_distance_pct":-26.67458398079954,"call_wall":35,"call_wall_distance_pct":-3.2347200115421755,"put_wall":35,"put_wall_distance_pct":-3.2347200115421755,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4131},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NSSC","price":36.17,"totalOi":444,"analysisCoverage":0.8333,"avgIvPct":62.9,"ivRank":16.4,"iv52wHighPct":115.54,"iv52wLowPct":52.6,"frontDte":14,"frontAtmIvPct":52.6941,"backAtmIvPct":58.3248,"termPremiumPp":-5.6307,"expectedMoveFrontPct":10.32,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.37,"putCallOiFrontRatio":0.045,"putCallVolumeFrontRatio":0,"optionVolume":23,"volumeOiRatio":0.051802,"netDeltaNormalized":0.249144,"dealerDeltaNormalized":-0.249144,"gexPer100kOi":5104808.558559,"vannaPer100kOi":-225.225225,"charmPer100kOi":-1609909.90991,"weekendDeltaShiftPer100kOi":-4829954.954955,"ivSurfaceRangePp":26.7,"gammaFlipDistancePct":-44.650263,"maxPainDistancePct":-3.234725,"peakCallDistancePct":-3.234725,"peakPutDistancePct":-17.058336},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NSSC.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."}