{"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/NTRS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NTRS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NTRS.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":"NTRS","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":171.39999389648438,"previous_close":169.1999969482422,"delta_neutral":146.01612841462378,"gamma_neutral":110.42633385631328,"gamma_max":179.50712269860642,"total_open_interest":7401,"previous_open_interest":7421,"listed_contracts":163,"listed_calls":94,"listed_puts":90,"gamma_max_distance_pct":4.729946960802275,"delta_neutral_distance_pct":-14.809723678981559,"gamma_neutral_distance_pct":-35.57389860643498,"open_interest_change_1d_pct":-0.2695054574855141,"call_open_interest":4888,"put_open_interest":2513,"put_call_open_interest_ratio":0.5141162029459901,"nearest_expiration_max_pain":165,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.7339522312641384,"all_expiration_max_pain":145,"net_gamma_exposure":416043.89691535884,"net_gamma_exposure_per_100k_open_interest":5621455.167076866,"gamma_exposure_flip":110.42633385631328,"gamma_exposure_flip_distance_pct":-35.57389860643498,"call_wall":165,"call_wall_distance_pct":-3.7339522312641384,"put_wall":165,"put_wall_distance_pct":-3.7339522312641384,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2303},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NTRS","price":171.4,"totalOi":7401,"analysisCoverage":1,"avgIvPct":39,"ivRank":13.9,"iv52wHighPct":48.28,"iv52wLowPct":37.5,"frontDte":14,"frontAtmIvPct":26.8577,"backAtmIvPct":30.4588,"termPremiumPp":-3.6011,"expectedMoveFrontPct":5.26,"straddleFrontPct":4.16,"straddle30dPct":4.16,"riskReversalFrontPp":7.84,"riskReversal30dPp":7.84,"butterflyFrontPp":3.1,"butterfly30dPp":3.1,"putCallOiRatio":0.514,"putCallOiFrontRatio":1.04,"putCallVolumeFrontRatio":0,"optionVolume":50,"volumeOiRatio":0.006756,"netDeltaNormalized":0.383231,"dealerDeltaNormalized":-0.374894,"gexPer100kOi":11040244.561546,"vannaPer100kOi":-621.53763,"charmPer100kOi":-376665.315498,"weekendDeltaShiftPer100kOi":-1129995.946494,"ivSurfaceRangePp":121.8,"gammaFlipDistancePct":-22.56126,"maxPainDistancePct":-15.402567,"peakCallDistancePct":5.017503,"peakPutDistancePct":-35.822637},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NTRS.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."}