{"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/NUS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NUS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NUS.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":"NUS","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":4.610000133514404,"previous_close":4.550000190734863,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":5430,"previous_open_interest":5430,"listed_contracts":18,"listed_calls":14,"listed_puts":9,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":5189,"put_open_interest":241,"put_call_open_interest_ratio":0.04644440161880902,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":8.459866706951303,"all_expiration_max_pain":5,"net_gamma_exposure":414332.1042806985,"net_gamma_exposure_per_100k_open_interest":7630425.493198868,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":5,"call_wall_distance_pct":8.459866706951303,"put_wall":5,"put_wall_distance_pct":8.459866706951303,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2521},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NUS","price":4.61,"totalOi":5430,"analysisCoverage":0.8333,"avgIvPct":184.4,"ivRank":39.4,"iv52wHighPct":344.8,"iv52wLowPct":80.04,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-159.77,"riskReversal30dPp":-159.77,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.046,"putCallOiFrontRatio":0.764,"putCallVolumeFrontRatio":0,"optionVolume":11,"volumeOiRatio":0.002026,"netDeltaNormalized":0.288395,"dealerDeltaNormalized":-0.288291,"gexPer100kOi":347327.071823,"vannaPer100kOi":3388.581952,"charmPer100kOi":-34953.959484,"weekendDeltaShiftPer100kOi":-104880.294659,"ivSurfaceRangePp":85.6,"gammaFlipDistancePct":null,"maxPainDistancePct":8.45987,"peakCallDistancePct":-45.770065,"peakPutDistancePct":8.45987},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NUS.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."}