{"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/NVGS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NVGS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NVGS.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":"NVGS","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":23.84000015258789,"previous_close":23.799999237060547,"delta_neutral":16.925927809579463,"gamma_neutral":12.13117872226122,"gamma_max":23.976657781420098,"total_open_interest":2896,"previous_open_interest":2892,"listed_contracts":57,"listed_calls":31,"listed_puts":31,"gamma_max_distance_pct":0.5732283051909826,"delta_neutral_distance_pct":-29.001981118938406,"gamma_neutral_distance_pct":-49.11418353768614,"open_interest_change_1d_pct":0.13831258644536654,"call_open_interest":2579,"put_open_interest":317,"put_call_open_interest_ratio":0.12291585886002326,"nearest_expiration_max_pain":22,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.7181213960191775,"all_expiration_max_pain":20,"net_gamma_exposure":406379.010588019,"net_gamma_exposure_per_100k_open_interest":14032424.398757562,"gamma_exposure_flip":12.13117872226122,"gamma_exposure_flip_distance_pct":-49.11418353768614,"call_wall":25,"call_wall_distance_pct":4.865771140887298,"put_wall":22,"put_wall_distance_pct":-7.7181213960191775,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2944},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NVGS","price":23.84,"totalOi":2896,"analysisCoverage":0.8889,"avgIvPct":79,"ivRank":38.6,"iv52wHighPct":120.86,"iv52wLowPct":52.7,"frontDte":14,"frontAtmIvPct":28.7979,"backAtmIvPct":46.6707,"termPremiumPp":-17.8728,"expectedMoveFrontPct":5.64,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":5.92,"butterfly30dPp":5.92,"putCallOiRatio":0.123,"putCallOiFrontRatio":0.615,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.001381,"netDeltaNormalized":0.437905,"dealerDeltaNormalized":-0.421575,"gexPer100kOi":3665808.356354,"vannaPer100kOi":-379.834254,"charmPer100kOi":-26553.867403,"weekendDeltaShiftPer100kOi":-79661.60221,"ivSurfaceRangePp":147.4,"gammaFlipDistancePct":-7.508389,"maxPainDistancePct":-16.107383,"peakCallDistancePct":4.865772,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NVGS.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."}