{"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/NWBI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NWBI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NWBI.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":"NWBI","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":15.1899995803833,"previous_close":14.989999771118164,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":748,"previous_open_interest":668,"listed_contracts":13,"listed_calls":8,"listed_puts":5,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":11.976047904191617,"call_open_interest":389,"put_open_interest":359,"put_call_open_interest_ratio":0.922879177377892,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.250820181908829,"all_expiration_max_pain":15,"net_gamma_exposure":-78989.65667150954,"net_gamma_exposure_per_100k_open_interest":-10560114.528276676,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":-1.250820181908829,"put_wall":15,"put_wall_distance_pct":-1.250820181908829,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3837},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"NWBI","price":15.19,"totalOi":748,"analysisCoverage":0.8889,"avgIvPct":57.5,"ivRank":41.4,"iv52wHighPct":94.18,"iv52wLowPct":31.6,"frontDte":14,"frontAtmIvPct":27.6236,"backAtmIvPct":43.9414,"termPremiumPp":-16.3178,"expectedMoveFrontPct":5.41,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":242.03,"riskReversal30dPp":242.03,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.923,"putCallOiFrontRatio":15.833,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.163451,"dealerDeltaNormalized":-0.161497,"gexPer100kOi":-933092.245989,"vannaPer100kOi":802.139037,"charmPer100kOi":264304.812834,"weekendDeltaShiftPer100kOi":792780.748663,"ivSurfaceRangePp":88.7,"gammaFlipDistancePct":-28.110599,"maxPainDistancePct":-1.250823,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NWBI.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."}