{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/NAIL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NAIL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAIL.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"NAIL","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":27.110000610351562,"previous_close":27.43000030517578,"delta_neutral":27.083229011659828,"gamma_neutral":24.678970061116473,"gamma_max":33.341462056412965,"total_open_interest":57467,"previous_open_interest":69881,"listed_contracts":831,"listed_calls":500,"listed_puts":375,"gamma_max_distance_pct":22.98584030161183,"delta_neutral_distance_pct":-0.09875174507193542,"gamma_neutral_distance_pct":-8.967283270022634,"open_interest_change_1d_pct":-17.764485339362633,"call_open_interest":34996,"put_open_interest":22471,"put_call_open_interest_ratio":0.6421019545090868,"nearest_expiration_max_pain":28,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":3.2829191059059,"all_expiration_max_pain":30,"net_gamma_exposure":454307.6761443221,"net_gamma_exposure_per_100k_open_interest":790554.0155990779,"gamma_exposure_flip":24.678970061116473,"gamma_exposure_flip_distance_pct":-8.967283270022634,"call_wall":30,"call_wall_distance_pct":10.660270470613465,"put_wall":25,"put_wall_distance_pct":-7.783107941155447,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":861},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":27.11,"totalOi":71413,"analysisCoverage":1,"avgIvPct":216.7,"ivRank":55.3,"iv52wHighPct":306.4,"iv52wLowPct":105.54,"frontDte":7,"termPremiumPp":4.477,"riskReversalFrontPp":-2.51,"riskReversal30dPp":6.57,"butterflyFrontPp":21.02,"butterfly30dPp":10.53,"putCallOiRatio":0.74,"putCallOiFrontRatio":0.718,"putCallVolumeFrontRatio":1.133,"optionVolume":8162,"volumeOiRatio":0.114293,"netDeltaNormalized":0.001925,"dealerDeltaNormalized":-0.001907,"gexPer100kOi":837973.492221,"vannaPer100kOi":1723.775783,"charmPer100kOi":31669.303908,"weekendDeltaShiftPer100kOi":95007.911725,"ivSurfaceRangePp":130.1,"gammaFlipDistancePct":-0.811509,"maxPainDistancePct":10.660273,"peakCallDistancePct":6.971597,"peakPutDistancePct":-7.783106},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAIL.json?date=2026-10-16&public_schema=4","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."}