{"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/NAMS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NAMS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAMS.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":"NAMS","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":19.829999923706055,"previous_close":20.6200008392334,"delta_neutral":22.779781439258436,"gamma_neutral":35.19301561184889,"gamma_max":58.314597362238814,"total_open_interest":29990,"previous_open_interest":31238,"listed_contracts":93,"listed_calls":53,"listed_puts":45,"gamma_max_distance_pct":194.0726050761392,"delta_neutral_distance_pct":14.875348093299904,"gamma_neutral_distance_pct":77.47360437342667,"open_interest_change_1d_pct":-3.9951341315064983,"call_open_interest":14381,"put_open_interest":15609,"put_call_open_interest_ratio":1.085390445727001,"nearest_expiration_max_pain":22.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":13.464448242897145,"all_expiration_max_pain":30,"net_gamma_exposure":-190629.480051178,"net_gamma_exposure_per_100k_open_interest":-635643.4813310369,"gamma_exposure_flip":35.19301561184889,"gamma_exposure_flip_distance_pct":77.47360437342667,"call_wall":30,"call_wall_distance_pct":51.28593099052953,"put_wall":25,"put_wall_distance_pct":26.071609158774606,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1212},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":19.83,"totalOi":31468,"analysisCoverage":0.9444,"avgIvPct":314.3,"ivRank":100,"iv52wHighPct":314.3,"iv52wLowPct":109.3,"frontDte":35,"termPremiumPp":7.5456,"riskReversalFrontPp":1.77,"riskReversal30dPp":1.77,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.024,"putCallOiFrontRatio":0.105,"putCallVolumeFrontRatio":0.5,"optionVolume":51,"volumeOiRatio":0.001621,"netDeltaNormalized":-0.090694,"dealerDeltaNormalized":0.090665,"gexPer100kOi":-173747.330622,"vannaPer100kOi":330.494471,"charmPer100kOi":-9155.332401,"weekendDeltaShiftPer100kOi":-27469.175035,"ivSurfaceRangePp":96,"gammaFlipDistancePct":-6.051437,"maxPainDistancePct":51.28593,"peakCallDistancePct":-36.964196,"peakPutDistancePct":0.857287},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAMS.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."}