{"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/NAT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NAT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAT.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":"NAT","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":7.659999847412109,"previous_close":7.820000171661377,"delta_neutral":6.584011801887401,"gamma_neutral":5.439648271330929,"gamma_max":8.443467418305172,"total_open_interest":44174,"previous_open_interest":57563,"listed_contracts":62,"listed_calls":47,"listed_puts":39,"gamma_max_distance_pct":10.228036377282082,"delta_neutral_distance_pct":-14.046841605202188,"gamma_neutral_distance_pct":-28.986313581080736,"open_interest_change_1d_pct":-23.259732814481524,"call_open_interest":28403,"put_open_interest":15771,"put_call_open_interest_ratio":0.5552582473682357,"nearest_expiration_max_pain":8,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.438644378077343,"all_expiration_max_pain":7,"net_gamma_exposure":1931070.363600921,"net_gamma_exposure_per_100k_open_interest":4371508.950063207,"gamma_exposure_flip":5.439648271330929,"gamma_exposure_flip_distance_pct":-28.986313581080736,"call_wall":7,"call_wall_distance_pct":-8.616186169182326,"put_wall":8,"put_wall_distance_pct":4.438644378077343,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":988},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":7.66,"totalOi":58282,"analysisCoverage":1,"avgIvPct":2897,"ivRank":100,"iv52wHighPct":2897,"iv52wLowPct":81.24,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-5.26,"riskReversal30dPp":-5.26,"butterflyFrontPp":3.02,"butterfly30dPp":3.02,"putCallOiRatio":0.517,"putCallOiFrontRatio":0.505,"putCallVolumeFrontRatio":0.25,"optionVolume":3701,"volumeOiRatio":0.063502,"netDeltaNormalized":0.249884,"dealerDeltaNormalized":-0.249832,"gexPer100kOi":604553.515665,"vannaPer100kOi":2299.166123,"charmPer100kOi":432.380495,"weekendDeltaShiftPer100kOi":1295.425689,"ivSurfaceRangePp":10.3,"gammaFlipDistancePct":-18.668407,"maxPainDistancePct":-8.616188,"peakCallDistancePct":17.493473,"peakPutDistancePct":4.438642},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NAT.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."}