{"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/NE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NE.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":"NE","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":44.08000183105469,"previous_close":42.90999984741211,"delta_neutral":37.106888023879876,"gamma_neutral":31.37616247157095,"gamma_max":45.604114502563824,"total_open_interest":34216,"previous_open_interest":36984,"listed_contracts":137,"listed_calls":88,"listed_puts":80,"gamma_max_distance_pct":3.457605735477507,"delta_neutral_distance_pct":-15.819223043367032,"gamma_neutral_distance_pct":-28.819961052119986,"open_interest_change_1d_pct":-7.484317542721176,"call_open_interest":22515,"put_open_interest":11701,"put_call_open_interest_ratio":0.5196979791250278,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":2.0871100969355383,"all_expiration_max_pain":30,"net_gamma_exposure":1981688.457219222,"net_gamma_exposure_per_100k_open_interest":5791701.125845283,"gamma_exposure_flip":31.37616247157095,"gamma_exposure_flip_distance_pct":-28.819961052119986,"call_wall":45,"call_wall_distance_pct":2.0871100969355383,"put_wall":20,"put_wall_distance_pct":-54.62795106802864,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1150},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":44.08,"totalOi":36995,"analysisCoverage":1,"avgIvPct":130.3,"ivRank":67.6,"iv52wHighPct":166.7,"iv52wLowPct":54.46,"frontDte":35,"termPremiumPp":1.6105,"riskReversalFrontPp":14.36,"riskReversal30dPp":14.36,"butterflyFrontPp":8.47,"butterfly30dPp":8.47,"putCallOiRatio":0.486,"putCallOiFrontRatio":0.372,"putCallVolumeFrontRatio":0.046,"optionVolume":1234,"volumeOiRatio":0.033356,"netDeltaNormalized":0.187608,"dealerDeltaNormalized":-0.148434,"gexPer100kOi":3544967.968644,"vannaPer100kOi":2008.379511,"charmPer100kOi":-7892.958508,"weekendDeltaShiftPer100kOi":-23678.875524,"ivSurfaceRangePp":152.4,"gammaFlipDistancePct":-11.705989,"maxPainDistancePct":-31.941924,"peakCallDistancePct":7.758621,"peakPutDistancePct":2.087114},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NE.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."}