{"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/NEO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NEO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEO.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":"NEO","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":16.649999618530273,"previous_close":17.25,"delta_neutral":9.445071278522615,"gamma_neutral":6.023774818846616,"gamma_max":14.56194835971303,"total_open_interest":16513,"previous_open_interest":16135,"listed_contracts":91,"listed_calls":70,"listed_puts":44,"gamma_max_distance_pct":-12.540848688629335,"delta_neutral_distance_pct":-43.2728438743571,"gamma_neutral_distance_pct":-63.82117143028292,"open_interest_change_1d_pct":2.3427331887201737,"call_open_interest":15256,"put_open_interest":1257,"put_call_open_interest_ratio":0.08239381227058207,"nearest_expiration_max_pain":12,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-27.927926276677823,"all_expiration_max_pain":10,"net_gamma_exposure":1117887.2119472548,"net_gamma_exposure_per_100k_open_interest":6769740.277037818,"gamma_exposure_flip":6.023774818846616,"gamma_exposure_flip_distance_pct":-63.82117143028292,"call_wall":15,"call_wall_distance_pct":-9.909907845847279,"put_wall":16,"put_wall_distance_pct":-3.9039017022370968,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1586},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.65,"totalOi":16907,"analysisCoverage":1,"avgIvPct":314.7,"ivRank":100,"iv52wHighPct":314.7,"iv52wLowPct":66.9,"frontDte":35,"termPremiumPp":0.6158,"riskReversalFrontPp":1.36,"riskReversal30dPp":1.36,"butterflyFrontPp":6.69,"butterfly30dPp":6.69,"putCallOiRatio":0.083,"putCallOiFrontRatio":0.674,"putCallVolumeFrontRatio":0.043,"optionVolume":86,"volumeOiRatio":0.005087,"netDeltaNormalized":0.468984,"dealerDeltaNormalized":-0.467763,"gexPer100kOi":1395121.3107,"vannaPer100kOi":532.32389,"charmPer100kOi":-40208.197788,"weekendDeltaShiftPer100kOi":-120630.508074,"ivSurfaceRangePp":89.8,"gammaFlipDistancePct":-44.624625,"maxPainDistancePct":-39.93994,"peakCallDistancePct":2.102102,"peakPutDistancePct":8.108108},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEO.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."}