{"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/NEOG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NEOG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEOG.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":"NEOG","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":11.8100004196167,"previous_close":12.270000457763672,"delta_neutral":8.1369808909972,"gamma_neutral":6.09451414870561,"gamma_max":12.047747097530047,"total_open_interest":20919,"previous_open_interest":39219,"listed_contracts":27,"listed_calls":25,"listed_puts":16,"gamma_max_distance_pct":2.0130962698226926,"delta_neutral_distance_pct":-31.100926317652988,"gamma_neutral_distance_pct":-48.39530963451556,"open_interest_change_1d_pct":-46.661057140671616,"call_open_interest":18934,"put_open_interest":1985,"put_call_open_interest_ratio":0.10483785782190767,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":5.842502589899952,"all_expiration_max_pain":7.5,"net_gamma_exposure":3220317.908354417,"net_gamma_exposure_per_100k_open_interest":15394224.907282455,"gamma_exposure_flip":6.09451414870561,"gamma_exposure_flip_distance_pct":-48.39530963451556,"call_wall":12.5,"call_wall_distance_pct":5.842502589899952,"put_wall":10,"put_wall_distance_pct":-15.32599792808004,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1431},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":11.81,"totalOi":39177,"analysisCoverage":0.8333,"avgIvPct":1148,"ivRank":100,"iv52wHighPct":1148,"iv52wLowPct":75.1,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":8.03,"riskReversal30dPp":8.03,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.314,"putCallOiFrontRatio":0.112,"putCallVolumeFrontRatio":0.107,"optionVolume":1568,"volumeOiRatio":0.040023,"netDeltaNormalized":0.166933,"dealerDeltaNormalized":-0.159907,"gexPer100kOi":1883837.889578,"vannaPer100kOi":2151.772724,"charmPer100kOi":-3752.201547,"weekendDeltaShiftPer100kOi":-11254.052122,"ivSurfaceRangePp":21.3,"gammaFlipDistancePct":-77.392041,"maxPainDistancePct":5.842506,"peakCallDistancePct":5.842506,"peakPutDistancePct":5.842506},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NEOG.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."}