{"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/NG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NG.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":"NG","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":6.599999904632568,"previous_close":6.559999942779541,"delta_neutral":4.451206225728134,"gamma_neutral":6.599999904632568,"gamma_max":7.890180037241348,"total_open_interest":80140,"previous_open_interest":85378,"listed_contracts":80,"listed_calls":62,"listed_puts":39,"gamma_max_distance_pct":19.5481841098694,"delta_neutral_distance_pct":-32.557480453843446,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-6.13506992433648,"call_open_interest":67243,"put_open_interest":12897,"put_call_open_interest_ratio":0.191796915664084,"nearest_expiration_max_pain":6,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-9.090907777308086,"all_expiration_max_pain":7,"net_gamma_exposure":2614559.212189494,"net_gamma_exposure_per_100k_open_interest":3262489.658334782,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":7,"call_wall_distance_pct":6.060607593140567,"put_wall":7,"put_wall_distance_pct":6.060607593140567,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":701},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":6.6,"totalOi":88027,"analysisCoverage":0.8889,"avgIvPct":1791.1,"ivRank":100,"iv52wHighPct":1791.1,"iv52wLowPct":91.67,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":2.76,"riskReversal30dPp":2.76,"butterflyFrontPp":4.46,"butterfly30dPp":4.46,"putCallOiRatio":0.199,"putCallOiFrontRatio":0.281,"putCallVolumeFrontRatio":0.307,"optionVolume":2383,"volumeOiRatio":0.027071,"netDeltaNormalized":0.209157,"dealerDeltaNormalized":-0.207078,"gexPer100kOi":250170.424983,"vannaPer100kOi":2370.863485,"charmPer100kOi":-16646.029059,"weekendDeltaShiftPer100kOi":-49938.087178,"ivSurfaceRangePp":15.1,"gammaFlipDistancePct":-8.030303,"maxPainDistancePct":6.060606,"peakCallDistancePct":6.060606,"peakPutDistancePct":-39.393939},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NG.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."}