{"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/NNDM","markdown_url":"https://halfonadouble.com/stock/NNDM.md","history_url":"https://halfonadouble.com/api/v1/history/NNDM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NNDM.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":"NNDM","page_tier":"A","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":1.409999966621399,"previous_close":1.440000057220459,"delta_neutral":1.284944703327,"gamma_neutral":1.409999966621399,"gamma_max":2.0080678359234088,"total_open_interest":135199,"previous_open_interest":135739,"listed_contracts":33,"listed_calls":34,"listed_puts":19,"gamma_max_distance_pct":42.41616194751286,"delta_neutral_distance_pct":-8.869167819489574,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.39782229130905633,"call_open_interest":109327,"put_open_interest":25872,"put_call_open_interest_ratio":0.2366478546013336,"nearest_expiration_max_pain":1.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":6.382981241783753,"all_expiration_max_pain":1.5,"net_gamma_exposure":766992.2511084629,"net_gamma_exposure_per_100k_open_interest":567306.1569304971,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1.5,"call_wall_distance_pct":6.382981241783753,"put_wall":1.5,"put_wall_distance_pct":6.382981241783753,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":510},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-16","session_count":1404,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":36.904761904761905,"gamma_max_cross_count":71,"delta_neutral_cross_count":11,"gamma_max_prior_sessions_closer_pct":65.07936507936508,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":33.730158730158735,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":8.333333333333332,"open_interest_change_1d_contracts":-540,"open_interest_change_z_252":0.00249477585500901,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-0.5319227203837494,"open_interest_change_21_sessions_pct":-0.13886119051312165,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-330,"put_change_contracts":-210,"call_growth_pct":-0.3009383805867386,"put_growth_pct":-0.8051529790660225,"call_minus_put_growth_pp":0.5042145984792838},"five_sessions":{"call_change_contracts":-523,"put_change_contracts":-200,"call_growth_pct":-0.47610377787892577,"put_growth_pct":-0.7671064743786438,"call_minus_put_growth_pp":0.291002696499718},"call_change_surprise":{"z_score":-0.044748066013292974,"comparison_sessions":252},"put_change_surprise":{"z_score":0.032913508340215544,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.06505348754373158,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":38.983221984712124,"directional_score":40.04829492098415,"catalyst_reasons":["OI change 0.00σ","25Δ risk reversal -33.3 pp"],"features":{"price":1.41,"totalOi":135719,"analysisCoverage":0.8333,"avgIvPct":619.4,"ivRank":52.1,"iv52wHighPct":1097.9,"iv52wLowPct":98.2,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-33.32,"riskReversal30dPp":-33.32,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.238,"putCallOiFrontRatio":1.044,"putCallVolumeFrontRatio":1.5,"optionVolume":75,"volumeOiRatio":0.000553,"netDeltaNormalized":0.479897,"dealerDeltaNormalized":-0.335513,"gexPer100kOi":60836.773038,"vannaPer100kOi":1235.641288,"charmPer100kOi":-4040.701744,"weekendDeltaShiftPer100kOi":-12122.105232,"ivSurfaceRangePp":52.7,"gammaFlipDistancePct":null,"maxPainDistancePct":6.382979,"peakCallDistancePct":112.765957,"peakPutDistancePct":6.382979},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NNDM.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":[{"direction":"above","event_count":39,"completed_path_count":39,"latest_cross_date":"2026-05-07","horizons":[{"sessions":1,"sample_size":39,"median_return_pct":-0.32154311255848667,"p25_return_pct":-3.4712682727794264,"p75_return_pct":1.415130123714381,"above_zero_pct":43.58974358974359,"median_interval_low_pct":-1.9748676862534897,"median_interval_high_pct":1.25522887334657,"median_interval_nominal_coverage_pct":94.67480859020725,"confidence_floor_pct":0},{"sessions":3,"sample_size":39,"median_return_pct":-0.4065036710645509,"p25_return_pct":-3.0948400872823525,"p75_return_pct":3.7653524695401286,"above_zero_pct":41.02564102564102,"median_interval_low_pct":-2.0325183553227655,"median_interval_high_pct":1.5625047536257375,"median_interval_nominal_coverage_pct":94.67480859020725,"confidence_floor_pct":0},{"sessions":5,"sample_size":39,"median_return_pct":-1.060069688994325,"p25_return_pct":-5.228355962574039,"p75_return_pct":2.9163568625393155,"above_zero_pct":38.46153846153847,"median_interval_low_pct":-3.770198055206442,"median_interval_high_pct":1.2195110131936637,"median_interval_nominal_coverage_pct":94.67480859020725,"confidence_floor_pct":0},{"sessions":10,"sample_size":39,"median_return_pct":-2.4390220263873164,"p25_return_pct":-7.916665294518061,"p75_return_pct":5.272871389873357,"above_zero_pct":38.46153846153847,"median_interval_low_pct":-5.6871986504829835,"median_interval_high_pct":3.2085530816334584,"median_interval_nominal_coverage_pct":94.67480859020725,"confidence_floor_pct":0}]},{"direction":"below","event_count":40,"completed_path_count":40,"latest_cross_date":"2026-04-30","horizons":[{"sessions":1,"sample_size":40,"median_return_pct":0.49960181938486503,"p25_return_pct":-2.4323210331313017,"p75_return_pct":1.6511093481537675,"above_zero_pct":52.5,"median_interval_low_pct":-1.554402704926805,"median_interval_high_pct":1.486987397850048,"median_interval_nominal_coverage_pct":91.93095322480076,"confidence_floor_pct":0},{"sessions":3,"sample_size":40,"median_return_pct":1.3906471228449013,"p25_return_pct":-2.4541817865289195,"p75_return_pct":4.0244474228776195,"above_zero_pct":57.49999999999999,"median_interval_low_pct":-1.4999985694885254,"median_interval_high_pct":2.8571400767513078,"median_interval_nominal_coverage_pct":91.93095322480076,"confidence_floor_pct":0},{"sessions":5,"sample_size":40,"median_return_pct":0.8611947259263619,"p25_return_pct":-2.9745995142740704,"p75_return_pct":4.862737533417843,"above_zero_pct":52.5,"median_interval_low_pct":-1.8691681453631315,"median_interval_high_pct":3.2128483293033527,"median_interval_nominal_coverage_pct":91.93095322480076,"confidence_floor_pct":0},{"sessions":10,"sample_size":40,"median_return_pct":-0.18587342473125879,"p25_return_pct":-7.211668839923408,"p75_return_pct":7.816115238767141,"above_zero_pct":45,"median_interval_low_pct":-5.202314010771003,"median_interval_high_pct":5.454546580489206,"median_interval_nominal_coverage_pct":91.93095322480076,"confidence_floor_pct":0}]}],"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."}