{"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/NOV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NOV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOV.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":"NOV","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":18.93000030517578,"previous_close":18.639999389648438,"delta_neutral":11.97928520535682,"gamma_neutral":5.265341899417422,"gamma_max":18.70022322326703,"total_open_interest":28662,"previous_open_interest":31431,"listed_contracts":92,"listed_calls":73,"listed_puts":36,"gamma_max_distance_pct":-1.2138250301344444,"delta_neutral_distance_pct":-36.717987257076366,"gamma_neutral_distance_pct":-72.1851990780064,"open_interest_change_1d_pct":-8.809773790207121,"call_open_interest":26981,"put_open_interest":1681,"put_call_open_interest_ratio":0.062303102183017676,"nearest_expiration_max_pain":19,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.36978179448354076,"all_expiration_max_pain":15,"net_gamma_exposure":4885462.7387690935,"net_gamma_exposure_per_100k_open_interest":17045086.660976533,"gamma_exposure_flip":5.265341899417422,"gamma_exposure_flip_distance_pct":-72.1851990780064,"call_wall":19,"call_wall_distance_pct":0.36978179448354076,"put_wall":19,"put_wall_distance_pct":0.36978179448354076,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1241},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":18.93,"totalOi":31915,"analysisCoverage":1,"avgIvPct":177.2,"ivRank":100,"iv52wHighPct":177.2,"iv52wLowPct":49.2,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":2.9,"riskReversal30dPp":2.9,"butterflyFrontPp":-4.22,"butterfly30dPp":-4.22,"putCallOiRatio":0.058,"putCallOiFrontRatio":0.025,"putCallVolumeFrontRatio":0.697,"optionVolume":119,"volumeOiRatio":0.003729,"netDeltaNormalized":0.388077,"dealerDeltaNormalized":-0.372209,"gexPer100kOi":3099084.03572,"vannaPer100kOi":830.330566,"charmPer100kOi":-307034.309886,"weekendDeltaShiftPer100kOi":-921106.06298,"ivSurfaceRangePp":82.6,"gammaFlipDistancePct":-14.580032,"maxPainDistancePct":-20.760697,"peakCallDistancePct":5.652404,"peakPutDistancePct":0.369783},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOV.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."}