{"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/NOVT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NOVT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOVT.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":"NOVT","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":128.7899932861328,"previous_close":134.8000030517578,"delta_neutral":140.31337852219582,"gamma_neutral":151.6970232422172,"gamma_max":191.438961916106,"total_open_interest":4795,"previous_open_interest":4875,"listed_contracts":101,"listed_calls":65,"listed_puts":45,"gamma_max_distance_pct":48.64428286038181,"delta_neutral_distance_pct":8.947422809830803,"gamma_neutral_distance_pct":17.786343000416053,"open_interest_change_1d_pct":-1.641025641025641,"call_open_interest":1340,"put_open_interest":3455,"put_call_open_interest_ratio":2.578358208955224,"nearest_expiration_max_pain":130,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.9395191994295045,"all_expiration_max_pain":130,"net_gamma_exposure":-223444.44414461133,"net_gamma_exposure_per_100k_open_interest":-4659946.697489288,"gamma_exposure_flip":151.6970232422172,"gamma_exposure_flip_distance_pct":17.786343000416053,"call_wall":220,"call_wall_distance_pct":70.82072479903455,"put_wall":115,"put_wall_distance_pct":-10.707348400504669,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2482},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":128.79,"totalOi":4878,"analysisCoverage":0.9444,"avgIvPct":205.2,"ivRank":100,"iv52wHighPct":205.2,"iv52wLowPct":56.3,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-58.74,"riskReversal30dPp":-58.74,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.497,"putCallOiFrontRatio":2.758,"putCallVolumeFrontRatio":1.333,"optionVolume":18,"volumeOiRatio":0.00369,"netDeltaNormalized":-0.06838,"dealerDeltaNormalized":0.068378,"gexPer100kOi":-5995515.170152,"vannaPer100kOi":3956.539565,"charmPer100kOi":671197.211972,"weekendDeltaShiftPer100kOi":2013612.136121,"ivSurfaceRangePp":40.6,"gammaFlipDistancePct":null,"maxPainDistancePct":4.821803,"peakCallDistancePct":8.704092,"peakPutDistancePct":4.821803},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NOVT.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."}