{"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/NUE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NUE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NUE.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":"NUE","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":256.2900085449219,"previous_close":254.69000244140625,"delta_neutral":226.5692291301673,"gamma_neutral":218.08940376603888,"gamma_max":273.52314555333726,"total_open_interest":54922,"previous_open_interest":65525,"listed_contracts":397,"listed_calls":306,"listed_puts":228,"gamma_max_distance_pct":6.724076801220599,"delta_neutral_distance_pct":-11.59654236366581,"gamma_neutral_distance_pct":-14.905225918000342,"open_interest_change_1d_pct":-16.181610072491416,"call_open_interest":30848,"put_open_interest":24074,"put_call_open_interest_ratio":0.7804071576763485,"nearest_expiration_max_pain":250,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.4542542959958493,"all_expiration_max_pain":210,"net_gamma_exposure":2173571.5528926775,"net_gamma_exposure_per_100k_open_interest":3957560.818784235,"gamma_exposure_flip":218.08940376603888,"gamma_exposure_flip_distance_pct":-14.905225918000342,"call_wall":270,"call_wall_distance_pct":5.349405360324482,"put_wall":240,"put_wall_distance_pct":-6.356084124156015,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":883},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":256.29,"totalOi":65683,"analysisCoverage":1,"avgIvPct":216.6,"ivRank":98.9,"iv52wHighPct":218.6,"iv52wLowPct":41.6,"frontDte":35,"termPremiumPp":2.2791,"riskReversalFrontPp":2.05,"riskReversal30dPp":2.05,"butterflyFrontPp":2.05,"butterfly30dPp":2.05,"putCallOiRatio":0.777,"putCallOiFrontRatio":0.365,"putCallVolumeFrontRatio":0.154,"optionVolume":2453,"volumeOiRatio":0.037346,"netDeltaNormalized":0.194773,"dealerDeltaNormalized":-0.178633,"gexPer100kOi":10609920.405584,"vannaPer100kOi":1428.07119,"charmPer100kOi":-362921.912824,"weekendDeltaShiftPer100kOi":-1088764.216007,"ivSurfaceRangePp":17,"gammaFlipDistancePct":1.396855,"maxPainDistancePct":-14.159741,"peakCallDistancePct":1.447579,"peakPutDistancePct":1.447579},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NUE.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."}