{"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/NVGS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NVGS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NVGS.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":"NVGS","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":21.329999923706055,"previous_close":21.920000076293945,"delta_neutral":17.401645169201537,"gamma_neutral":12.919193607598947,"gamma_max":22.46203522406331,"total_open_interest":3211,"previous_open_interest":3237,"listed_contracts":55,"listed_calls":29,"listed_puts":29,"gamma_max_distance_pct":5.307244746396447,"delta_neutral_distance_pct":-18.41704064020443,"gamma_neutral_distance_pct":-39.431815969016384,"open_interest_change_1d_pct":-0.8032128514056224,"call_open_interest":2748,"put_open_interest":463,"put_call_open_interest_ratio":0.16848617176128095,"nearest_expiration_max_pain":23,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":7.829348721365514,"all_expiration_max_pain":21,"net_gamma_exposure":416718.22025799745,"net_gamma_exposure_per_100k_open_interest":12977833.081843581,"gamma_exposure_flip":12.919193607598947,"gamma_exposure_flip_distance_pct":-39.431815969016384,"call_wall":25,"call_wall_distance_pct":17.205813827571212,"put_wall":23,"put_wall_distance_pct":7.829348721365514,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2753},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":21.33,"totalOi":3462,"analysisCoverage":1,"avgIvPct":294.3,"ivRank":89.1,"iv52wHighPct":323.8,"iv52wLowPct":52.7,"frontDte":35,"termPremiumPp":-7.5689,"riskReversalFrontPp":-6.7,"riskReversal30dPp":-6.7,"butterflyFrontPp":0.49,"butterfly30dPp":0.49,"putCallOiRatio":0.184,"putCallOiFrontRatio":0.387,"putCallVolumeFrontRatio":23,"optionVolume":65,"volumeOiRatio":0.018775,"netDeltaNormalized":0.243882,"dealerDeltaNormalized":-0.243882,"gexPer100kOi":2287326.400924,"vannaPer100kOi":4448.295783,"charmPer100kOi":-43558.636626,"weekendDeltaShiftPer100kOi":-130675.909879,"ivSurfaceRangePp":59.9,"gammaFlipDistancePct":-30.989217,"maxPainDistancePct":-1.547117,"peakCallDistancePct":7.829348,"peakPutDistancePct":-1.547117},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NVGS.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."}