{"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/NVMI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/NVMI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/NVMI.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":"NVMI","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":321.20001220703125,"previous_close":329.44000244140625,"delta_neutral":364.86527605782805,"gamma_neutral":348.94045030276413,"gamma_max":493.26431884855936,"total_open_interest":12145,"previous_open_interest":13230,"listed_contracts":272,"listed_calls":172,"listed_puts":119,"gamma_max_distance_pct":53.56920924729701,"delta_neutral_distance_pct":13.594415377123994,"gamma_neutral_distance_pct":8.636499701579286,"open_interest_change_1d_pct":-8.201058201058201,"call_open_interest":7674,"put_open_interest":4471,"put_call_open_interest_ratio":0.5826166275736252,"nearest_expiration_max_pain":430,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":33.872971250960326,"all_expiration_max_pain":420,"net_gamma_exposure":-135856.92742740156,"net_gamma_exposure_per_100k_open_interest":-1118624.3509872505,"gamma_exposure_flip":348.94045030276413,"gamma_exposure_flip_distance_pct":8.636499701579286,"call_wall":450,"call_wall_distance_pct":40.09962107658639,"put_wall":310,"put_wall_distance_pct":-3.486927702796045,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1816},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":321.2,"totalOi":13186,"analysisCoverage":1,"avgIvPct":217,"ivRank":100,"iv52wHighPct":217,"iv52wLowPct":63.4,"frontDte":35,"termPremiumPp":4.414,"riskReversalFrontPp":-145.78,"riskReversal30dPp":-145.78,"butterflyFrontPp":1.79,"butterfly30dPp":1.79,"putCallOiRatio":0.574,"putCallOiFrontRatio":0.87,"putCallVolumeFrontRatio":1.895,"optionVolume":178,"volumeOiRatio":0.013499,"netDeltaNormalized":-0.117876,"dealerDeltaNormalized":0.117572,"gexPer100kOi":-5002349.992416,"vannaPer100kOi":1751.858031,"charmPer100kOi":2185044.744426,"weekendDeltaShiftPer100kOi":6555134.233278,"ivSurfaceRangePp":32.5,"gammaFlipDistancePct":null,"maxPainDistancePct":30.759651,"peakCallDistancePct":12.079701,"peakPutDistancePct":2.739726},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/NVMI.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."}