{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/UVIX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/UVIX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/UVIX.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"UVIX","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":36.0099983215332,"previous_close":37.279998779296875,"delta_neutral":36.70736702903044,"gamma_neutral":27.0124987411499,"gamma_max":40.28753453762687,"total_open_interest":99511,"previous_open_interest":110171,"listed_contracts":604,"listed_calls":329,"listed_puts":303,"gamma_max_distance_pct":11.878745946888285,"delta_neutral_distance_pct":1.9365974451607482,"gamma_neutral_distance_pct":-24.986114967417233,"open_interest_change_1d_pct":-9.675867515044793,"call_open_interest":57668,"put_open_interest":41843,"put_call_open_interest_ratio":0.7255843795519179,"nearest_expiration_max_pain":40.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":12.468763920441154,"all_expiration_max_pain":41,"net_gamma_exposure":2103087.1584917763,"net_gamma_exposure_per_100k_open_interest":2113421.791050011,"gamma_exposure_flip":27.0124987411499,"gamma_exposure_flip_distance_pct":-24.986114967417233,"call_wall":37,"call_wall_distance_pct":2.749241112501794,"put_wall":30,"put_wall_distance_pct":-16.689804503376923,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":639},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"UVIX","price":36.01,"totalOi":118244,"analysisCoverage":1,"avgIvPct":273.8,"ivRank":69.8,"iv52wHighPct":332.8,"iv52wLowPct":137.2,"frontDte":7,"frontAtmIvPct":67.5886,"backAtmIvPct":121.9989,"termPremiumPp":-54.4103,"expectedMoveFrontPct":9.36,"straddleFrontPct":6.8,"straddle30dPct":22.63,"riskReversalFrontPp":-25.03,"riskReversal30dPp":-48,"butterflyFrontPp":10.35,"butterfly30dPp":6.37,"putCallOiRatio":0.624,"putCallOiFrontRatio":0.622,"putCallVolumeFrontRatio":0.111,"optionVolume":13438,"volumeOiRatio":0.113646,"netDeltaNormalized":-0.010991,"dealerDeltaNormalized":0.010947,"gexPer100kOi":2256237.170596,"vannaPer100kOi":640.201617,"charmPer100kOi":188638.746998,"weekendDeltaShiftPer100kOi":565916.240993,"ivSurfaceRangePp":96,"gammaFlipDistancePct":-0.916412,"maxPainDistancePct":12.468759,"peakCallDistancePct":66.620383,"peakPutDistancePct":1.360733},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/UVIX.json?date=2026-10-02","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."}