{"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/V","markdown_url":"https://halfonadouble.com/stock/V.md","history_url":"https://halfonadouble.com/api/v1/history/V.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/V.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":"V","page_tier":"A","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":360.6600036621094,"previous_close":359.8500061035156,"delta_neutral":350.71164323537045,"gamma_neutral":349.70157020895164,"gamma_max":386.5645449572119,"total_open_interest":370712,"previous_open_interest":389441,"listed_contracts":1216,"listed_calls":767,"listed_puts":627,"gamma_max_distance_pct":7.182537856172061,"delta_neutral_distance_pct":-2.7583764004115148,"gamma_neutral_distance_pct":-3.0384387905192667,"open_interest_change_1d_pct":-4.80920088023603,"call_open_interest":196336,"put_open_interest":174376,"put_call_open_interest_ratio":0.8881509249449923,"nearest_expiration_max_pain":365,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":1.203348387351714,"all_expiration_max_pain":355,"net_gamma_exposure":12574968.809301274,"net_gamma_exposure_per_100k_open_interest":3392112.693762617,"gamma_exposure_flip":349.70157020895164,"gamma_exposure_flip_distance_pct":-3.0384387905192667,"call_wall":360,"call_wall_distance_pct":-0.18299885083118642,"put_wall":360,"put_wall_distance_pct":-0.18299885083118642,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":263},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":1.984126984126984,"gamma_max_cross_count":8,"delta_neutral_cross_count":28,"gamma_max_prior_sessions_closer_pct":63.888888888888886,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":48.41269841269841,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":35.714285714285715,"open_interest_change_1d_contracts":-18729,"open_interest_change_z_252":-0.8956657158422952,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":2.093299294155231,"open_interest_change_21_sessions_pct":-19.306234572469666,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-9723,"put_change_contracts":-9006,"call_growth_pct":-4.718551482827734,"put_growth_pct":-4.911059973170758,"call_minus_put_growth_pp":0.19250849034302409},"five_sessions":{"call_change_contracts":3311,"put_change_contracts":4290,"call_growth_pct":1.71532184950136,"put_growth_pct":2.5222534482555883,"call_minus_put_growth_pp":-0.8069315987542283},"call_change_surprise":{"z_score":-0.7986785271252801,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.9641898632296086,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.08297716475833089,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":44.083578862747096,"directional_score":-18.07086614173229,"catalyst_reasons":["IV rank 100"],"features":{"symbol":"V","price":360.66,"totalOi":392482,"analysisCoverage":1,"avgIvPct":108,"ivRank":100,"iv52wHighPct":108,"iv52wLowPct":34.3,"frontDte":7,"frontAtmIvPct":20.7965,"backAtmIvPct":23.6629,"termPremiumPp":-2.8664,"expectedMoveFrontPct":2.88,"straddleFrontPct":2.08,"straddle30dPct":5.29,"riskReversalFrontPp":1.46,"riskReversal30dPp":2.1,"butterflyFrontPp":1.92,"butterfly30dPp":5.55,"putCallOiRatio":0.882,"putCallOiFrontRatio":1.174,"putCallVolumeFrontRatio":0.286,"optionVolume":20267,"volumeOiRatio":0.051638,"netDeltaNormalized":0.076247,"dealerDeltaNormalized":-0.07453,"gexPer100kOi":14313353.883745,"vannaPer100kOi":2848.538277,"charmPer100kOi":-354251.914737,"weekendDeltaShiftPer100kOi":-1062755.744212,"ivSurfaceRangePp":132.3,"gammaFlipDistancePct":5.290301,"maxPainDistancePct":-1.569345,"peakCallDistancePct":5.362391,"peakPutDistancePct":-2.955692},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/V.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":[{"direction":"above","event_count":14,"completed_path_count":14,"latest_cross_date":"2026-08-24","horizons":[{"sessions":1,"sample_size":14,"median_return_pct":-0.2366736770327338,"p25_return_pct":-0.5183148244786218,"p75_return_pct":0.38165835112559665,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-0.5204964656096989,"median_interval_high_pct":0.45239689593914445,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":3,"sample_size":14,"median_return_pct":-0.9975756428417804,"p25_return_pct":-1.6941363517885277,"p75_return_pct":0.211148509039491,"above_zero_pct":28.57142857142857,"median_interval_low_pct":-1.7494080021712821,"median_interval_high_pct":0.3190229228674957,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":5,"sample_size":14,"median_return_pct":-0.9022711347816181,"p25_return_pct":-2.0055231520929695,"p75_return_pct":0.3297743836287004,"above_zero_pct":28.57142857142857,"median_interval_low_pct":-2.00854464257052,"median_interval_high_pct":0.5700939331275467,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":10,"sample_size":14,"median_return_pct":0.34782830936304077,"p25_return_pct":-1.1347523705251854,"p75_return_pct":1.612345970407153,"above_zero_pct":57.14285714285714,"median_interval_low_pct":-1.2614582068825375,"median_interval_high_pct":1.7044185471446038,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0}]},{"direction":"below","event_count":14,"completed_path_count":14,"latest_cross_date":"2026-08-25","horizons":[{"sessions":1,"sample_size":14,"median_return_pct":-0.25886347596364434,"p25_return_pct":-0.5880606175959535,"p75_return_pct":0.12982745313835087,"above_zero_pct":28.57142857142857,"median_interval_low_pct":-0.6362575954861116,"median_interval_high_pct":0.19393081140062218,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":3,"sample_size":14,"median_return_pct":-0.35642851025560196,"p25_return_pct":-1.4921547149164438,"p75_return_pct":0.6568306459581175,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-1.5117038168749541,"median_interval_high_pct":0.7134454871364992,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":5,"sample_size":14,"median_return_pct":-0.10566021566729145,"p25_return_pct":-1.100474300637111,"p75_return_pct":0.3503152370003315,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-1.1164218745336907,"median_interval_high_pct":0.3627314093926248,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0},{"sessions":10,"sample_size":14,"median_return_pct":0.7906815770066022,"p25_return_pct":-0.7126978220309221,"p75_return_pct":2.225753488029658,"above_zero_pct":64.28571428571429,"median_interval_low_pct":-0.7178499089833479,"median_interval_high_pct":2.2639297422053284,"median_interval_nominal_coverage_pct":94.2626953125,"confidence_floor_pct":0}]}],"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."}