{"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/VANI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VANI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VANI.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":"VANI","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":1.2300000190734863,"previous_close":1.2200000286102295,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":3454,"previous_open_interest":3454,"listed_contracts":11,"listed_calls":11,"listed_puts":4,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":3438,"put_open_interest":16,"put_call_open_interest_ratio":0.004653868528214078,"nearest_expiration_max_pain":2,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":62.60162349481314,"all_expiration_max_pain":1,"net_gamma_exposure":171852.1132664992,"net_gamma_exposure_per_100k_open_interest":4975452.034351453,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":2,"call_wall_distance_pct":62.60162349481314,"put_wall":2,"put_wall_distance_pct":62.60162349481314,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2816},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VANI","price":1.23,"totalOi":3454,"analysisCoverage":0.7222,"avgIvPct":341.8,"ivRank":58.2,"iv52wHighPct":450.7,"iv52wLowPct":190.41,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.005,"putCallOiFrontRatio":0.019,"putCallVolumeFrontRatio":0,"optionVolume":307,"volumeOiRatio":0.088882,"netDeltaNormalized":0.553257,"dealerDeltaNormalized":-0.553257,"gexPer100kOi":66533.87377,"vannaPer100kOi":521.134916,"charmPer100kOi":-191661.841343,"weekendDeltaShiftPer100kOi":-574956.57209,"ivSurfaceRangePp":30,"gammaFlipDistancePct":null,"maxPainDistancePct":-18.699187,"peakCallDistancePct":62.601626,"peakPutDistancePct":-18.699187},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VANI.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."}