{"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/VAW","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VAW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VAW.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":"VAW","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":219.85000610351562,"previous_close":217.67999267578125,"delta_neutral":231.57586119816906,"gamma_neutral":306.4912452803777,"gamma_max":354.2515137185642,"total_open_interest":440,"previous_open_interest":399,"listed_contracts":61,"listed_calls":36,"listed_puts":25,"gamma_max_distance_pct":61.133274452476506,"delta_neutral_distance_pct":5.333570511311407,"gamma_neutral_distance_pct":39.40925029406975,"open_interest_change_1d_pct":10.275689223057643,"call_open_interest":183,"put_open_interest":257,"put_call_open_interest_ratio":1.4043715846994536,"nearest_expiration_max_pain":225,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.342503413013106,"all_expiration_max_pain":235,"net_gamma_exposure":-31936.51105461763,"net_gamma_exposure_per_100k_open_interest":-7258297.966958553,"gamma_exposure_flip":306.4912452803777,"gamma_exposure_flip_distance_pct":39.40925029406975,"call_wall":205,"call_wall_distance_pct":-6.7546080014769485,"put_wall":240,"put_wall_distance_pct":9.165336973880645,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4137},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VAW","price":219.85,"totalOi":440,"analysisCoverage":0.8333,"avgIvPct":32,"ivRank":13,"iv52wHighPct":44.68,"iv52wLowPct":30.1,"frontDte":14,"frontAtmIvPct":25.9386,"backAtmIvPct":22.653,"termPremiumPp":3.2856,"expectedMoveFrontPct":5.08,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":3.06,"riskReversal30dPp":3.06,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.404,"putCallOiFrontRatio":0.833,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.101864,"dealerDeltaNormalized":0.101864,"gexPer100kOi":-13909304.545455,"vannaPer100kOi":-3863.636364,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0.9,"gammaFlipDistancePct":-8.574028,"maxPainDistancePct":6.891062,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VAW.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."}