{"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/VCIT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VCIT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCIT.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":"VCIT","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":77.9800033569336,"previous_close":78.12999725341797,"delta_neutral":78.68742336045061,"gamma_neutral":49.04805722869735,"gamma_max":82.47695765971432,"total_open_interest":1520,"previous_open_interest":1501,"listed_contracts":58,"listed_calls":31,"listed_puts":27,"gamma_max_distance_pct":5.7668044488239625,"delta_neutral_distance_pct":0.9071812940030026,"gamma_neutral_distance_pct":-37.10175029848053,"open_interest_change_1d_pct":1.2658227848101267,"call_open_interest":1133,"put_open_interest":387,"put_call_open_interest_ratio":0.3415710503089144,"nearest_expiration_max_pain":78,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.0256432959804794,"all_expiration_max_pain":80,"net_gamma_exposure":259687.7462575924,"net_gamma_exposure_per_100k_open_interest":17084720.148525815,"gamma_exposure_flip":49.04805722869735,"gamma_exposure_flip_distance_pct":-37.10175029848053,"call_wall":82,"call_wall_distance_pct":5.155163465005119,"put_wall":80,"put_wall_distance_pct":2.5904033804927993,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":3410},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VCIT","price":77.98,"totalOi":1520,"analysisCoverage":0.9444,"avgIvPct":14.6,"ivRank":11.5,"iv52wHighPct":49.85,"iv52wLowPct":10,"frontDte":14,"frontAtmIvPct":15.2159,"backAtmIvPct":9.4979,"termPremiumPp":5.718,"expectedMoveFrontPct":2.98,"straddleFrontPct":1.6,"straddle30dPct":1.6,"riskReversalFrontPp":4.39,"riskReversal30dPp":4.39,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.342,"putCallOiFrontRatio":0.153,"putCallVolumeFrontRatio":0.067,"optionVolume":92,"volumeOiRatio":0.060526,"netDeltaNormalized":-0.030053,"dealerDeltaNormalized":0.029572,"gexPer100kOi":21936746.052632,"vannaPer100kOi":1052.631579,"charmPer100kOi":38750,"weekendDeltaShiftPer100kOi":116184.210526,"ivSurfaceRangePp":57.5,"gammaFlipDistancePct":-0.820723,"maxPainDistancePct":2.590408,"peakCallDistancePct":0.025648,"peakPutDistancePct":1.308028},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCIT.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."}