{"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/VCLT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VCLT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCLT.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":"VCLT","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":68.20999908447266,"previous_close":68.41000366210938,"delta_neutral":69.85776103116854,"gamma_neutral":68.20999908447266,"gamma_max":72.74372560339833,"total_open_interest":3933,"previous_open_interest":4056,"listed_contracts":80,"listed_calls":37,"listed_puts":46,"gamma_max_distance_pct":6.64671834009412,"delta_neutral_distance_pct":2.4157190570480114,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-3.032544378698225,"call_open_interest":2797,"put_open_interest":1136,"put_call_open_interest_ratio":0.40614944583482304,"nearest_expiration_max_pain":69,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.1581893067451745,"all_expiration_max_pain":71,"net_gamma_exposure":236027.2856619709,"net_gamma_exposure_per_100k_open_interest":6001202.27973483,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":74,"call_wall_distance_pct":8.488492879697723,"put_wall":70,"put_wall_distance_pct":2.6242500213356843,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2721},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VCLT","price":68.21,"totalOi":3933,"analysisCoverage":0.9444,"avgIvPct":17.1,"ivRank":3.9,"iv52wHighPct":61.56,"iv52wLowPct":15.3,"frontDte":14,"frontAtmIvPct":14.6032,"backAtmIvPct":14.4925,"termPremiumPp":0.1107,"expectedMoveFrontPct":2.86,"straddleFrontPct":2.57,"straddle30dPct":2.57,"riskReversalFrontPp":5.21,"riskReversal30dPp":5.21,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.406,"putCallOiFrontRatio":0.267,"putCallVolumeFrontRatio":7.667,"optionVolume":36,"volumeOiRatio":0.009153,"netDeltaNormalized":-0.070514,"dealerDeltaNormalized":0.070496,"gexPer100kOi":7956600.050852,"vannaPer100kOi":3152.80956,"charmPer100kOi":-23493.5164,"weekendDeltaShiftPer100kOi":-70480.549199,"ivSurfaceRangePp":19.9,"gammaFlipDistancePct":7.257,"maxPainDistancePct":4.090309,"peakCallDistancePct":4.090309,"peakPutDistancePct":4.090309},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCLT.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."}