{"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/VCX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VCX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCX.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":"VCX","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":29.829999923706055,"previous_close":29.8799991607666,"delta_neutral":31.106042006895244,"gamma_neutral":29.901624835269214,"gamma_max":37.974351245627346,"total_open_interest":33668,"previous_open_interest":33329,"listed_contracts":208,"listed_calls":149,"listed_puts":123,"gamma_max_distance_pct":27.302552272046547,"delta_neutral_distance_pct":4.277714000847556,"gamma_neutral_distance_pct":0.24011033103033433,"open_interest_change_1d_pct":1.0171322271895347,"call_open_interest":23137,"put_open_interest":10531,"put_call_open_interest_ratio":0.45515840428750487,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":17.33154572415979,"all_expiration_max_pain":35,"net_gamma_exposure":-9536.729125518017,"net_gamma_exposure_per_100k_open_interest":-28325.79638088992,"gamma_exposure_flip":29.901624835269214,"gamma_exposure_flip_distance_pct":0.24011033103033433,"call_wall":30,"call_wall_distance_pct":0.5698963349941056,"put_wall":30,"put_wall_distance_pct":0.5698963349941056,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1218},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VCX","price":29.83,"totalOi":33668,"analysisCoverage":0.9444,"avgIvPct":260.9,"ivRank":100,"iv52wHighPct":260.9,"iv52wLowPct":201.77,"frontDte":14,"frontAtmIvPct":52.1835,"backAtmIvPct":65.6119,"termPremiumPp":-13.4284,"expectedMoveFrontPct":10.22,"straddleFrontPct":7.88,"straddle30dPct":7.88,"riskReversalFrontPp":-1.89,"riskReversal30dPp":-1.89,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.455,"putCallOiFrontRatio":0.417,"putCallVolumeFrontRatio":1.022,"optionVolume":1322,"volumeOiRatio":0.039266,"netDeltaNormalized":-0.009549,"dealerDeltaNormalized":0.009532,"gexPer100kOi":285309.373886,"vannaPer100kOi":2099.916835,"charmPer100kOi":-2164859.807532,"weekendDeltaShiftPer100kOi":-6494582.392777,"ivSurfaceRangePp":35.3,"gammaFlipDistancePct":53.771371,"maxPainDistancePct":17.331545,"peakCallDistancePct":17.331545,"peakPutDistancePct":168.18639},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCX.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."}