{"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/VDE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VDE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VDE.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":"VDE","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":175.92999267578125,"previous_close":175.5800018310547,"delta_neutral":172.23310313046414,"gamma_neutral":167.3778460493824,"gamma_max":184.2368481874589,"total_open_interest":2682,"previous_open_interest":2647,"listed_contracts":165,"listed_calls":108,"listed_puts":67,"gamma_max_distance_pct":4.721682406357067,"delta_neutral_distance_pct":-2.1013412716557363,"gamma_neutral_distance_pct":-4.8611078169936945,"open_interest_change_1d_pct":1.3222516055912352,"call_open_interest":1523,"put_open_interest":1159,"put_call_open_interest_ratio":0.7609980302035456,"nearest_expiration_max_pain":178,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.1766085433957447,"all_expiration_max_pain":175,"net_gamma_exposure":130966.10702944164,"net_gamma_exposure_per_100k_open_interest":4883150.895952336,"gamma_exposure_flip":167.3778460493824,"gamma_exposure_flip_distance_pct":-4.8611078169936945,"call_wall":185,"call_wall_distance_pct":5.155463935551757,"put_wall":175,"put_wall_distance_pct":-0.5286151960996892,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3004},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VDE","price":175.93,"totalOi":2682,"analysisCoverage":1,"avgIvPct":26.1,"ivRank":1.3,"iv52wHighPct":80.86,"iv52wLowPct":25.4,"frontDte":14,"frontAtmIvPct":26.9598,"backAtmIvPct":25.9009,"termPremiumPp":1.0589,"expectedMoveFrontPct":5.28,"straddleFrontPct":4.06,"straddle30dPct":4.06,"riskReversalFrontPp":2.26,"riskReversal30dPp":2.26,"butterflyFrontPp":2.07,"butterfly30dPp":2.07,"putCallOiRatio":0.761,"putCallOiFrontRatio":0.417,"putCallVolumeFrontRatio":0.949,"optionVolume":107,"volumeOiRatio":0.039896,"netDeltaNormalized":0.087946,"dealerDeltaNormalized":-0.086864,"gexPer100kOi":12204601.789709,"vannaPer100kOi":1193.139448,"charmPer100kOi":-964429.530201,"weekendDeltaShiftPer100kOi":-2893288.590604,"ivSurfaceRangePp":44.3,"gammaFlipDistancePct":-15.216279,"maxPainDistancePct":-0.528619,"peakCallDistancePct":1.176604,"peakPutDistancePct":-0.528619},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VDE.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."}