{"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/VEA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VEA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEA.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":"VEA","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":71.12999725341797,"previous_close":70.20999908447266,"delta_neutral":67.62789755509715,"gamma_neutral":52.1579210104949,"gamma_max":73.75454306276882,"total_open_interest":11971,"previous_open_interest":11920,"listed_contracts":115,"listed_calls":69,"listed_puts":51,"gamma_max_distance_pct":3.6897875870854655,"delta_neutral_distance_pct":-4.923520080907264,"gamma_neutral_distance_pct":-26.6723983909776,"open_interest_change_1d_pct":0.4278523489932886,"call_open_interest":8492,"put_open_interest":3479,"put_call_open_interest_ratio":0.4096796985398022,"nearest_expiration_max_pain":72,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.223116519296963,"all_expiration_max_pain":70,"net_gamma_exposure":2419880.8042555545,"net_gamma_exposure_per_100k_open_interest":20214525.1378795,"gamma_exposure_flip":52.1579210104949,"gamma_exposure_flip_distance_pct":-26.6723983909776,"call_wall":72,"call_wall_distance_pct":1.223116519296963,"put_wall":70,"put_wall_distance_pct":-1.588636717350175,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1953},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VEA","price":71.13,"totalOi":11971,"analysisCoverage":1,"avgIvPct":26.3,"ivRank":10.4,"iv52wHighPct":70.87,"iv52wLowPct":21.1,"frontDte":14,"frontAtmIvPct":21.5985,"backAtmIvPct":20.3604,"termPremiumPp":1.2381,"expectedMoveFrontPct":4.23,"straddleFrontPct":2.92,"straddle30dPct":2.92,"riskReversalFrontPp":7.91,"riskReversal30dPp":7.91,"butterflyFrontPp":0.25,"butterfly30dPp":0.25,"putCallOiRatio":0.41,"putCallOiFrontRatio":0.242,"putCallVolumeFrontRatio":0,"optionVolume":515,"volumeOiRatio":0.043021,"netDeltaNormalized":0.19281,"dealerDeltaNormalized":-0.191505,"gexPer100kOi":16812277.671038,"vannaPer100kOi":1645.643639,"charmPer100kOi":-196057.138084,"weekendDeltaShiftPer100kOi":-588179.767772,"ivSurfaceRangePp":138.5,"gammaFlipDistancePct":-5.553212,"maxPainDistancePct":-1.588641,"peakCallDistancePct":5.440742,"peakPutDistancePct":-7.212147},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEA.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."}