{"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/VECO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VECO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VECO.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":"VECO","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":57.380001068115234,"previous_close":53.189998626708984,"delta_neutral":39.2018399393755,"gamma_neutral":30.710031528665333,"gamma_max":58.51484310935175,"total_open_interest":4337,"previous_open_interest":4228,"listed_contracts":125,"listed_calls":102,"listed_puts":64,"gamma_max_distance_pct":1.9777658070960251,"delta_neutral_distance_pct":-31.680308104492045,"gamma_neutral_distance_pct":-46.47955566921347,"open_interest_change_1d_pct":2.578051087984863,"call_open_interest":3884,"put_open_interest":453,"put_call_open_interest_ratio":0.1166323377960865,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-30.28930070510735,"all_expiration_max_pain":40,"net_gamma_exposure":414346.2084045624,"net_gamma_exposure_per_100k_open_interest":9553751.634875774,"gamma_exposure_flip":30.710031528665333,"gamma_exposure_flip_distance_pct":-46.47955566921347,"call_wall":60,"call_wall_distance_pct":4.566048942338971,"put_wall":50,"put_wall_distance_pct":-12.861625881384192,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2666},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VECO","price":57.38,"totalOi":4337,"analysisCoverage":0.9444,"avgIvPct":104,"ivRank":99.8,"iv52wHighPct":104.05,"iv52wLowPct":81.7,"frontDte":14,"frontAtmIvPct":68.1654,"backAtmIvPct":77.5935,"termPremiumPp":-9.4281,"expectedMoveFrontPct":13.35,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":78.4,"riskReversal30dPp":78.4,"butterflyFrontPp":-0.72,"butterfly30dPp":-0.72,"putCallOiRatio":0.117,"putCallOiFrontRatio":0.146,"putCallVolumeFrontRatio":0.049,"optionVolume":437,"volumeOiRatio":0.100761,"netDeltaNormalized":0.329685,"dealerDeltaNormalized":-0.328238,"gexPer100kOi":5783386.903389,"vannaPer100kOi":2974.406272,"charmPer100kOi":-3012335.715933,"weekendDeltaShiftPer100kOi":-9037030.205211,"ivSurfaceRangePp":73.1,"gammaFlipDistancePct":-27.988846,"maxPainDistancePct":-30.289299,"peakCallDistancePct":4.566051,"peakPutDistancePct":4.566051},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VECO.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."}