{"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/VEL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VEL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEL.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":"VEL","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":14.59000015258789,"previous_close":14.609999656677246,"delta_neutral":19.23483203752206,"gamma_neutral":44.11230099476421,"gamma_max":30,"total_open_interest":17796,"previous_open_interest":18201,"listed_contracts":30,"listed_calls":23,"listed_puts":10,"gamma_max_distance_pct":105.62028571794615,"delta_neutral_distance_pct":31.835721976399682,"gamma_neutral_distance_pct":202.34613114064857,"open_interest_change_1d_pct":-2.2251524641503213,"call_open_interest":5406,"put_open_interest":12390,"put_call_open_interest_ratio":2.2918978912319643,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":19.94516666880192,"all_expiration_max_pain":20,"net_gamma_exposure":-1161456.4538180558,"net_gamma_exposure_per_100k_open_interest":-6526502.8872671155,"gamma_exposure_flip":44.11230099476421,"gamma_exposure_flip_distance_pct":202.34613114064857,"call_wall":17.5,"call_wall_distance_pct":19.94516666880192,"put_wall":15,"put_wall_distance_pct":2.8101428589730753,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1662},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VEL","price":14.59,"totalOi":17796,"analysisCoverage":0.8889,"avgIvPct":105.5,"ivRank":72.8,"iv52wHighPct":118.8,"iv52wLowPct":69.94,"frontDte":49,"frontAtmIvPct":54.804,"backAtmIvPct":54.804,"termPremiumPp":0,"expectedMoveFrontPct":20.08,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":0.54,"riskReversal30dPp":0.54,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.292,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.000225,"netDeltaNormalized":-0.413585,"dealerDeltaNormalized":0.413585,"gexPer100kOi":-979215.554057,"vannaPer100kOi":-28.096201,"charmPer100kOi":536828.500787,"weekendDeltaShiftPer100kOi":1610485.50236,"ivSurfaceRangePp":31.6,"gammaFlipDistancePct":null,"maxPainDistancePct":37.080192,"peakCallDistancePct":19.945168,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEL.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."}