{"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/VELO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VELO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VELO.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":"VELO","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":11.199999809265137,"previous_close":10.470000267028809,"delta_neutral":9.814290745732105,"gamma_neutral":4.226407233902377,"gamma_max":13.910760406773143,"total_open_interest":42553,"previous_open_interest":42479,"listed_contracts":78,"listed_calls":58,"listed_puts":36,"gamma_max_distance_pct":24.20322003278558,"delta_neutral_distance_pct":-12.372402563674257,"gamma_neutral_distance_pct":-62.26422048323514,"open_interest_change_1d_pct":0.17420372419313074,"call_open_interest":35238,"put_open_interest":7315,"put_call_open_interest_ratio":0.20758839888756456,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":11.607144757801205,"all_expiration_max_pain":12.5,"net_gamma_exposure":1416485.8996157683,"net_gamma_exposure_per_100k_open_interest":3328756.843502851,"gamma_exposure_flip":4.226407233902377,"gamma_exposure_flip_distance_pct":-62.26422048323514,"call_wall":15,"call_wall_distance_pct":33.92857370936145,"put_wall":10,"put_wall_distance_pct":-10.714284193759035,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1081},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VELO","price":11.2,"totalOi":42553,"analysisCoverage":0.7778,"avgIvPct":125,"ivRank":42,"iv52wHighPct":145.06,"iv52wLowPct":110.5,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":3.8,"riskReversal30dPp":3.8,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.208,"putCallOiFrontRatio":0.21,"putCallVolumeFrontRatio":16.833,"optionVolume":1301,"volumeOiRatio":0.030574,"netDeltaNormalized":0.083868,"dealerDeltaNormalized":-0.083677,"gexPer100kOi":377007.825535,"vannaPer100kOi":3842.26729,"charmPer100kOi":-29530.232886,"weekendDeltaShiftPer100kOi":-88590.698658,"ivSurfaceRangePp":16.1,"gammaFlipDistancePct":2.589286,"maxPainDistancePct":11.607143,"peakCallDistancePct":-10.714286,"peakPutDistancePct":-10.714286},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VELO.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."}