{"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/VEON","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VEON.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEON.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":"VEON","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":75.63999938964844,"previous_close":73.91999816894531,"delta_neutral":50.998104810418084,"gamma_neutral":34.048892960870546,"gamma_max":73.7064976819611,"total_open_interest":3191,"previous_open_interest":3188,"listed_contracts":35,"listed_calls":36,"listed_puts":15,"gamma_max_distance_pct":-2.5561894808158168,"delta_neutral_distance_pct":-32.57786194879672,"gamma_neutral_distance_pct":-54.98559857797905,"open_interest_change_1d_pct":0.09410288582183186,"call_open_interest":3031,"put_open_interest":160,"put_call_open_interest_ratio":0.05278785879247773,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-14.066630718540901,"all_expiration_max_pain":60,"net_gamma_exposure":848497.5073614686,"net_gamma_exposure_per_100k_open_interest":26590332.414962977,"gamma_exposure_flip":34.048892960870546,"gamma_exposure_flip_distance_pct":-54.98559857797905,"call_wall":75,"call_wall_distance_pct":-0.846112367547194,"put_wall":65,"put_wall_distance_pct":-14.066630718540901,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2884},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VEON","price":75.64,"totalOi":3191,"analysisCoverage":0.9444,"avgIvPct":63,"ivRank":36.9,"iv52wHighPct":107.33,"iv52wLowPct":37.1,"frontDte":14,"frontAtmIvPct":50.4475,"backAtmIvPct":47.4895,"termPremiumPp":2.958,"expectedMoveFrontPct":9.88,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":0.65,"riskReversal30dPp":0.65,"butterflyFrontPp":0.95,"butterfly30dPp":0.95,"putCallOiRatio":0.053,"putCallOiFrontRatio":0.007,"putCallVolumeFrontRatio":0,"optionVolume":39,"volumeOiRatio":0.012222,"netDeltaNormalized":0.575528,"dealerDeltaNormalized":-0.575528,"gexPer100kOi":17153310.560953,"vannaPer100kOi":-2162.331558,"charmPer100kOi":-5584174.24005,"weekendDeltaShiftPer100kOi":-16752491.382012,"ivSurfaceRangePp":16.4,"gammaFlipDistancePct":-30.248546,"maxPainDistancePct":-20.676891,"peakCallDistancePct":-7.456372,"peakPutDistancePct":-0.846113},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEON.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."}