{"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/VERA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VERA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERA.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":"VERA","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":30.420000076293945,"previous_close":30.989999771118164,"delta_neutral":33.210908670130344,"gamma_neutral":38.02500009536743,"gamma_max":7.90902191469493,"total_open_interest":25229,"previous_open_interest":25235,"listed_contracts":108,"listed_calls":72,"listed_puts":53,"gamma_max_distance_pct":-74.0005854869857,"delta_neutral_distance_pct":9.174584440620468,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":-0.02377650089161878,"call_open_interest":13033,"put_open_interest":12196,"put_call_open_interest_ratio":0.9357784086549528,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":15.055883998091147,"all_expiration_max_pain":35,"net_gamma_exposure":-472862.87584772194,"net_gamma_exposure_per_100k_open_interest":-1874283.0704654246,"gamma_exposure_flip":38.02500009536743,"gamma_exposure_flip_distance_pct":25,"call_wall":35,"call_wall_distance_pct":15.055883998091147,"put_wall":35,"put_wall_distance_pct":15.055883998091147,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1400},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VERA","price":30.42,"totalOi":25229,"analysisCoverage":0.9444,"avgIvPct":91.1,"ivRank":34.2,"iv52wHighPct":122.97,"iv52wLowPct":74.5,"frontDte":14,"frontAtmIvPct":62.753,"backAtmIvPct":69.1054,"termPremiumPp":-6.3524,"expectedMoveFrontPct":12.29,"straddleFrontPct":9.45,"straddle30dPct":9.45,"riskReversalFrontPp":10.65,"riskReversal30dPp":10.65,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.936,"putCallOiFrontRatio":0.267,"putCallVolumeFrontRatio":0.683,"optionVolume":322,"volumeOiRatio":0.012763,"netDeltaNormalized":-0.088474,"dealerDeltaNormalized":0.088449,"gexPer100kOi":-504488.683658,"vannaPer100kOi":-1629.077649,"charmPer100kOi":-288382.41706,"weekendDeltaShiftPer100kOi":-865151.214872,"ivSurfaceRangePp":26.8,"gammaFlipDistancePct":-38.625904,"maxPainDistancePct":15.055884,"peakCallDistancePct":97.238659,"peakPutDistancePct":-1.380671},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERA.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."}