{"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/VERS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VERS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERS.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":"VERS","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":74.91999816894531,"previous_close":73.8499984741211,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":72,"previous_open_interest":72,"listed_contracts":11,"listed_calls":8,"listed_puts":3,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":15,"put_open_interest":57,"put_call_open_interest_ratio":3.8,"nearest_expiration_max_pain":67,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-10.571273842113078,"all_expiration_max_pain":67,"net_gamma_exposure":-6422.526846098671,"net_gamma_exposure_per_100k_open_interest":-8920176.175137043,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":77,"call_wall_distance_pct":2.776297226228254,"put_wall":67,"put_wall_distance_pct":-10.571273842113078,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4865},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VERS","price":74.92,"totalOi":72,"analysisCoverage":0.7778,"avgIvPct":42.3,"ivRank":68.1,"iv52wHighPct":48.5,"iv52wLowPct":29.07,"frontDte":105,"frontAtmIvPct":9.285,"backAtmIvPct":9.285,"termPremiumPp":0,"expectedMoveFrontPct":4.98,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":3.8,"putCallOiFrontRatio":11.2,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.107538,"dealerDeltaNormalized":0.097083,"gexPer100kOi":-6819750,"vannaPer100kOi":2777.777778,"charmPer100kOi":3788888.888889,"weekendDeltaShiftPer100kOi":11366666.666667,"ivSurfaceRangePp":0,"gammaFlipDistancePct":null,"maxPainDistancePct":-10.571276,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERS.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."}