{"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/VERU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VERU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERU.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":"VERU","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":2.509999990463257,"previous_close":2.5399999618530273,"delta_neutral":0.9902819456617781,"gamma_neutral":2.509999990463257,"gamma_max":1.3672876707408779,"total_open_interest":9939,"previous_open_interest":10125,"listed_contracts":25,"listed_calls":35,"listed_puts":13,"gamma_max_distance_pct":-45.5263874129129,"delta_neutral_distance_pct":-60.54653587950782,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-1.837037037037037,"call_open_interest":9274,"put_open_interest":665,"put_call_open_interest_ratio":0.07170584429588096,"nearest_expiration_max_pain":2.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-0.3984059960658085,"all_expiration_max_pain":3,"net_gamma_exposure":110917.77127986371,"net_gamma_exposure_per_100k_open_interest":1115985.2226568437,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":3,"call_wall_distance_pct":19.52191280472103,"put_wall":2.5,"put_wall_distance_pct":-0.3984059960658085,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2086},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VERU","price":2.51,"totalOi":10123,"analysisCoverage":0.8889,"avgIvPct":544.4,"ivRank":53.3,"iv52wHighPct":865.4,"iv52wLowPct":178.05,"frontDte":7,"frontAtmIvPct":141.3872,"backAtmIvPct":88.9988,"termPremiumPp":52.3884,"expectedMoveFrontPct":19.58,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-99.48,"riskReversal30dPp":-99.48,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.085,"putCallOiFrontRatio":1.868,"putCallVolumeFrontRatio":0,"optionVolume":65,"volumeOiRatio":0.006421,"netDeltaNormalized":0.515696,"dealerDeltaNormalized":-0.515644,"gexPer100kOi":23217.524449,"vannaPer100kOi":-484.046231,"charmPer100kOi":-2912911.192334,"weekendDeltaShiftPer100kOi":-8738723.698508,"ivSurfaceRangePp":87.7,"gammaFlipDistancePct":109.561753,"maxPainDistancePct":19.521912,"peakCallDistancePct":-0.398406,"peakPutDistancePct":-0.398406},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERU.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."}