{"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/VERX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VERX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERX.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":"VERX","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":12.010000228881836,"previous_close":12.300000190734863,"delta_neutral":10.154025214530769,"gamma_neutral":9.434756214680075,"gamma_max":15.500054568180545,"total_open_interest":3129,"previous_open_interest":3075,"listed_contracts":59,"listed_calls":35,"listed_puts":27,"gamma_max_distance_pct":29.05956929880627,"delta_neutral_distance_pct":-15.453580174692997,"gamma_neutral_distance_pct":-21.44249762800815,"open_interest_change_1d_pct":1.75609756097561,"call_open_interest":2161,"put_open_interest":968,"put_call_open_interest_ratio":0.4479407681628875,"nearest_expiration_max_pain":12,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.08326585088472548,"all_expiration_max_pain":12,"net_gamma_exposure":41067.30565504404,"net_gamma_exposure_per_100k_open_interest":1312473.8144788763,"gamma_exposure_flip":9.434756214680075,"gamma_exposure_flip_distance_pct":-21.44249762800815,"call_wall":37,"call_wall_distance_pct":208.07659695977208,"put_wall":12,"put_wall_distance_pct":-0.08326585088472548,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2896},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VERX","price":12.01,"totalOi":3129,"analysisCoverage":0.9444,"avgIvPct":102.2,"ivRank":15.1,"iv52wHighPct":221,"iv52wLowPct":81,"frontDte":14,"frontAtmIvPct":55.3492,"backAtmIvPct":93.5871,"termPremiumPp":-38.2379,"expectedMoveFrontPct":10.84,"straddleFrontPct":8.33,"straddle30dPct":8.33,"riskReversalFrontPp":-88.35,"riskReversal30dPp":-88.35,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.448,"putCallOiFrontRatio":0.846,"putCallVolumeFrontRatio":2.5,"optionVolume":495,"volumeOiRatio":0.158198,"netDeltaNormalized":0.128233,"dealerDeltaNormalized":-0.128233,"gexPer100kOi":171229.466283,"vannaPer100kOi":5145.41387,"charmPer100kOi":-37999.360818,"weekendDeltaShiftPer100kOi":-113998.082454,"ivSurfaceRangePp":81.4,"gammaFlipDistancePct":59.200666,"maxPainDistancePct":-0.083264,"peakCallDistancePct":-33.388843,"peakPutDistancePct":16.569525},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERX.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."}