{"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/VET","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VET.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VET.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":"VET","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":11.680000305175781,"previous_close":11.600000381469727,"delta_neutral":9.870720280960548,"gamma_neutral":11.680000305175781,"gamma_max":10.997581407099014,"total_open_interest":33404,"previous_open_interest":33364,"listed_contracts":42,"listed_calls":29,"listed_puts":21,"gamma_max_distance_pct":-5.842627399370574,"delta_neutral_distance_pct":-15.49041076149188,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.11988970147464333,"call_open_interest":27378,"put_open_interest":6026,"put_call_open_interest_ratio":0.22010373292424573,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.020545148965884,"all_expiration_max_pain":12.5,"net_gamma_exposure":1794538.7625047509,"net_gamma_exposure_per_100k_open_interest":5372227.165922497,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":12.5,"call_wall_distance_pct":7.020545148965884,"put_wall":12.5,"put_wall_distance_pct":7.020545148965884,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1226},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VET","price":11.68,"totalOi":33404,"analysisCoverage":0.8333,"avgIvPct":122.3,"ivRank":57.6,"iv52wHighPct":155.5,"iv52wLowPct":77.22,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":35.15,"riskReversal30dPp":35.15,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.22,"putCallOiFrontRatio":1.171,"putCallVolumeFrontRatio":0,"optionVolume":45,"volumeOiRatio":0.001347,"netDeltaNormalized":0.181164,"dealerDeltaNormalized":-0.178789,"gexPer100kOi":708991.887199,"vannaPer100kOi":3613.33972,"charmPer100kOi":18680.397557,"weekendDeltaShiftPer100kOi":56041.192672,"ivSurfaceRangePp":218.1,"gammaFlipDistancePct":-68.236301,"maxPainDistancePct":7.020548,"peakCallDistancePct":7.020548,"peakPutDistancePct":-14.383562},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VET.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."}