{"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/VEU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VEU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEU.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":"VEU","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":83.44999694824219,"previous_close":82.4800033569336,"delta_neutral":74.4105943577535,"gamma_neutral":27.00795421579184,"gamma_max":87.13373811987256,"total_open_interest":1754,"previous_open_interest":1746,"listed_contracts":67,"listed_calls":40,"listed_puts":28,"gamma_max_distance_pct":4.414309534265319,"delta_neutral_distance_pct":-10.832118539315418,"gamma_neutral_distance_pct":-67.63576368667471,"open_interest_change_1d_pct":0.45819014891179843,"call_open_interest":1251,"put_open_interest":503,"put_call_open_interest_ratio":0.40207833733013587,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.8574033654179325,"all_expiration_max_pain":80,"net_gamma_exposure":151790.98626311315,"net_gamma_exposure_per_100k_open_interest":8653990.09481831,"gamma_exposure_flip":27.00795421579184,"gamma_exposure_flip_distance_pct":-67.63576368667471,"call_wall":81,"call_wall_distance_pct":-2.935886204719382,"put_wall":84,"put_wall_distance_pct":0.659080972883604,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3315},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VEU","price":83.45,"totalOi":1754,"analysisCoverage":0.9444,"avgIvPct":22.2,"ivRank":3.2,"iv52wHighPct":101.76,"iv52wLowPct":19.6,"frontDte":14,"frontAtmIvPct":22.8239,"backAtmIvPct":20.4423,"termPremiumPp":2.3816,"expectedMoveFrontPct":4.47,"straddleFrontPct":7.07,"straddle30dPct":7.07,"riskReversalFrontPp":3.86,"riskReversal30dPp":3.86,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.402,"putCallOiFrontRatio":0.793,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.334092,"dealerDeltaNormalized":-0.333712,"gexPer100kOi":7858693.842645,"vannaPer100kOi":-912.200684,"charmPer100kOi":-33010.262258,"weekendDeltaShiftPer100kOi":-99087.799316,"ivSurfaceRangePp":15.1,"gammaFlipDistancePct":-16.117436,"maxPainDistancePct":-4.134212,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEU.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."}