{"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/VFMF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VFMF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VFMF.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":"VFMF","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":180.80999755859375,"previous_close":180.47999572753906,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":42,"previous_open_interest":42,"listed_contracts":8,"listed_calls":5,"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":38,"put_open_interest":4,"put_call_open_interest_ratio":0.10526315789473684,"nearest_expiration_max_pain":190,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.08268489878615,"all_expiration_max_pain":175,"net_gamma_exposure":12778.706876295551,"net_gamma_exposure_per_100k_open_interest":30425492.562608458,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":190,"call_wall_distance_pct":5.08268489878615,"put_wall":180,"put_wall_distance_pct":-0.4479827274657532,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5020},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VFMF","price":180.81,"totalOi":42,"analysisCoverage":0.6111,"avgIvPct":24.8,"ivRank":100,"iv52wHighPct":24.8,"iv52wLowPct":19.59,"frontDte":105,"frontAtmIvPct":16.3699,"backAtmIvPct":16.3699,"termPremiumPp":0,"expectedMoveFrontPct":8.78,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.105,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.305238,"dealerDeltaNormalized":-0.305476,"gexPer100kOi":58407714.285714,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":-7.527239,"maxPainDistancePct":-3.213318,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VFMF.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."}