{"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/VFS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VFS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VFS.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":"VFS","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":3.0399999618530273,"previous_close":3.059999942779541,"delta_neutral":2.7763358657873303,"gamma_neutral":3.0399999618530273,"gamma_max":3.9780563337359656,"total_open_interest":28026,"previous_open_interest":28008,"listed_contracts":38,"listed_calls":30,"listed_puts":25,"gamma_max_distance_pct":30.857117883355084,"delta_neutral_distance_pct":-8.673161163626496,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.06426735218508997,"call_open_interest":19526,"put_open_interest":8500,"put_call_open_interest_ratio":0.4353170132131517,"nearest_expiration_max_pain":3,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.31578823536055,"all_expiration_max_pain":3,"net_gamma_exposure":343853.2684275754,"net_gamma_exposure_per_100k_open_interest":1226908.1154198793,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":4,"call_wall_distance_pct":31.578949019519264,"put_wall":3,"put_wall_distance_pct":-1.31578823536055,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1335},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VFS","price":3.04,"totalOi":28026,"analysisCoverage":0.9444,"avgIvPct":201.9,"ivRank":68.5,"iv52wHighPct":243.7,"iv52wLowPct":111.15,"frontDte":14,"frontAtmIvPct":71.1268,"backAtmIvPct":74.6459,"termPremiumPp":-3.5191,"expectedMoveFrontPct":13.93,"straddleFrontPct":10.69,"straddle30dPct":10.69,"riskReversalFrontPp":-27.99,"riskReversal30dPp":-27.99,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.435,"putCallOiFrontRatio":1.725,"putCallVolumeFrontRatio":15,"optionVolume":336,"volumeOiRatio":0.011989,"netDeltaNormalized":0.115821,"dealerDeltaNormalized":-0.110891,"gexPer100kOi":41627.702847,"vannaPer100kOi":4417.326768,"charmPer100kOi":33864.982516,"weekendDeltaShiftPer100kOi":101598.515664,"ivSurfaceRangePp":11.4,"gammaFlipDistancePct":25.986842,"maxPainDistancePct":-1.315789,"peakCallDistancePct":-1.315789,"peakPutDistancePct":-1.315789},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VFS.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."}