{"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/VGIT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VGIT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGIT.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":"VGIT","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":56.529998779296875,"previous_close":56.63999938964844,"delta_neutral":56.53745908682876,"gamma_neutral":56.529998779296875,"gamma_max":58.37575272458538,"total_open_interest":532,"previous_open_interest":571,"listed_contracts":34,"listed_calls":18,"listed_puts":16,"gamma_max_distance_pct":3.2650875378481032,"delta_neutral_distance_pct":0.013197077114776815,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-6.830122591943957,"call_open_interest":413,"put_open_interest":119,"put_call_open_interest_ratio":0.288135593220339,"nearest_expiration_max_pain":57,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.8314191240974425,"all_expiration_max_pain":57,"net_gamma_exposure":164271.78095661104,"net_gamma_exposure_per_100k_open_interest":30878154.315152448,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":58,"call_wall_distance_pct":2.6003913894324855,"put_wall":57,"put_wall_distance_pct":0.8314191240974425,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4026},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VGIT","price":56.53,"totalOi":532,"analysisCoverage":0.8889,"avgIvPct":16.4,"ivRank":9,"iv52wHighPct":49.75,"iv52wLowPct":13.1,"frontDte":14,"frontAtmIvPct":16.1861,"backAtmIvPct":12.5274,"termPremiumPp":3.6587,"expectedMoveFrontPct":3.17,"straddleFrontPct":1.19,"straddle30dPct":1.19,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.288,"putCallOiFrontRatio":0.322,"putCallVolumeFrontRatio":0,"optionVolume":48,"volumeOiRatio":0.090226,"netDeltaNormalized":0.022386,"dealerDeltaNormalized":-0.022199,"gexPer100kOi":25102840.225564,"vannaPer100kOi":1691.729323,"charmPer100kOi":-128383.458647,"weekendDeltaShiftPer100kOi":-385338.345865,"ivSurfaceRangePp":51.2,"gammaFlipDistancePct":1.167522,"maxPainDistancePct":0.831417,"peakCallDistancePct":2.600389,"peakPutDistancePct":0.831417},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGIT.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."}