{"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/VGLT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VGLT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGLT.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":"VGLT","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":49.91999816894531,"previous_close":50.06999969482422,"delta_neutral":47.708954765729075,"gamma_neutral":49.91999816894531,"gamma_max":50.96044307933565,"total_open_interest":3792,"previous_open_interest":3741,"listed_contracts":74,"listed_calls":43,"listed_puts":32,"gamma_max_distance_pct":2.0842246565577485,"delta_neutral_distance_pct":-4.429173646468007,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":1.36327185244587,"call_open_interest":3280,"put_open_interest":512,"put_call_open_interest_ratio":0.15609756097560976,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.16026008411285514,"all_expiration_max_pain":50,"net_gamma_exposure":1074843.7289852155,"net_gamma_exposure_per_100k_open_interest":28345035.04707847,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":49,"call_wall_distance_pct":-1.842945117569402,"put_wall":51,"put_wall_distance_pct":2.1634652857951124,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2748},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VGLT","price":49.92,"totalOi":3792,"analysisCoverage":0.9444,"avgIvPct":32.5,"ivRank":42.6,"iv52wHighPct":47.3,"iv52wLowPct":21.5,"frontDte":14,"frontAtmIvPct":19.6582,"backAtmIvPct":14.0558,"termPremiumPp":5.6024,"expectedMoveFrontPct":3.85,"straddleFrontPct":3.56,"straddle30dPct":3.56,"riskReversalFrontPp":4.6,"riskReversal30dPp":4.6,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.156,"putCallOiFrontRatio":0.04,"putCallVolumeFrontRatio":0,"optionVolume":32,"volumeOiRatio":0.008439,"netDeltaNormalized":0.169354,"dealerDeltaNormalized":-0.168774,"gexPer100kOi":15511527.953586,"vannaPer100kOi":2373.417722,"charmPer100kOi":-1194699.367089,"weekendDeltaShiftPer100kOi":-3584124.472574,"ivSurfaceRangePp":82.1,"gammaFlipDistancePct":-3.766026,"maxPainDistancePct":0.160256,"peakCallDistancePct":0.160256,"peakPutDistancePct":-3.846154},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGLT.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."}