{"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/VGNT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VGNT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGNT.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":"VGNT","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":46.43000030517578,"previous_close":46.2599983215332,"delta_neutral":41.65111971349956,"gamma_neutral":28.069342735331986,"gamma_max":52.840393463383556,"total_open_interest":6097,"previous_open_interest":6074,"listed_contracts":33,"listed_calls":22,"listed_puts":14,"gamma_max_distance_pct":13.806575739981582,"delta_neutral_distance_pct":-10.292656817285213,"gamma_neutral_distance_pct":-39.54481466543743,"open_interest_change_1d_pct":0.3786631544287125,"call_open_interest":4898,"put_open_interest":1199,"put_call_open_interest_ratio":0.24479379338505514,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.688993476974527,"all_expiration_max_pain":45,"net_gamma_exposure":531014.9668262147,"net_gamma_exposure_per_100k_open_interest":8709446.725048624,"gamma_exposure_flip":28.069342735331986,"gamma_exposure_flip_distance_pct":-39.54481466543743,"call_wall":50,"call_wall_distance_pct":7.688993476974527,"put_wall":50,"put_wall_distance_pct":7.688993476974527,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2444},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VGNT","price":46.43,"totalOi":6097,"analysisCoverage":1,"avgIvPct":55,"ivRank":15.3,"iv52wHighPct":78.74,"iv52wLowPct":50.7,"frontDte":14,"frontAtmIvPct":54.6344,"backAtmIvPct":50.983,"termPremiumPp":3.6514,"expectedMoveFrontPct":10.7,"straddleFrontPct":14.75,"straddle30dPct":14.75,"riskReversalFrontPp":-15.87,"riskReversal30dPp":-15.87,"butterflyFrontPp":-7.34,"butterfly30dPp":-7.34,"putCallOiRatio":0.245,"putCallOiFrontRatio":0.369,"putCallVolumeFrontRatio":3.333,"optionVolume":32,"volumeOiRatio":0.005248,"netDeltaNormalized":0.137814,"dealerDeltaNormalized":-0.137701,"gexPer100kOi":4314602.099393,"vannaPer100kOi":1295.719206,"charmPer100kOi":-370821.715598,"weekendDeltaShiftPer100kOi":-1112481.548302,"ivSurfaceRangePp":81,"gammaFlipDistancePct":-12.750377,"maxPainDistancePct":-3.079905,"peakCallDistancePct":29.226793,"peakPutDistancePct":7.688994},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGNT.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."}