{"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/VGSH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VGSH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGSH.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":"VGSH","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":57.459999084472656,"previous_close":57.48500061035156,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":768,"previous_open_interest":778,"listed_contracts":9,"listed_calls":5,"listed_puts":4,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-1.2853470437017995,"call_open_interest":626,"put_open_interest":142,"put_call_open_interest_ratio":0.2268370607028754,"nearest_expiration_max_pain":58,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.9397858060065085,"all_expiration_max_pain":58,"net_gamma_exposure":877530.9692571867,"net_gamma_exposure_per_100k_open_interest":114261844.95536286,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":58,"call_wall_distance_pct":0.9397858060065085,"put_wall":58,"put_wall_distance_pct":0.9397858060065085,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3819},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VGSH","price":57.46,"totalOi":768,"analysisCoverage":0.8889,"avgIvPct":5.5,"ivRank":0,"iv52wHighPct":159.58,"iv52wLowPct":5.5,"frontDte":49,"frontAtmIvPct":1.583,"backAtmIvPct":1.583,"termPremiumPp":0,"expectedMoveFrontPct":0.58,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":4.03,"riskReversal30dPp":4.03,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.227,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.028581,"dealerDeltaNormalized":-0.016263,"gexPer100kOi":67656772.135417,"vannaPer100kOi":2864.583333,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":2.7,"gammaFlipDistancePct":-0.783153,"maxPainDistancePct":0.939784,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGSH.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."}