{"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/VIG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VIG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIG.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":"VIG","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":235.0500030517578,"previous_close":233.52999877929688,"delta_neutral":204.7600739190077,"gamma_neutral":167.63176453073766,"gamma_max":242.52595442595737,"total_open_interest":7838,"previous_open_interest":7851,"listed_contracts":146,"listed_calls":79,"listed_puts":77,"gamma_max_distance_pct":3.180579143644323,"delta_neutral_distance_pct":-12.886589550939204,"gamma_neutral_distance_pct":-28.682509102616226,"open_interest_change_1d_pct":-0.16558400203795695,"call_open_interest":5771,"put_open_interest":2067,"put_call_open_interest_ratio":0.3581701611505805,"nearest_expiration_max_pain":235,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.021273367840289655,"all_expiration_max_pain":215,"net_gamma_exposure":1474383.1193110188,"net_gamma_exposure_per_100k_open_interest":18810705.783503685,"gamma_exposure_flip":167.63176453073766,"gamma_exposure_flip_distance_pct":-28.682509102616226,"call_wall":230,"call_wall_distance_pct":-2.148480317460709,"put_wall":220,"put_wall_distance_pct":-6.402894216701547,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2262},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VIG","price":235.05,"totalOi":7838,"analysisCoverage":1,"avgIvPct":21.7,"ivRank":13.2,"iv52wHighPct":44.7,"iv52wLowPct":18.2,"frontDte":14,"frontAtmIvPct":12.4076,"backAtmIvPct":12.3091,"termPremiumPp":0.0985,"expectedMoveFrontPct":2.43,"straddleFrontPct":1.56,"straddle30dPct":1.56,"riskReversalFrontPp":3.96,"riskReversal30dPp":3.96,"butterflyFrontPp":2.78,"butterfly30dPp":2.78,"putCallOiRatio":0.358,"putCallOiFrontRatio":0.919,"putCallVolumeFrontRatio":0.286,"optionVolume":56,"volumeOiRatio":0.007145,"netDeltaNormalized":0.402893,"dealerDeltaNormalized":-0.401042,"gexPer100kOi":46200305.817811,"vannaPer100kOi":-2679.254912,"charmPer100kOi":-51033.426895,"weekendDeltaShiftPer100kOi":-153113.039041,"ivSurfaceRangePp":24.1,"gammaFlipDistancePct":-14.533078,"maxPainDistancePct":-8.5301,"peakCallDistancePct":4.233142,"peakPutDistancePct":-0.021272},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIG.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."}