{"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/VIPS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VIPS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIPS.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":"VIPS","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":12.329999923706055,"previous_close":12.4399995803833,"delta_neutral":14.23875217850636,"gamma_neutral":15.412499904632568,"gamma_max":21.346360927927037,"total_open_interest":15599,"previous_open_interest":15597,"listed_contracts":72,"listed_calls":46,"listed_puts":26,"gamma_max_distance_pct":73.12539383626302,"delta_neutral_distance_pct":15.480553662700974,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":0.012822978777970123,"call_open_interest":5756,"put_open_interest":9843,"put_call_open_interest_ratio":1.7100416956219597,"nearest_expiration_max_pain":13,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.433901706728981,"all_expiration_max_pain":15,"net_gamma_exposure":-1157199.2984992578,"net_gamma_exposure_per_100k_open_interest":-7418419.76087735,"gamma_exposure_flip":15.412499904632568,"gamma_exposure_flip_distance_pct":25,"call_wall":13,"call_wall_distance_pct":5.433901706728981,"put_wall":13,"put_wall_distance_pct":5.433901706728981,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1749},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VIPS","price":12.33,"totalOi":15599,"analysisCoverage":0.9444,"avgIvPct":90.7,"ivRank":0.3,"iv52wHighPct":175,"iv52wLowPct":90.42,"frontDte":14,"frontAtmIvPct":64.7954,"backAtmIvPct":38.1281,"termPremiumPp":26.6673,"expectedMoveFrontPct":12.69,"straddleFrontPct":11.15,"straddle30dPct":11.15,"riskReversalFrontPp":-4.57,"riskReversal30dPp":-4.57,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.71,"putCallOiFrontRatio":3.025,"putCallVolumeFrontRatio":0,"optionVolume":129,"volumeOiRatio":0.00827,"netDeltaNormalized":-0.282934,"dealerDeltaNormalized":0.282935,"gexPer100kOi":-1634882.813001,"vannaPer100kOi":192.320021,"charmPer100kOi":53625.232387,"weekendDeltaShiftPer100kOi":160869.286493,"ivSurfaceRangePp":131.9,"gammaFlipDistancePct":null,"maxPainDistancePct":21.654501,"peakCallDistancePct":-2.676399,"peakPutDistancePct":-2.676399},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIPS.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."}