{"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/VIRT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VIRT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIRT.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":"VIRT","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":58.790000915527344,"previous_close":55.619998931884766,"delta_neutral":51.06473547835165,"gamma_neutral":42.78703019069192,"gamma_max":65.48119456501419,"total_open_interest":6109,"previous_open_interest":5954,"listed_contracts":89,"listed_calls":60,"listed_puts":49,"gamma_max_distance_pct":11.38151649138621,"delta_neutral_distance_pct":-13.140441090102675,"gamma_neutral_distance_pct":-27.22056553091291,"open_interest_change_1d_pct":2.603291904601948,"call_open_interest":4112,"put_open_interest":1997,"put_call_open_interest_ratio":0.48565175097276264,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-14.951523692196048,"all_expiration_max_pain":50,"net_gamma_exposure":271965.8600441017,"net_gamma_exposure_per_100k_open_interest":4451888.362155864,"gamma_exposure_flip":42.78703019069192,"gamma_exposure_flip_distance_pct":-27.22056553091291,"call_wall":60,"call_wall_distance_pct":2.0581715693647435,"put_wall":60,"put_wall_distance_pct":2.0581715693647435,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2441},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VIRT","price":58.79,"totalOi":6109,"analysisCoverage":0.9444,"avgIvPct":54.4,"ivRank":9,"iv52wHighPct":98.65,"iv52wLowPct":50,"frontDte":14,"frontAtmIvPct":39.01,"backAtmIvPct":42.1401,"termPremiumPp":-3.1301,"expectedMoveFrontPct":7.64,"straddleFrontPct":6.12,"straddle30dPct":6.12,"riskReversalFrontPp":0.4,"riskReversal30dPp":0.4,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.486,"putCallOiFrontRatio":0.347,"putCallVolumeFrontRatio":0.32,"optionVolume":375,"volumeOiRatio":0.061385,"netDeltaNormalized":0.271936,"dealerDeltaNormalized":-0.267219,"gexPer100kOi":3101801.440498,"vannaPer100kOi":360.124407,"charmPer100kOi":-748518.579146,"weekendDeltaShiftPer100kOi":-2245572.106728,"ivSurfaceRangePp":60.3,"gammaFlipDistancePct":-50.756931,"maxPainDistancePct":-14.951522,"peakCallDistancePct":2.058173,"peakPutDistancePct":-14.951522},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIRT.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."}