{"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/VLUE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VLUE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VLUE.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":"VLUE","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":200.1999969482422,"previous_close":200.36000061035156,"delta_neutral":190.43340814547338,"gamma_neutral":187.94925546320167,"gamma_max":202.60555101922517,"total_open_interest":666,"previous_open_interest":669,"listed_contracts":44,"listed_calls":32,"listed_puts":16,"gamma_max_distance_pct":1.2015754783477324,"delta_neutral_distance_pct":-4.878416059763362,"gamma_neutral_distance_pct":-6.119251584308322,"open_interest_change_1d_pct":-0.4484304932735426,"call_open_interest":330,"put_open_interest":336,"put_call_open_interest_ratio":1.018181818181818,"nearest_expiration_max_pain":195,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.5974011126416476,"all_expiration_max_pain":192,"net_gamma_exposure":67375.7669775746,"net_gamma_exposure_per_100k_open_interest":10116481.528164355,"gamma_exposure_flip":187.94925546320167,"gamma_exposure_flip_distance_pct":-6.119251584308322,"call_wall":205,"call_wall_distance_pct":2.3976039585049342,"put_wall":200,"put_wall_distance_pct":-0.09989857706835671,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3898},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VLUE","price":200.2,"totalOi":666,"analysisCoverage":0.9444,"avgIvPct":31.6,"ivRank":23.1,"iv52wHighPct":68.25,"iv52wLowPct":20.6,"frontDte":14,"frontAtmIvPct":27.0108,"backAtmIvPct":25.2186,"termPremiumPp":1.7922,"expectedMoveFrontPct":5.29,"straddleFrontPct":7.57,"straddle30dPct":7.57,"riskReversalFrontPp":1.75,"riskReversal30dPp":1.75,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.018,"putCallOiFrontRatio":0.207,"putCallVolumeFrontRatio":0.167,"optionVolume":17,"volumeOiRatio":0.025526,"netDeltaNormalized":0.201667,"dealerDeltaNormalized":-0.201667,"gexPer100kOi":22441444.444444,"vannaPer100kOi":1501.501502,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":33.7,"gammaFlipDistancePct":-0.4995,"maxPainDistancePct":-4.095904,"peakCallDistancePct":2.397602,"peakPutDistancePct":9.89011},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VLUE.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."}