{"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/VMI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VMI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VMI.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":"VMI","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":478.739990234375,"previous_close":468.2799987792969,"delta_neutral":479.47498729854095,"gamma_neutral":469.7543991952252,"gamma_max":588.9200934268528,"total_open_interest":488,"previous_open_interest":485,"listed_contracts":91,"listed_calls":50,"listed_puts":49,"gamma_max_distance_pct":23.01460196348696,"delta_neutral_distance_pct":0.15352740091884168,"gamma_neutral_distance_pct":-1.8769250997291413,"open_interest_change_1d_pct":0.6185567010309279,"call_open_interest":271,"put_open_interest":217,"put_call_open_interest_ratio":0.8007380073800738,"nearest_expiration_max_pain":470,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.8256235979150592,"all_expiration_max_pain":480,"net_gamma_exposure":9698.757967710231,"net_gamma_exposure_per_100k_open_interest":1987450.4032193099,"gamma_exposure_flip":469.7543991952252,"gamma_exposure_flip_distance_pct":-1.8769250997291413,"call_wall":500,"call_wall_distance_pct":4.4408259596648305,"put_wall":420,"put_wall_distance_pct":-12.269706193881543,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4081},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VMI","price":478.74,"totalOi":488,"analysisCoverage":0.8333,"avgIvPct":39,"ivRank":7.5,"iv52wHighPct":98.25,"iv52wLowPct":34.2,"frontDte":14,"frontAtmIvPct":27.0108,"backAtmIvPct":33.8977,"termPremiumPp":-6.8869,"expectedMoveFrontPct":5.29,"straddleFrontPct":11.92,"straddle30dPct":11.92,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.801,"putCallOiFrontRatio":0.841,"putCallVolumeFrontRatio":0.214,"optionVolume":24,"volumeOiRatio":0.04918,"netDeltaNormalized":0.034201,"dealerDeltaNormalized":-0.034201,"gexPer100kOi":9296272.540984,"vannaPer100kOi":614.754098,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":10.2,"gammaFlipDistancePct":21.529431,"maxPainDistancePct":0.263191,"peakCallDistancePct":2.352007,"peakPutDistancePct":-3.914442},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VMI.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."}