{"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/VNDA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VNDA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VNDA.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":"VNDA","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":4.630000114440918,"previous_close":4.809999942779541,"delta_neutral":3.702604903156108,"gamma_neutral":4.630000114440918,"gamma_max":4.900595331815901,"total_open_interest":9338,"previous_open_interest":9318,"listed_contracts":34,"listed_calls":27,"listed_puts":15,"gamma_max_distance_pct":5.844388999710812,"delta_neutral_distance_pct":-20.03013365792961,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.21463833440652502,"call_open_interest":7841,"put_open_interest":1497,"put_call_open_interest_ratio":0.190919525570718,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.991358021894138,"all_expiration_max_pain":5,"net_gamma_exposure":438352.99150393263,"net_gamma_exposure_per_100k_open_interest":4694292.048660662,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":5,"call_wall_distance_pct":7.991358021894138,"put_wall":5,"put_wall_distance_pct":7.991358021894138,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2128},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VNDA","price":4.63,"totalOi":9338,"analysisCoverage":0.8333,"avgIvPct":361,"ivRank":94,"iv52wHighPct":375.7,"iv52wLowPct":129.93,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-12.33,"riskReversal30dPp":-12.33,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.191,"putCallOiFrontRatio":0.072,"putCallVolumeFrontRatio":0,"optionVolume":151,"volumeOiRatio":0.01617,"netDeltaNormalized":0.246279,"dealerDeltaNormalized":-0.246278,"gexPer100kOi":209866.995074,"vannaPer100kOi":1959.734419,"charmPer100kOi":-237588.348683,"weekendDeltaShiftPer100kOi":-712775.75498,"ivSurfaceRangePp":110.4,"gammaFlipDistancePct":null,"maxPainDistancePct":7.991361,"peakCallDistancePct":7.991361,"peakPutDistancePct":-13.606911},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VNDA.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."}