{"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/VNO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VNO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VNO.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":"VNO","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":33.72999954223633,"previous_close":33.560001373291016,"delta_neutral":29.731972751539487,"gamma_neutral":22.82988538539059,"gamma_max":37.33628084994955,"total_open_interest":8541,"previous_open_interest":8584,"listed_contracts":122,"listed_calls":76,"listed_puts":56,"gamma_max_distance_pct":10.691613864973462,"delta_neutral_distance_pct":-11.853029484007422,"gamma_neutral_distance_pct":-32.31578507197054,"open_interest_change_1d_pct":-0.5009319664492079,"call_open_interest":6472,"put_open_interest":2069,"put_call_open_interest_ratio":0.3196847960444994,"nearest_expiration_max_pain":32,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-5.128964025244181,"all_expiration_max_pain":33,"net_gamma_exposure":512485.7099350328,"net_gamma_exposure_per_100k_open_interest":6000301.017855437,"gamma_exposure_flip":22.82988538539059,"gamma_exposure_flip_distance_pct":-32.31578507197054,"call_wall":35,"call_wall_distance_pct":3.7651955973891775,"put_wall":35,"put_wall_distance_pct":3.7651955973891775,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2204},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VNO","price":33.73,"totalOi":8541,"analysisCoverage":0.9444,"avgIvPct":69,"ivRank":34.2,"iv52wHighPct":105.42,"iv52wLowPct":50.06,"frontDte":14,"frontAtmIvPct":39.2653,"backAtmIvPct":38.7558,"termPremiumPp":0.5095,"expectedMoveFrontPct":7.69,"straddleFrontPct":15.19,"straddle30dPct":15.19,"riskReversalFrontPp":-10.49,"riskReversal30dPp":-10.49,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.32,"putCallOiFrontRatio":0.143,"putCallVolumeFrontRatio":0,"optionVolume":12,"volumeOiRatio":0.001405,"netDeltaNormalized":0.154689,"dealerDeltaNormalized":-0.151556,"gexPer100kOi":2353602.622644,"vannaPer100kOi":5093.080436,"charmPer100kOi":-42957.499122,"weekendDeltaShiftPer100kOi":-128872.497366,"ivSurfaceRangePp":150.8,"gammaFlipDistancePct":-2.193893,"maxPainDistancePct":-2.164245,"peakCallDistancePct":3.765194,"peakPutDistancePct":-2.164245},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VNO.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."}