{"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/VNQ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VNQ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VNQ.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":"VNQ","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":89.5,"previous_close":89.16999816894531,"delta_neutral":93.7816242005782,"gamma_neutral":95.33770487336409,"gamma_max":102.45123728607027,"total_open_interest":29646,"previous_open_interest":29244,"listed_contracts":293,"listed_calls":164,"listed_puts":133,"gamma_max_distance_pct":14.470656185553372,"delta_neutral_distance_pct":4.78393765427731,"gamma_neutral_distance_pct":6.522575277501776,"open_interest_change_1d_pct":1.374640951990152,"call_open_interest":11494,"put_open_interest":18152,"put_call_open_interest_ratio":1.5792587436923613,"nearest_expiration_max_pain":93,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.910614525139665,"all_expiration_max_pain":95,"net_gamma_exposure":-4343782.796092255,"net_gamma_exposure_per_100k_open_interest":-14652171.611995732,"gamma_exposure_flip":95.33770487336409,"gamma_exposure_flip_distance_pct":6.522575277501776,"call_wall":97,"call_wall_distance_pct":8.379888268156424,"put_wall":89,"put_wall_distance_pct":-0.5586592178770949,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1294},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VNQ","price":89.5,"totalOi":29646,"analysisCoverage":1,"avgIvPct":22.7,"ivRank":12.4,"iv52wHighPct":45.99,"iv52wLowPct":19.4,"frontDte":14,"frontAtmIvPct":16.6456,"backAtmIvPct":15.9936,"termPremiumPp":0.652,"expectedMoveFrontPct":3.26,"straddleFrontPct":2.51,"straddle30dPct":2.51,"riskReversalFrontPp":-110.66,"riskReversal30dPp":-110.66,"butterflyFrontPp":0.25,"butterfly30dPp":0.25,"putCallOiRatio":1.579,"putCallOiFrontRatio":1.413,"putCallVolumeFrontRatio":4.267,"optionVolume":297,"volumeOiRatio":0.010018,"netDeltaNormalized":-0.139414,"dealerDeltaNormalized":0.139325,"gexPer100kOi":-11620456.182959,"vannaPer100kOi":2573.703029,"charmPer100kOi":-14197.530864,"weekendDeltaShiftPer100kOi":-42595.965729,"ivSurfaceRangePp":112.5,"gammaFlipDistancePct":null,"maxPainDistancePct":6.145251,"peakCallDistancePct":-1.675978,"peakPutDistancePct":2.793296},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VNQ.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."}