{"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/VO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VO.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":"VO","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":79.58999633789062,"previous_close":79.13999938964844,"delta_neutral":75.28295397382252,"gamma_neutral":60.72429779996415,"gamma_max":84.0725488654795,"total_open_interest":3855,"previous_open_interest":3802,"listed_contracts":83,"listed_calls":57,"listed_puts":27,"gamma_max_distance_pct":5.632055200202162,"delta_neutral_distance_pct":-5.411537331630263,"gamma_neutral_distance_pct":-23.703605234298813,"open_interest_change_1d_pct":1.3940031562335613,"call_open_interest":2605,"put_open_interest":1250,"put_call_open_interest_ratio":0.4798464491362764,"nearest_expiration_max_pain":77.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.625953554536897,"all_expiration_max_pain":76,"net_gamma_exposure":401089.92005906854,"net_gamma_exposure_per_100k_open_interest":10404407.783633426,"gamma_exposure_flip":60.72429779996415,"gamma_exposure_flip_distance_pct":-23.703605234298813,"call_wall":78.75,"call_wall_distance_pct":-1.0554044183197502,"put_wall":80,"put_wall_distance_pct":0.5151447178973967,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2738},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VO","price":79.59,"totalOi":3855,"analysisCoverage":1,"avgIvPct":27.7,"ivRank":24.5,"iv52wHighPct":57.92,"iv52wLowPct":17.9,"frontDte":14,"frontAtmIvPct":21.3432,"backAtmIvPct":16.5122,"termPremiumPp":4.831,"expectedMoveFrontPct":4.18,"straddleFrontPct":2.1,"straddle30dPct":2.1,"riskReversalFrontPp":11.15,"riskReversal30dPp":11.15,"butterflyFrontPp":0.62,"butterfly30dPp":0.62,"putCallOiRatio":0.48,"putCallOiFrontRatio":0.55,"putCallVolumeFrontRatio":0,"optionVolume":91,"volumeOiRatio":0.023606,"netDeltaNormalized":0.210415,"dealerDeltaNormalized":-0.210306,"gexPer100kOi":10117896.498054,"vannaPer100kOi":1297.016861,"charmPer100kOi":-1021556.420233,"weekendDeltaShiftPer100kOi":-3064643.320363,"ivSurfaceRangePp":73.6,"gammaFlipDistancePct":-6.985802,"maxPainDistancePct":-4.510617,"peakCallDistancePct":-1.055409,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VO.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."}