{"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/VOOV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VOOV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VOOV.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":"VOOV","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":221.6199951171875,"previous_close":220.77000427246094,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":103,"previous_open_interest":103,"listed_contracts":19,"listed_calls":13,"listed_puts":6,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":65,"put_open_interest":38,"put_call_open_interest_ratio":0.5846153846153846,"nearest_expiration_max_pain":225,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.5251353475688112,"all_expiration_max_pain":225,"net_gamma_exposure":9283.772770881049,"net_gamma_exposure_per_100k_open_interest":9013371.62221461,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":225,"call_wall_distance_pct":1.5251353475688112,"put_wall":225,"put_wall_distance_pct":1.5251353475688112,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4738},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VOOV","price":221.62,"totalOi":103,"analysisCoverage":0.6667,"avgIvPct":15.3,"ivRank":1.4,"iv52wHighPct":104.7,"iv52wLowPct":14,"frontDte":14,"frontAtmIvPct":13.3267,"backAtmIvPct":13.3681,"termPremiumPp":-0.0414,"expectedMoveFrontPct":2.61,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.585,"putCallOiFrontRatio":0.5,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.004854,"dealerDeltaNormalized":-0.004854,"gexPer100kOi":25068000,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":2.5,"gammaFlipDistancePct":-8.239329,"maxPainDistancePct":1.525133,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VOOV.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."}