{"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/VRTX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VRTX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VRTX.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":"VRTX","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":504.7300109863281,"previous_close":506.739990234375,"delta_neutral":494.25610067538605,"gamma_neutral":513.1285663787012,"gamma_max":572.3193913898929,"total_open_interest":42916,"previous_open_interest":45010,"listed_contracts":710,"listed_calls":422,"listed_puts":377,"gamma_max_distance_pct":13.3911950810065,"delta_neutral_distance_pct":-2.0751510873059194,"gamma_neutral_distance_pct":1.663969886783798,"open_interest_change_1d_pct":-4.652299489002444,"call_open_interest":22248,"put_open_interest":20668,"put_call_open_interest_ratio":0.9289823804386911,"nearest_expiration_max_pain":525,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":4.016006294941899,"all_expiration_max_pain":500,"net_gamma_exposure":-417028.1312145973,"net_gamma_exposure_per_100k_open_interest":-971731.1287505764,"gamma_exposure_flip":513.1285663787012,"gamma_exposure_flip_distance_pct":1.663969886783798,"call_wall":500,"call_wall_distance_pct":-0.9371368619600964,"put_wall":500,"put_wall_distance_pct":-0.9371368619600964,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1075},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VRTX","price":504.73,"totalOi":45636,"analysisCoverage":1,"avgIvPct":93.5,"ivRank":66.2,"iv52wHighPct":117.7,"iv52wLowPct":46.1,"frontDte":7,"frontAtmIvPct":28.0897,"backAtmIvPct":32.3693,"termPremiumPp":-4.2796,"expectedMoveFrontPct":3.89,"straddleFrontPct":3.72,"straddle30dPct":5.98,"riskReversalFrontPp":44.54,"riskReversal30dPp":-1.35,"butterflyFrontPp":7.27,"butterfly30dPp":7.27,"putCallOiRatio":0.946,"putCallOiFrontRatio":1.531,"putCallVolumeFrontRatio":1.634,"optionVolume":5020,"volumeOiRatio":0.110001,"netDeltaNormalized":0.047343,"dealerDeltaNormalized":-0.047255,"gexPer100kOi":-8648675.628889,"vannaPer100kOi":2622.929266,"charmPer100kOi":1629693.662898,"weekendDeltaShiftPer100kOi":4889080.988693,"ivSurfaceRangePp":93.7,"gammaFlipDistancePct":null,"maxPainDistancePct":-0.937135,"peakCallDistancePct":1.044123,"peakPutDistancePct":-0.937135},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VRTX.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."}