{"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/VSNT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VSNT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSNT.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":"VSNT","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":30.940000534057617,"previous_close":30.84000015258789,"delta_neutral":32.75894174693968,"gamma_neutral":33.179502276223154,"gamma_max":40.27453359373006,"total_open_interest":10066,"previous_open_interest":6906,"listed_contracts":58,"listed_calls":39,"listed_puts":25,"gamma_max_distance_pct":30.169789588068475,"delta_neutral_distance_pct":5.878930774030992,"gamma_neutral_distance_pct":7.238208479344968,"open_interest_change_1d_pct":45.757312481899795,"call_open_interest":5824,"put_open_interest":4242,"put_call_open_interest_ratio":0.7283653846153846,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":13.122169993091257,"all_expiration_max_pain":35,"net_gamma_exposure":-380144.7061105625,"net_gamma_exposure_per_100k_open_interest":-3776522.015801336,"gamma_exposure_flip":33.179502276223154,"gamma_exposure_flip_distance_pct":7.238208479344968,"call_wall":40,"call_wall_distance_pct":29.282479992104292,"put_wall":30,"put_wall_distance_pct":-3.038140005921781,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2076},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VSNT","price":30.94,"totalOi":10066,"analysisCoverage":0.9444,"avgIvPct":59.8,"ivRank":20.9,"iv52wHighPct":91.68,"iv52wLowPct":51.4,"frontDte":14,"frontAtmIvPct":34.4146,"backAtmIvPct":44.7056,"termPremiumPp":-10.291,"expectedMoveFrontPct":6.74,"straddleFrontPct":13.01,"straddle30dPct":13.01,"riskReversalFrontPp":-178.21,"riskReversal30dPp":-178.21,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.728,"putCallOiFrontRatio":0.421,"putCallVolumeFrontRatio":1.5,"optionVolume":341,"volumeOiRatio":0.033876,"netDeltaNormalized":-0.084385,"dealerDeltaNormalized":0.084386,"gexPer100kOi":-1164284.224121,"vannaPer100kOi":3337.969402,"charmPer100kOi":78501.887542,"weekendDeltaShiftPer100kOi":235495.728194,"ivSurfaceRangePp":56.3,"gammaFlipDistancePct":-27.052359,"maxPainDistancePct":13.122172,"peakCallDistancePct":-43.438914,"peakPutDistancePct":13.122172},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSNT.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."}