{"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/VSTS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VSTS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSTS.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":"VSTS","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":14.029999732971191,"previous_close":13.779999732971191,"delta_neutral":11.562078764437459,"gamma_neutral":9.815716710369365,"gamma_max":14.45996888915316,"total_open_interest":6082,"previous_open_interest":6164,"listed_contracts":26,"listed_calls":17,"listed_puts":13,"gamma_max_distance_pct":3.064641228549134,"delta_neutral_distance_pct":-17.590313724197703,"gamma_neutral_distance_pct":-30.0376557577407,"open_interest_change_1d_pct":-1.3303049967553537,"call_open_interest":4446,"put_open_interest":1636,"put_call_open_interest_ratio":0.3679712100764732,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-10.905201440422102,"all_expiration_max_pain":10,"net_gamma_exposure":663179.7185938491,"net_gamma_exposure_per_100k_open_interest":10903974.327422708,"gamma_exposure_flip":9.815716710369365,"gamma_exposure_flip_distance_pct":-30.0376557577407,"call_wall":15,"call_wall_distance_pct":6.913758271493478,"put_wall":12.5,"put_wall_distance_pct":-10.905201440422102,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2445},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VSTS","price":14.03,"totalOi":6082,"analysisCoverage":0.8333,"avgIvPct":77.8,"ivRank":11.9,"iv52wHighPct":128.6,"iv52wLowPct":70.91,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-18.42,"riskReversal30dPp":-18.42,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.368,"putCallOiFrontRatio":0.104,"putCallVolumeFrontRatio":0,"optionVolume":32,"volumeOiRatio":0.005261,"netDeltaNormalized":0.280829,"dealerDeltaNormalized":-0.280829,"gexPer100kOi":1572709.634988,"vannaPer100kOi":2893.784939,"charmPer100kOi":-257152.252549,"weekendDeltaShiftPer100kOi":-771440.315686,"ivSurfaceRangePp":27.4,"gammaFlipDistancePct":-10.6201,"maxPainDistancePct":-28.724163,"peakCallDistancePct":6.913756,"peakPutDistancePct":78.189594},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSTS.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."}