{"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/VT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VT.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":"VT","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":159.1300048828125,"previous_close":157.8000030517578,"delta_neutral":154.12793369848214,"gamma_neutral":154.8613873039978,"gamma_max":164.57988369388264,"total_open_interest":8632,"previous_open_interest":8468,"listed_contracts":220,"listed_calls":134,"listed_puts":99,"gamma_max_distance_pct":3.4247964832801765,"delta_neutral_distance_pct":-3.1433865586908123,"gamma_neutral_distance_pct":-2.682471845556867,"open_interest_change_1d_pct":1.9367028814359941,"call_open_interest":5479,"put_open_interest":3153,"put_call_open_interest_ratio":0.5754699762730425,"nearest_expiration_max_pain":160,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.5467197200353178,"all_expiration_max_pain":155,"net_gamma_exposure":1045207.2871557085,"net_gamma_exposure_per_100k_open_interest":12108518.155186614,"gamma_exposure_flip":154.8613873039978,"gamma_exposure_flip_distance_pct":-2.682471845556867,"call_wall":162,"call_wall_distance_pct":1.8035537165357594,"put_wall":160,"put_wall_distance_pct":0.5467197200353178,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2193},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VT","price":159.13,"totalOi":8632,"analysisCoverage":1,"avgIvPct":19.7,"ivRank":8.3,"iv52wHighPct":49.41,"iv52wLowPct":17,"frontDte":14,"frontAtmIvPct":15.7776,"backAtmIvPct":13.7283,"termPremiumPp":2.0493,"expectedMoveFrontPct":3.09,"straddleFrontPct":1.85,"straddle30dPct":1.85,"riskReversalFrontPp":22.66,"riskReversal30dPp":22.66,"butterflyFrontPp":10.05,"butterfly30dPp":10.05,"putCallOiRatio":0.575,"putCallOiFrontRatio":0.728,"putCallVolumeFrontRatio":0.071,"optionVolume":311,"volumeOiRatio":0.036029,"netDeltaNormalized":0.172459,"dealerDeltaNormalized":-0.169102,"gexPer100kOi":19959853.452271,"vannaPer100kOi":1517.608897,"charmPer100kOi":-238287.76645,"weekendDeltaShiftPer100kOi":-714874.884152,"ivSurfaceRangePp":37.7,"gammaFlipDistancePct":2.249733,"maxPainDistancePct":-2.595362,"peakCallDistancePct":1.803557,"peakPutDistancePct":-2.595362},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VT.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."}