{"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/VTEB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTEB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTEB.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":"VTEB","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":47.25,"previous_close":47.470001220703125,"delta_neutral":50.11995110460033,"gamma_neutral":59.0625,"gamma_max":58,"total_open_interest":3552,"previous_open_interest":3576,"listed_contracts":56,"listed_calls":24,"listed_puts":32,"gamma_max_distance_pct":22.75132275132275,"delta_neutral_distance_pct":6.073970591746735,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":-0.6711409395973155,"call_open_interest":601,"put_open_interest":2951,"put_call_open_interest_ratio":4.9101497504159735,"nearest_expiration_max_pain":48,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.5873015873015872,"all_expiration_max_pain":50,"net_gamma_exposure":-3325836.720567522,"net_gamma_exposure_per_100k_open_interest":-93632790.55651808,"gamma_exposure_flip":59.0625,"gamma_exposure_flip_distance_pct":25,"call_wall":47,"call_wall_distance_pct":-0.5291005291005291,"put_wall":47,"put_wall_distance_pct":-0.5291005291005291,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2792},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VTEB","price":47.25,"totalOi":3552,"analysisCoverage":0.9444,"avgIvPct":13.3,"ivRank":3.7,"iv52wHighPct":40.07,"iv52wLowPct":12.28,"frontDte":14,"frontAtmIvPct":12.4587,"backAtmIvPct":10.2348,"termPremiumPp":2.2239,"expectedMoveFrontPct":2.44,"straddleFrontPct":2.22,"straddle30dPct":2.22,"riskReversalFrontPp":0.71,"riskReversal30dPp":0.71,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.91,"putCallOiFrontRatio":8.303,"putCallVolumeFrontRatio":0.744,"optionVolume":209,"volumeOiRatio":0.05884,"netDeltaNormalized":-0.382486,"dealerDeltaNormalized":0.366444,"gexPer100kOi":-39646332.207207,"vannaPer100kOi":337.837838,"charmPer100kOi":348930.18018,"weekendDeltaShiftPer100kOi":1046790.540541,"ivSurfaceRangePp":27.5,"gammaFlipDistancePct":null,"maxPainDistancePct":5.820106,"peakCallDistancePct":1.587302,"peakPutDistancePct":-0.529101},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTEB.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."}