{"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/VTES","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTES.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTES.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":"VTES","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":98.69000244140625,"previous_close":98.80000305175781,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":35,"previous_open_interest":35,"listed_contracts":2,"listed_calls":2,"listed_puts":0,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":35,"put_open_interest":0,"put_call_open_interest_ratio":0,"nearest_expiration_max_pain":101,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":2.3406601494059447,"all_expiration_max_pain":101,"net_gamma_exposure":21655.716605117163,"net_gamma_exposure_per_100k_open_interest":61873476.01462046,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":101,"call_wall_distance_pct":2.3406601494059447,"put_wall":null,"put_wall_distance_pct":null,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5072},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VTES","price":98.69,"totalOi":35,"analysisCoverage":0.6667,"avgIvPct":13.5,"ivRank":12.5,"iv52wHighPct":58.77,"iv52wLowPct":7.04,"frontDte":49,"frontAtmIvPct":17.1945,"backAtmIvPct":17.1945,"termPremiumPp":0,"expectedMoveFrontPct":6.3,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.416571,"dealerDeltaNormalized":-0.416571,"gexPer100kOi":60832142.857143,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":null,"maxPainDistancePct":2.340663,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTES.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."}