{"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/VTI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTI.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":"VTI","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":377.989990234375,"previous_close":375.17999267578125,"delta_neutral":351.79401595020147,"gamma_neutral":335.0567388190212,"gamma_max":385.7755454570315,"total_open_interest":48823,"previous_open_interest":48795,"listed_contracts":610,"listed_calls":426,"listed_puts":306,"gamma_max_distance_pct":2.0597252371230867,"delta_neutral_distance_pct":-6.9303354482827855,"gamma_neutral_distance_pct":-11.358303797603952,"open_interest_change_1d_pct":0.05738292857874782,"call_open_interest":30775,"put_open_interest":18048,"put_call_open_interest_ratio":0.5864500406173843,"nearest_expiration_max_pain":375,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.7910236544944056,"all_expiration_max_pain":350,"net_gamma_exposure":11214316.177348172,"net_gamma_exposure_per_100k_open_interest":22969330.392127015,"gamma_exposure_flip":335.0567388190212,"gamma_exposure_flip_distance_pct":-11.358303797603952,"call_wall":385,"call_wall_distance_pct":1.85454904805241,"put_wall":375,"put_wall_distance_pct":-0.7910236544944056,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1002},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VTI","price":377.99,"totalOi":48823,"analysisCoverage":1,"avgIvPct":21.4,"ivRank":8,"iv52wHighPct":42.21,"iv52wLowPct":19.6,"frontDte":14,"frontAtmIvPct":13.7352,"backAtmIvPct":14.5198,"termPremiumPp":-0.7846,"expectedMoveFrontPct":2.69,"straddleFrontPct":1.79,"straddle30dPct":1.79,"riskReversalFrontPp":3.63,"riskReversal30dPp":3.63,"butterflyFrontPp":8.15,"butterfly30dPp":8.15,"putCallOiRatio":0.586,"putCallOiFrontRatio":0.312,"putCallVolumeFrontRatio":1.409,"optionVolume":931,"volumeOiRatio":0.019069,"netDeltaNormalized":0.214194,"dealerDeltaNormalized":-0.205964,"gexPer100kOi":88856591.401594,"vannaPer100kOi":2199.782889,"charmPer100kOi":-583792.474858,"weekendDeltaShiftPer100kOi":-1751379.472789,"ivSurfaceRangePp":44,"gammaFlipDistancePct":0.611127,"maxPainDistancePct":-7.404958,"peakCallDistancePct":1.854546,"peakPutDistancePct":-17.987248},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTI.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."}