{"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/VTOL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTOL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTOL.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":"VTOL","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":40.2599983215332,"previous_close":40.29999923706055,"delta_neutral":35.831311693630624,"gamma_neutral":27.70588605844556,"gamma_max":40.74934020949623,"total_open_interest":350,"previous_open_interest":350,"listed_contracts":46,"listed_calls":29,"listed_puts":21,"gamma_max_distance_pct":1.2154543178440786,"delta_neutral_distance_pct":-11.000215629750485,"gamma_neutral_distance_pct":-31.18259509805551,"open_interest_change_1d_pct":0,"call_open_interest":248,"put_open_interest":102,"put_call_open_interest_ratio":0.4112903225806452,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-13.065073375126978,"all_expiration_max_pain":35,"net_gamma_exposure":24732.871308706854,"net_gamma_exposure_per_100k_open_interest":7066534.65963053,"gamma_exposure_flip":27.70588605844556,"gamma_exposure_flip_distance_pct":-31.18259509805551,"call_wall":40,"call_wall_distance_pct":-0.6457981430022617,"put_wall":40,"put_wall_distance_pct":-0.6457981430022617,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4237},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VTOL","price":40.26,"totalOi":350,"analysisCoverage":0.6667,"avgIvPct":70.7,"ivRank":11.7,"iv52wHighPct":97.08,"iv52wLowPct":67.19,"frontDte":14,"frontAtmIvPct":35.3847,"backAtmIvPct":46.1249,"termPremiumPp":-10.7402,"expectedMoveFrontPct":6.93,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.411,"putCallOiFrontRatio":0.132,"putCallVolumeFrontRatio":1,"optionVolume":4,"volumeOiRatio":0.011429,"netDeltaNormalized":0.240486,"dealerDeltaNormalized":-0.240457,"gexPer100kOi":2915754.285714,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":23.6,"gammaFlipDistancePct":-22.95082,"maxPainDistancePct":-13.065077,"peakCallDistancePct":-0.645802,"peakPutDistancePct":-44.113264},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTOL.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."}