{"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/VTV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTV.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":"VTV","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":217.22999572753906,"previous_close":216.6999969482422,"delta_neutral":202.65036256964936,"gamma_neutral":128.79580228414827,"gamma_max":225.16885531889392,"total_open_interest":6456,"previous_open_interest":6390,"listed_contracts":140,"listed_calls":94,"listed_puts":56,"gamma_max_distance_pct":3.654587187541162,"delta_neutral_distance_pct":-6.7116114001936555,"gamma_neutral_distance_pct":-40.70993655697046,"open_interest_change_1d_pct":1.0328638497652582,"call_open_interest":4650,"put_open_interest":1806,"put_call_open_interest_ratio":0.38838709677419353,"nearest_expiration_max_pain":220,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.2751481503204642,"all_expiration_max_pain":205,"net_gamma_exposure":847836.3494413834,"net_gamma_exposure_per_100k_open_interest":13132533.293701727,"gamma_exposure_flip":128.79580228414827,"gamma_exposure_flip_distance_pct":-40.70993655697046,"call_wall":225,"call_wall_distance_pct":3.5768560628277477,"put_wall":215,"put_wall_distance_pct":-1.0265597621868192,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2401},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VTV","price":217.23,"totalOi":6456,"analysisCoverage":1,"avgIvPct":18.8,"ivRank":18.5,"iv52wHighPct":41.7,"iv52wLowPct":13.6,"frontDte":14,"frontAtmIvPct":12.1013,"backAtmIvPct":12.3364,"termPremiumPp":-0.2351,"expectedMoveFrontPct":2.37,"straddleFrontPct":1.71,"straddle30dPct":1.71,"riskReversalFrontPp":-26.96,"riskReversal30dPp":-26.96,"butterflyFrontPp":1.62,"butterfly30dPp":1.62,"putCallOiRatio":0.388,"putCallOiFrontRatio":0.653,"putCallVolumeFrontRatio":0.2,"optionVolume":1027,"volumeOiRatio":0.159077,"netDeltaNormalized":0.272512,"dealerDeltaNormalized":-0.263479,"gexPer100kOi":30284650.557621,"vannaPer100kOi":46.468401,"charmPer100kOi":-278640.024783,"weekendDeltaShiftPer100kOi":-835904.584882,"ivSurfaceRangePp":48.3,"gammaFlipDistancePct":-22.050361,"maxPainDistancePct":-5.629977,"peakCallDistancePct":-8.392027,"peakPutDistancePct":1.275146},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTV.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."}