{"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/VTWO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTWO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTWO.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":"VTWO","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":113.69999694824219,"previous_close":112.66999816894531,"delta_neutral":102.64110051651177,"gamma_neutral":80.9637525671314,"gamma_max":120.68019657571415,"total_open_interest":1085,"previous_open_interest":1083,"listed_contracts":103,"listed_calls":66,"listed_puts":39,"gamma_max_distance_pct":6.139137919809659,"delta_neutral_distance_pct":-9.726382347014995,"gamma_neutral_distance_pct":-28.791772436029866,"open_interest_change_1d_pct":0.18467220683287164,"call_open_interest":843,"put_open_interest":242,"put_call_open_interest_ratio":0.2870699881376038,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.1433624332897667,"all_expiration_max_pain":105,"net_gamma_exposure":146049.95125884202,"net_gamma_exposure_per_100k_open_interest":13460825.000814933,"gamma_exposure_flip":80.9637525671314,"gamma_exposure_flip_distance_pct":-28.791772436029866,"call_wall":120,"call_wall_distance_pct":5.540899930389322,"put_wall":115,"put_wall_distance_pct":1.1433624332897667,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3641},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VTWO","price":113.7,"totalOi":1085,"analysisCoverage":0.9444,"avgIvPct":25.7,"ivRank":5.2,"iv52wHighPct":69.56,"iv52wLowPct":23.3,"frontDte":14,"frontAtmIvPct":21.19,"backAtmIvPct":19.4598,"termPremiumPp":1.7302,"expectedMoveFrontPct":4.15,"straddleFrontPct":2.55,"straddle30dPct":2.55,"riskReversalFrontPp":13.08,"riskReversal30dPp":13.08,"butterflyFrontPp":-1.94,"butterfly30dPp":-1.94,"putCallOiRatio":0.287,"putCallOiFrontRatio":0.528,"putCallVolumeFrontRatio":0,"optionVolume":6,"volumeOiRatio":0.00553,"netDeltaNormalized":0.245493,"dealerDeltaNormalized":-0.245493,"gexPer100kOi":15647211.981567,"vannaPer100kOi":-645.16129,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":30.9,"gammaFlipDistancePct":-12.752858,"maxPainDistancePct":-7.651715,"peakCallDistancePct":-3.254178,"peakPutDistancePct":-0.615655},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTWO.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."}