{"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/VUG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VUG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VUG.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":"VUG","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":91.16999816894531,"previous_close":90.2300033569336,"delta_neutral":80.9304045073657,"gamma_neutral":79.49587057789554,"gamma_max":92.41573512255009,"total_open_interest":30235,"previous_open_interest":28663,"listed_contracts":227,"listed_calls":160,"listed_puts":92,"gamma_max_distance_pct":1.3663891396557077,"delta_neutral_distance_pct":-11.231319367369988,"gamma_neutral_distance_pct":-12.804790858300418,"open_interest_change_1d_pct":5.484422426124272,"call_open_interest":21423,"put_open_interest":8812,"put_call_open_interest_ratio":0.41133361340615227,"nearest_expiration_max_pain":89,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.3801669546204574,"all_expiration_max_pain":80,"net_gamma_exposure":6906102.486100493,"net_gamma_exposure_per_100k_open_interest":22841417.185713552,"gamma_exposure_flip":79.49587057789554,"gamma_exposure_flip_distance_pct":-12.804790858300418,"call_wall":92,"call_wall_distance_pct":0.9103892154485158,"put_wall":85,"put_wall_distance_pct":-6.7675751813790885,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1282},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VUG","price":91.17,"totalOi":30235,"analysisCoverage":1,"avgIvPct":28,"ivRank":12,"iv52wHighPct":89.58,"iv52wLowPct":19.6,"frontDte":14,"frontAtmIvPct":18.1264,"backAtmIvPct":19.9511,"termPremiumPp":-1.8247,"expectedMoveFrontPct":3.55,"straddleFrontPct":2.47,"straddle30dPct":2.47,"riskReversalFrontPp":-18.97,"riskReversal30dPp":-18.97,"butterflyFrontPp":7.4,"butterfly30dPp":7.4,"putCallOiRatio":0.411,"putCallOiFrontRatio":0.204,"putCallVolumeFrontRatio":1.733,"optionVolume":958,"volumeOiRatio":0.031685,"netDeltaNormalized":0.339816,"dealerDeltaNormalized":-0.339816,"gexPer100kOi":21030835.587895,"vannaPer100kOi":846.700843,"charmPer100kOi":-613428.146188,"weekendDeltaShiftPer100kOi":-1840281.131139,"ivSurfaceRangePp":72.1,"gammaFlipDistancePct":-2.435012,"maxPainDistancePct":-12.251837,"peakCallDistancePct":20.653724,"peakPutDistancePct":-3.477021},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VUG.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."}