{"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/VWO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VWO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VWO.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":"VWO","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":59.560001373291016,"previous_close":59.029998779296875,"delta_neutral":58.50499820497403,"gamma_neutral":57.88012871639283,"gamma_max":60.6979929623703,"total_open_interest":19144,"previous_open_interest":19150,"listed_contracts":156,"listed_calls":88,"listed_puts":71,"gamma_max_distance_pct":1.9106641417735148,"delta_neutral_distance_pct":-1.7713283142906207,"gamma_neutral_distance_pct":-2.8204711520565926,"open_interest_change_1d_pct":-0.03133159268929504,"call_open_interest":9302,"put_open_interest":9842,"put_call_open_interest_ratio":1.0580520318211137,"nearest_expiration_max_pain":59,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.9402306252164421,"all_expiration_max_pain":57,"net_gamma_exposure":2259115.3163094604,"net_gamma_exposure_per_100k_open_interest":11800644.151219497,"gamma_exposure_flip":57.88012871639283,"gamma_exposure_flip_distance_pct":-2.8204711520565926,"call_wall":60,"call_wall_distance_pct":0.738748516729042,"put_wall":56,"put_wall_distance_pct":-5.977168051052894,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1606},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VWO","price":59.56,"totalOi":19144,"analysisCoverage":1,"avgIvPct":27.4,"ivRank":4.3,"iv52wHighPct":71.86,"iv52wLowPct":25.4,"frontDte":14,"frontAtmIvPct":19.0965,"backAtmIvPct":16.2119,"termPremiumPp":2.8846,"expectedMoveFrontPct":3.74,"straddleFrontPct":1.89,"straddle30dPct":1.89,"riskReversalFrontPp":117.52,"riskReversal30dPp":117.52,"butterflyFrontPp":-0.71,"butterfly30dPp":-0.71,"putCallOiRatio":1.058,"putCallOiFrontRatio":0.588,"putCallVolumeFrontRatio":0.759,"optionVolume":115,"volumeOiRatio":0.006007,"netDeltaNormalized":0.083685,"dealerDeltaNormalized":-0.083545,"gexPer100kOi":8162303.17593,"vannaPer100kOi":3807.981613,"charmPer100kOi":-747863.560384,"weekendDeltaShiftPer100kOi":-2243585.457585,"ivSurfaceRangePp":119.7,"gammaFlipDistancePct":0.319006,"maxPainDistancePct":-4.298187,"peakCallDistancePct":4.096709,"peakPutDistancePct":-0.940228},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VWO.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."}