{"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/VXUS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VXUS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VXUS.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":"VXUS","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":85.43000030517578,"previous_close":84.45999908447266,"delta_neutral":84.03967928183522,"gamma_neutral":84.55065269570653,"gamma_max":89.60847107016417,"total_open_interest":12349,"previous_open_interest":12764,"listed_contracts":235,"listed_calls":135,"listed_puts":107,"gamma_max_distance_pct":4.891104705679413,"delta_neutral_distance_pct":-1.6274388603230858,"gamma_neutral_distance_pct":-1.0293194502259344,"open_interest_change_1d_pct":-3.2513318708868693,"call_open_interest":7490,"put_open_interest":4859,"put_call_open_interest_ratio":0.6487316421895861,"nearest_expiration_max_pain":86.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":1.2524870549010085,"all_expiration_max_pain":85,"net_gamma_exposure":602643.7848234392,"net_gamma_exposure_per_100k_open_interest":4880101.9096561605,"gamma_exposure_flip":84.55065269570653,"gamma_exposure_flip_distance_pct":-1.0293194502259344,"call_wall":87,"call_wall_distance_pct":1.837761546547835,"put_wall":85,"put_wall_distance_pct":-0.5033364200394714,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1931},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"VXUS","price":85.43,"totalOi":12977,"analysisCoverage":1,"avgIvPct":57.5,"ivRank":86.4,"iv52wHighPct":62.9,"iv52wLowPct":23.31,"frontDte":7,"frontAtmIvPct":25.2735,"backAtmIvPct":17.8222,"termPremiumPp":7.4513,"expectedMoveFrontPct":3.5,"straddleFrontPct":2.43,"straddle30dPct":2.63,"riskReversalFrontPp":1.83,"riskReversal30dPp":1.83,"butterflyFrontPp":0.02,"butterfly30dPp":0.02,"putCallOiRatio":0.666,"putCallOiFrontRatio":2.86,"putCallVolumeFrontRatio":0.702,"optionVolume":487,"volumeOiRatio":0.037528,"netDeltaNormalized":0.073302,"dealerDeltaNormalized":-0.072083,"gexPer100kOi":647448.023426,"vannaPer100kOi":1903.367496,"charmPer100kOi":-39993.835247,"weekendDeltaShiftPer100kOi":-119973.7998,"ivSurfaceRangePp":136,"gammaFlipDistancePct":11.00316,"maxPainDistancePct":-0.503336,"peakCallDistancePct":4.17886,"peakPutDistancePct":-1.673885},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VXUS.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."}