{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/VCSH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VCSH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCSH.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"VCSH","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":77.51000213623047,"previous_close":77.4800033569336,"delta_neutral":77.87621687124496,"gamma_neutral":77.51000213623047,"gamma_max":78.53159969236408,"total_open_interest":308,"previous_open_interest":344,"listed_contracts":21,"listed_calls":9,"listed_puts":12,"gamma_max_distance_pct":1.3180202915464618,"delta_neutral_distance_pct":0.4724741645224588,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-10.465116279069768,"call_open_interest":156,"put_open_interest":152,"put_call_open_interest_ratio":0.9743589743589743,"nearest_expiration_max_pain":77,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.6579823534698094,"all_expiration_max_pain":77,"net_gamma_exposure":90569.09043575123,"net_gamma_exposure_per_100k_open_interest":29405548.842776373,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":78,"call_wall_distance_pct":0.6321737198617515,"put_wall":77,"put_wall_distance_pct":-0.6579823534698094,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":4192},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":77.51,"totalOi":347,"analysisCoverage":0.8333,"avgIvPct":25.4,"ivRank":32.8,"iv52wHighPct":65.2,"iv52wLowPct":5.97,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":23.66,"riskReversal30dPp":23.66,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.917,"putCallOiFrontRatio":0.991,"putCallVolumeFrontRatio":0,"optionVolume":31,"volumeOiRatio":0.089337,"netDeltaNormalized":-0.04505,"dealerDeltaNormalized":0.038818,"gexPer100kOi":57964086.455331,"vannaPer100kOi":2017.291066,"charmPer100kOi":289048.991354,"weekendDeltaShiftPer100kOi":867435.158501,"ivSurfaceRangePp":23.8,"gammaFlipDistancePct":-10.708296,"maxPainDistancePct":-0.65798,"peakCallDistancePct":-0.65798,"peakPutDistancePct":-0.65798},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCSH.json?date=2026-10-16&public_schema=4","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."}