{"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/VCYT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VCYT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCYT.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":"VCYT","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":43.119998931884766,"previous_close":44.38999938964844,"delta_neutral":40.184626510566865,"gamma_neutral":28.628447387998012,"gamma_max":53.801155740525274,"total_open_interest":5234,"previous_open_interest":6739,"listed_contracts":54,"listed_calls":34,"listed_puts":27,"gamma_max_distance_pct":24.770772433258124,"delta_neutral_distance_pct":-6.80745012529989,"gamma_neutral_distance_pct":-33.60749513648778,"open_interest_change_1d_pct":-22.332690310135035,"call_open_interest":3356,"put_open_interest":1878,"put_call_open_interest_ratio":0.5595947556615017,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":15.955475970635677,"all_expiration_max_pain":45,"net_gamma_exposure":106328.48097244455,"net_gamma_exposure_per_100k_open_interest":2031495.6242347069,"gamma_exposure_flip":28.628447387998012,"gamma_exposure_flip_distance_pct":-33.60749513648778,"call_wall":55,"call_wall_distance_pct":27.551023567699247,"put_wall":45,"put_wall_distance_pct":4.359928373572109,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2411},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":43.12,"totalOi":6718,"analysisCoverage":1,"avgIvPct":296.4,"ivRank":62.5,"iv52wHighPct":429.5,"iv52wLowPct":74.8,"frontDte":35,"termPremiumPp":17.0002,"riskReversalFrontPp":-6.76,"riskReversal30dPp":-6.76,"butterflyFrontPp":-6.63,"butterfly30dPp":-6.63,"putCallOiRatio":0.902,"putCallOiFrontRatio":5.459,"putCallVolumeFrontRatio":0,"optionVolume":209,"volumeOiRatio":0.03111,"netDeltaNormalized":0.057285,"dealerDeltaNormalized":-0.057099,"gexPer100kOi":-1019035.873772,"vannaPer100kOi":2069.068175,"charmPer100kOi":644715.689193,"weekendDeltaShiftPer100kOi":1934147.06758,"ivSurfaceRangePp":40.1,"gammaFlipDistancePct":-59.090909,"maxPainDistancePct":4.359926,"peakCallDistancePct":15.955473,"peakPutDistancePct":-18.831169},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VCYT.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."}