{"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/VEGI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VEGI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEGI.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":"VEGI","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":45.02000045776367,"previous_close":45.43009948730469,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":306,"previous_open_interest":326,"listed_contracts":16,"listed_calls":15,"listed_puts":3,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-6.134969325153374,"call_open_interest":274,"put_open_interest":32,"put_call_open_interest_ratio":0.11678832116788321,"nearest_expiration_max_pain":44,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.265660700560418,"all_expiration_max_pain":40,"net_gamma_exposure":39673.02971259517,"net_gamma_exposure_per_100k_open_interest":12965042.389736984,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":50,"call_wall_distance_pct":11.061749203908617,"put_wall":44,"put_wall_distance_pct":-2.265660700560418,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4194},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":45.02,"totalOi":326,"analysisCoverage":0.8333,"avgIvPct":248.2,"ivRank":100,"iv52wHighPct":248.2,"iv52wLowPct":21.6,"frontDte":35,"termPremiumPp":8.4178,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.113,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.009202,"netDeltaNormalized":0.264519,"dealerDeltaNormalized":-0.21908,"gexPer100kOi":5583377.300613,"vannaPer100kOi":2147.239264,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":31,"gammaFlipDistancePct":2.154598,"maxPainDistancePct":-11.1506,"peakCallDistancePct":-0.044425,"peakPutDistancePct":2.17681},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEGI.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."}