{"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/VEON","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VEON.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEON.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":"VEON","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":83.19999694824219,"previous_close":82.80999755859375,"delta_neutral":52.798020998761245,"gamma_neutral":37.21285840356402,"gamma_max":71.73085747187095,"total_open_interest":2652,"previous_open_interest":3678,"listed_contracts":34,"listed_calls":36,"listed_puts":15,"gamma_max_distance_pct":-13.785023914731712,"delta_neutral_distance_pct":-36.54083781805146,"gamma_neutral_distance_pct":-55.273005085909155,"open_interest_change_1d_pct":-27.895595432300162,"call_open_interest":2486,"put_open_interest":166,"put_call_open_interest_ratio":0.0667739340305712,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-27.884612739438747,"all_expiration_max_pain":60,"net_gamma_exposure":332414.17551649007,"net_gamma_exposure_per_100k_open_interest":12534471.173321648,"gamma_exposure_flip":37.21285840356402,"gamma_exposure_flip_distance_pct":-55.273005085909155,"call_wall":75,"call_wall_distance_pct":-9.85576592429843,"put_wall":65,"put_wall_distance_pct":-21.874997134391975,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2886},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":83.2,"totalOi":3765,"analysisCoverage":1,"avgIvPct":296.2,"ivRank":85.6,"iv52wHighPct":339.8,"iv52wLowPct":37.1,"frontDte":35,"termPremiumPp":5.9304,"riskReversalFrontPp":-2.34,"riskReversal30dPp":-2.34,"butterflyFrontPp":-8.75,"butterfly30dPp":-8.75,"putCallOiRatio":0.05,"putCallOiFrontRatio":0.001,"putCallVolumeFrontRatio":0,"optionVolume":246,"volumeOiRatio":0.065339,"netDeltaNormalized":0.683205,"dealerDeltaNormalized":-0.676675,"gexPer100kOi":17858039.309429,"vannaPer100kOi":-3027.888446,"charmPer100kOi":-2073891.102258,"weekendDeltaShiftPer100kOi":-6221673.306773,"ivSurfaceRangePp":15,"gammaFlipDistancePct":-33.197115,"maxPainDistancePct":-27.884615,"peakCallDistancePct":14.182692,"peakPutDistancePct":-21.875},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VEON.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."}