{"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/VERA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VERA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERA.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":"VERA","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":27.8799991607666,"previous_close":28.56999969482422,"delta_neutral":33.82324987530978,"gamma_neutral":55.786639896135924,"gamma_max":7.640039636884653,"total_open_interest":28110,"previous_open_interest":29807,"listed_contracts":99,"listed_calls":65,"listed_puts":46,"gamma_max_distance_pct":-72.59670062101044,"delta_neutral_distance_pct":21.317255715368383,"gamma_neutral_distance_pct":100.09555801795078,"open_interest_change_1d_pct":-5.6932935216559875,"call_open_interest":12203,"put_open_interest":15907,"put_call_open_interest_ratio":1.3035319183807261,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-10.329982953584176,"all_expiration_max_pain":35,"net_gamma_exposure":-727009.6927835752,"net_gamma_exposure_per_100k_open_interest":-2586302.713566614,"gamma_exposure_flip":55.786639896135924,"gamma_exposure_flip_distance_pct":100.09555801795078,"call_wall":35,"call_wall_distance_pct":25.53802386498215,"put_wall":35,"put_wall_distance_pct":25.53802386498215,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1252},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":27.88,"totalOi":33740,"analysisCoverage":0.8333,"avgIvPct":479.5,"ivRank":100,"iv52wHighPct":479.5,"iv52wLowPct":74.5,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-2.2,"riskReversal30dPp":-2.2,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.938,"putCallOiFrontRatio":0.027,"putCallVolumeFrontRatio":0.201,"optionVolume":762,"volumeOiRatio":0.022584,"netDeltaNormalized":-0.141985,"dealerDeltaNormalized":0.141956,"gexPer100kOi":-452748.13278,"vannaPer100kOi":-1716.064019,"charmPer100kOi":-70423.829283,"weekendDeltaShiftPer100kOi":-211268.524007,"ivSurfaceRangePp":40.4,"gammaFlipDistancePct":-30.523673,"maxPainDistancePct":25.53802,"peakCallDistancePct":-10.329986,"peakPutDistancePct":25.53802},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERA.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."}