{"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/VERU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VERU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERU.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":"VERU","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":2.299999952316284,"previous_close":2.440000057220459,"delta_neutral":1.2042270109497557,"gamma_neutral":2.299999952316284,"gamma_max":2.177221452463642,"total_open_interest":5893,"previous_open_interest":13507,"listed_contracts":31,"listed_calls":31,"listed_puts":13,"gamma_max_distance_pct":-5.338195756438796,"delta_neutral_distance_pct":-47.64230278626734,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-56.37077071148293,"call_open_interest":5459,"put_open_interest":434,"put_call_open_interest_ratio":0.0795017402454662,"nearest_expiration_max_pain":0.5,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-78.26086911452063,"all_expiration_max_pain":2.5,"net_gamma_exposure":170055.35475501904,"net_gamma_exposure_per_100k_open_interest":2885717.881469863,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":3,"call_wall_distance_pct":30.43478531287619,"put_wall":3,"put_wall_distance_pct":30.43478531287619,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2332},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":2.3,"totalOi":13859,"analysisCoverage":0.8333,"avgIvPct":1910.3,"ivRank":100,"iv52wHighPct":1910.3,"iv52wLowPct":178.05,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-133.45,"riskReversal30dPp":-133.45,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.057,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":369,"volumeOiRatio":0.026625,"netDeltaNormalized":0.431863,"dealerDeltaNormalized":-0.352433,"gexPer100kOi":55463.092575,"vannaPer100kOi":1385.381341,"charmPer100kOi":12280.828343,"weekendDeltaShiftPer100kOi":36842.485028,"ivSurfaceRangePp":66.4,"gammaFlipDistancePct":10.869565,"maxPainDistancePct":-78.26087,"peakCallDistancePct":508.695652,"peakPutDistancePct":30.434783},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERU.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."}