{"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/VERX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VERX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERX.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":"VERX","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":13.369999885559082,"previous_close":13.65999984741211,"delta_neutral":11.422400738563482,"gamma_neutral":10.925585040856813,"gamma_max":16.52712673948451,"total_open_interest":3363,"previous_open_interest":3598,"listed_contracts":46,"listed_calls":30,"listed_puts":22,"gamma_max_distance_pct":23.613514442400515,"delta_neutral_distance_pct":-14.566934657188735,"gamma_neutral_distance_pct":-18.282833699516168,"open_interest_change_1d_pct":-6.5314063368538084,"call_open_interest":2464,"put_open_interest":899,"put_call_open_interest_ratio":0.3648538961038961,"nearest_expiration_max_pain":14,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.71204278110264,"all_expiration_max_pain":9,"net_gamma_exposure":52649.15672402387,"net_gamma_exposure_per_100k_open_interest":1565541.3834083816,"gamma_exposure_flip":10.925585040856813,"gamma_exposure_flip_distance_pct":-18.282833699516168,"call_wall":37,"call_wall_distance_pct":176.73897020719983,"put_wall":12,"put_wall_distance_pct":-10.246820473340595,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2726},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":13.37,"totalOi":3598,"analysisCoverage":0.9444,"avgIvPct":773.9,"ivRank":100,"iv52wHighPct":773.9,"iv52wLowPct":81,"frontDte":35,"termPremiumPp":13.5029,"riskReversalFrontPp":-88.38,"riskReversal30dPp":-88.38,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.385,"putCallOiFrontRatio":1.487,"putCallVolumeFrontRatio":4,"optionVolume":31,"volumeOiRatio":0.008616,"netDeltaNormalized":0.217126,"dealerDeltaNormalized":-0.217126,"gexPer100kOi":315466.370206,"vannaPer100kOi":2390.216787,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":16.1,"gammaFlipDistancePct":-46.746447,"maxPainDistancePct":-25.205684,"peakCallDistancePct":12.191473,"peakPutDistancePct":-17.726253},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VERX.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."}