{"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/VET","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VET.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VET.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":"VET","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":13.199999809265137,"previous_close":12.649999618530273,"delta_neutral":10.884457189042624,"gamma_neutral":5.742855333670617,"gamma_max":14.941547596349842,"total_open_interest":32054,"previous_open_interest":33876,"listed_contracts":33,"listed_calls":26,"listed_puts":17,"gamma_max_distance_pct":13.193544032192378,"delta_neutral_distance_pct":-17.54198980061517,"gamma_neutral_distance_pct":-56.49351957081331,"open_interest_change_1d_pct":-5.378439012870468,"call_open_interest":26898,"put_open_interest":5156,"put_call_open_interest_ratio":0.19168711428358987,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.303028934695922,"all_expiration_max_pain":12.5,"net_gamma_exposure":2115617.764240405,"net_gamma_exposure_per_100k_open_interest":6600167.730206542,"gamma_exposure_flip":5.742855333670617,"gamma_exposure_flip_distance_pct":-56.49351957081331,"call_wall":12.5,"call_wall_distance_pct":-5.303028934695922,"put_wall":12.5,"put_wall_distance_pct":-5.303028934695922,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1177},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":13.2,"totalOi":33703,"analysisCoverage":0.8333,"avgIvPct":1116.9,"ivRank":100,"iv52wHighPct":1116.9,"iv52wLowPct":77.22,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":194.77,"riskReversal30dPp":194.77,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.22,"putCallOiFrontRatio":0.713,"putCallVolumeFrontRatio":0.097,"optionVolume":1016,"volumeOiRatio":0.030146,"netDeltaNormalized":0.265634,"dealerDeltaNormalized":-0.251881,"gexPer100kOi":793200.041539,"vannaPer100kOi":2661.484141,"charmPer100kOi":-100311.544966,"weekendDeltaShiftPer100kOi":-300937.601994,"ivSurfaceRangePp":197.6,"gammaFlipDistancePct":-72.575758,"maxPainDistancePct":-5.30303,"peakCallDistancePct":-5.30303,"peakPutDistancePct":-24.242424},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VET.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."}