{"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/VFS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VFS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VFS.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":"VFS","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":3.119999885559082,"previous_close":3.2100000381469727,"delta_neutral":2.1495371463166117,"gamma_neutral":3.119999885559082,"gamma_max":3.6549994522648603,"total_open_interest":26482,"previous_open_interest":30495,"listed_contracts":32,"listed_calls":25,"listed_puts":21,"gamma_max_distance_pct":17.1474226387643,"delta_neutral_distance_pct":-31.104576116629257,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-13.159534349893425,"call_open_interest":19089,"put_open_interest":7393,"put_call_open_interest_ratio":0.3872911100633873,"nearest_expiration_max_pain":3,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-3.8461503192516595,"all_expiration_max_pain":3,"net_gamma_exposure":663710.0937005744,"net_gamma_exposure_per_100k_open_interest":2506268.762557867,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":4,"call_wall_distance_pct":28.205132907664453,"put_wall":3,"put_wall_distance_pct":-3.8461503192516595,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1294},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":3.12,"totalOi":30552,"analysisCoverage":0.9444,"avgIvPct":812.2,"ivRank":100,"iv52wHighPct":812.2,"iv52wLowPct":111.15,"frontDte":35,"termPremiumPp":6.1469,"riskReversalFrontPp":-11.23,"riskReversal30dPp":-11.23,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.522,"putCallOiFrontRatio":2.028,"putCallVolumeFrontRatio":0.072,"optionVolume":429,"volumeOiRatio":0.014042,"netDeltaNormalized":0.161484,"dealerDeltaNormalized":-0.161441,"gexPer100kOi":-21309.505106,"vannaPer100kOi":1931.133805,"charmPer100kOi":1361.612988,"weekendDeltaShiftPer100kOi":4088.112071,"ivSurfaceRangePp":62,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.846154,"peakCallDistancePct":-3.846154,"peakPutDistancePct":-3.846154},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VFS.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."}