{"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/VGK","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VGK.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGK.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":"VGK","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":87.29000091552734,"previous_close":87.20999908447266,"delta_neutral":82.66200751651238,"gamma_neutral":79.21826983322441,"gamma_max":90.29935987539743,"total_open_interest":3530,"previous_open_interest":3985,"listed_contracts":102,"listed_calls":64,"listed_puts":44,"gamma_max_distance_pct":3.447541446107114,"delta_neutral_distance_pct":-5.301859721016145,"gamma_neutral_distance_pct":-9.247028293783778,"open_interest_change_1d_pct":-11.417816813048933,"call_open_interest":2317,"put_open_interest":1213,"put_call_open_interest_ratio":0.5235217954251187,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.623440132327909,"all_expiration_max_pain":83,"net_gamma_exposure":609081.5593152506,"net_gamma_exposure_per_100k_open_interest":17254435.108080752,"gamma_exposure_flip":79.21826983322441,"gamma_exposure_flip_distance_pct":-9.247028293783778,"call_wall":87,"call_wall_distance_pct":-0.33222695897091886,"put_wall":85,"put_wall_distance_pct":-2.623440132327909,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2681},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":87.29,"totalOi":4061,"analysisCoverage":1,"avgIvPct":69.4,"ivRank":84.9,"iv52wHighPct":78.3,"iv52wLowPct":19.2,"frontDte":35,"termPremiumPp":-0.8249,"riskReversalFrontPp":3.54,"riskReversal30dPp":3.54,"butterflyFrontPp":6.41,"butterfly30dPp":6.41,"putCallOiRatio":0.446,"putCallOiFrontRatio":0.281,"putCallVolumeFrontRatio":0.02,"optionVolume":90,"volumeOiRatio":0.022162,"netDeltaNormalized":0.190861,"dealerDeltaNormalized":-0.190059,"gexPer100kOi":24921890.174834,"vannaPer100kOi":2807.190347,"charmPer100kOi":-182048.756464,"weekendDeltaShiftPer100kOi":-546170.893869,"ivSurfaceRangePp":42.2,"gammaFlipDistancePct":-0.859205,"maxPainDistancePct":-3.769046,"peakCallDistancePct":3.104594,"peakPutDistancePct":-1.477833},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGK.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."}