{"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/VGLT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VGLT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGLT.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":"VGLT","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":51.38999938964844,"previous_close":51.36000061035156,"delta_neutral":48.562291437925474,"gamma_neutral":51.38999938964844,"gamma_max":51.15936523361082,"total_open_interest":3068,"previous_open_interest":3828,"listed_contracts":69,"listed_calls":42,"listed_puts":27,"gamma_max_distance_pct":-0.4487919026597105,"delta_neutral_distance_pct":-5.502447918480717,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-19.853709508881924,"call_open_interest":2544,"put_open_interest":524,"put_call_open_interest_ratio":0.2059748427672956,"nearest_expiration_max_pain":49,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-4.650709122463735,"all_expiration_max_pain":50,"net_gamma_exposure":808505.0994642368,"net_gamma_exposure_per_100k_open_interest":26352838.9655879,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":52,"call_wall_distance_pct":1.1870025639160366,"put_wall":52,"put_wall_distance_pct":1.1870025639160366,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2785},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":51.39,"totalOi":3841,"analysisCoverage":0.9444,"avgIvPct":126.4,"ivRank":100,"iv52wHighPct":126.4,"iv52wLowPct":21.5,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-41.46,"riskReversal30dPp":-41.46,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.166,"putCallOiFrontRatio":0.132,"putCallVolumeFrontRatio":0,"optionVolume":12,"volumeOiRatio":0.003124,"netDeltaNormalized":0.190701,"dealerDeltaNormalized":-0.164387,"gexPer100kOi":16676644.623796,"vannaPer100kOi":1770.372299,"charmPer100kOi":-221817.235095,"weekendDeltaShiftPer100kOi":-665425.670398,"ivSurfaceRangePp":71.6,"gammaFlipDistancePct":-2.296167,"maxPainDistancePct":-2.704806,"peakCallDistancePct":10.916521,"peakPutDistancePct":-20.217941},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGLT.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."}