{"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/VGSH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VGSH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGSH.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":"VGSH","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":57.689998626708984,"previous_close":57.619998931884766,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":783,"previous_open_interest":787,"listed_contracts":10,"listed_calls":5,"listed_puts":5,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-0.5082592121982211,"call_open_interest":626,"put_open_interest":157,"put_call_open_interest_ratio":0.2507987220447284,"nearest_expiration_max_pain":58,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.5373572207843544,"all_expiration_max_pain":58,"net_gamma_exposure":787232.1151113345,"net_gamma_exposure_per_100k_open_interest":100540500.01421896,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":58,"call_wall_distance_pct":0.5373572207843544,"put_wall":58,"put_wall_distance_pct":0.5373572207843544,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3687},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":57.69,"totalOi":787,"analysisCoverage":0.8889,"avgIvPct":197.8,"ivRank":100,"iv52wHighPct":197.8,"iv52wLowPct":5.5,"frontDte":35,"termPremiumPp":-7.9783,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.257,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":18,"volumeOiRatio":0.022872,"netDeltaNormalized":-0.069776,"dealerDeltaNormalized":0.035654,"gexPer100kOi":101017536.213469,"vannaPer100kOi":2922.49047,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":5.3,"gammaFlipDistancePct":-1.178714,"maxPainDistancePct":0.537355,"peakCallDistancePct":0.537355,"peakPutDistancePct":0.537355},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VGSH.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."}