{"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/VHT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VHT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VHT.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":"VHT","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":327.1499938964844,"previous_close":329.1499938964844,"delta_neutral":290.28571501047804,"gamma_neutral":263.6017526502581,"gamma_max":335.23157904890724,"total_open_interest":1044,"previous_open_interest":1075,"listed_contracts":88,"listed_calls":60,"listed_puts":33,"gamma_max_distance_pct":2.4702996494568197,"delta_neutral_distance_pct":-11.26831104195918,"gamma_neutral_distance_pct":-19.424802821892754,"open_interest_change_1d_pct":-2.883720930232558,"call_open_interest":668,"put_open_interest":376,"put_call_open_interest_ratio":0.562874251497006,"nearest_expiration_max_pain":325,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.6571890376267799,"all_expiration_max_pain":285,"net_gamma_exposure":110644.0194208899,"net_gamma_exposure_per_100k_open_interest":10598086.151426235,"gamma_exposure_flip":263.6017526502581,"gamma_exposure_flip_distance_pct":-19.424802821892754,"call_wall":335,"call_wall_distance_pct":2.39951283813855,"put_wall":325,"put_wall_distance_pct":-0.6571890376267799,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3520},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":327.15,"totalOi":1143,"analysisCoverage":0.8889,"avgIvPct":59.6,"ivRank":79.6,"iv52wHighPct":70.6,"iv52wLowPct":16.7,"frontDte":35,"termPremiumPp":1.3509,"riskReversalFrontPp":-0.29,"riskReversal30dPp":-0.29,"butterflyFrontPp":-0.77,"butterfly30dPp":-0.77,"putCallOiRatio":0.557,"putCallOiFrontRatio":0.667,"putCallVolumeFrontRatio":0.8,"optionVolume":61,"volumeOiRatio":0.053368,"netDeltaNormalized":0.325409,"dealerDeltaNormalized":-0.2921,"gexPer100kOi":41915396.325459,"vannaPer100kOi":174.978128,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":35.4,"gammaFlipDistancePct":-0.366804,"maxPainDistancePct":-12.883998,"peakCallDistancePct":5.456213,"peakPutDistancePct":-0.657191},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VHT.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."}