{"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/VIG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VIG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIG.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":"VIG","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":241.77000427246094,"previous_close":242.0500030517578,"delta_neutral":201.4786519757963,"gamma_neutral":182.536353225708,"gamma_max":247.01420477338604,"total_open_interest":7869,"previous_open_interest":8246,"listed_contracts":137,"listed_calls":76,"listed_puts":74,"gamma_max_distance_pct":2.1690864905702654,"delta_neutral_distance_pct":-16.665157622803605,"gamma_neutral_distance_pct":-24.499999999999996,"open_interest_change_1d_pct":-4.571913655105505,"call_open_interest":5917,"put_open_interest":1952,"put_call_open_interest_ratio":0.32989690721649484,"nearest_expiration_max_pain":230,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-4.868264906508757,"all_expiration_max_pain":215,"net_gamma_exposure":1668266.7248686897,"net_gamma_exposure_per_100k_open_interest":21200492.11931236,"gamma_exposure_flip":182.536353225708,"gamma_exposure_flip_distance_pct":-24.499999999999996,"call_wall":230,"call_wall_distance_pct":-4.868264906508757,"put_wall":220,"put_wall_distance_pct":-9.004427301877941,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2142},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":241.77,"totalOi":8257,"analysisCoverage":1,"avgIvPct":54.6,"ivRank":100,"iv52wHighPct":54.6,"iv52wLowPct":18.2,"frontDte":35,"termPremiumPp":0.0182,"riskReversalFrontPp":1.84,"riskReversal30dPp":1.84,"butterflyFrontPp":4.1,"butterfly30dPp":4.1,"putCallOiRatio":0.346,"putCallOiFrontRatio":0.089,"putCallVolumeFrontRatio":0,"optionVolume":54,"volumeOiRatio":0.00654,"netDeltaNormalized":0.466629,"dealerDeltaNormalized":-0.449167,"gexPer100kOi":51493545.961003,"vannaPer100kOi":-2773.404384,"charmPer100kOi":-255153.203343,"weekendDeltaShiftPer100kOi":-765471.720964,"ivSurfaceRangePp":39.4,"gammaFlipDistancePct":-14.046408,"maxPainDistancePct":-11.072507,"peakCallDistancePct":-0.732101,"peakPutDistancePct":-9.004426},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIG.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."}