{"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/VIPS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VIPS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIPS.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":"VIPS","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":12.859999656677246,"previous_close":13.170000076293945,"delta_neutral":14.00403493584103,"gamma_neutral":17.817629051291483,"gamma_max":21.50864561841925,"total_open_interest":11124,"previous_open_interest":15822,"listed_contracts":65,"listed_calls":45,"listed_puts":23,"gamma_max_distance_pct":67.25230320866613,"delta_neutral_distance_pct":8.896075503157354,"gamma_neutral_distance_pct":38.55077392665487,"open_interest_change_1d_pct":-29.692832764505116,"call_open_interest":4980,"put_open_interest":6144,"put_call_open_interest_ratio":1.2337349397590363,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":16.640749614729657,"all_expiration_max_pain":15,"net_gamma_exposure":-518190.396277083,"net_gamma_exposure_per_100k_open_interest":-4658309.926978452,"gamma_exposure_flip":17.817629051291483,"gamma_exposure_flip_distance_pct":38.55077392665487,"call_wall":13,"call_wall_distance_pct":1.0886496660990352,"put_wall":15,"put_wall_distance_pct":16.640749614729657,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1885},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":12.86,"totalOi":15872,"analysisCoverage":1,"avgIvPct":309.4,"ivRank":100,"iv52wHighPct":309.4,"iv52wLowPct":70.7,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":1.37,"riskReversal30dPp":1.37,"butterflyFrontPp":5.92,"butterfly30dPp":5.92,"putCallOiRatio":1.571,"putCallOiFrontRatio":1.394,"putCallVolumeFrontRatio":0.027,"optionVolume":118,"volumeOiRatio":0.007434,"netDeltaNormalized":-0.185217,"dealerDeltaNormalized":0.185218,"gexPer100kOi":-815290.700605,"vannaPer100kOi":1115.171371,"charmPer100kOi":-11762.852823,"weekendDeltaShiftPer100kOi":-35282.258065,"ivSurfaceRangePp":155.9,"gammaFlipDistancePct":-32.970451,"maxPainDistancePct":16.640747,"peakCallDistancePct":8.864697,"peakPutDistancePct":1.088647},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIPS.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."}