{"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/VIRT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VIRT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIRT.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":"VIRT","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":56.84000015258789,"previous_close":57.40999984741211,"delta_neutral":50.447746378944046,"gamma_neutral":41.811901889217246,"gamma_max":61.235793237792016,"total_open_interest":5563,"previous_open_interest":7600,"listed_contracts":79,"listed_calls":55,"listed_puts":42,"gamma_max_distance_pct":7.733626096769086,"delta_neutral_distance_pct":-11.246048128929868,"gamma_neutral_distance_pct":-26.43930018125875,"open_interest_change_1d_pct":-26.802631578947366,"call_open_interest":3817,"put_open_interest":1746,"put_call_open_interest_ratio":0.457427298925858,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":5.55946488200042,"all_expiration_max_pain":50,"net_gamma_exposure":334563.1684071244,"net_gamma_exposure_per_100k_open_interest":6014078.166585015,"gamma_exposure_flip":41.811901889217246,"gamma_exposure_flip_distance_pct":-26.43930018125875,"call_wall":60,"call_wall_distance_pct":5.55946488200042,"put_wall":60,"put_wall_distance_pct":5.55946488200042,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2372},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":56.84,"totalOi":7687,"analysisCoverage":1,"avgIvPct":214,"ivRank":100,"iv52wHighPct":214,"iv52wLowPct":50,"frontDte":35,"termPremiumPp":11.5775,"riskReversalFrontPp":-14.05,"riskReversal30dPp":-14.05,"butterflyFrontPp":2.82,"butterfly30dPp":2.82,"putCallOiRatio":0.41,"putCallOiFrontRatio":0.535,"putCallVolumeFrontRatio":0.375,"optionVolume":38,"volumeOiRatio":0.004943,"netDeltaNormalized":0.212581,"dealerDeltaNormalized":-0.212443,"gexPer100kOi":3310910.368154,"vannaPer100kOi":1170.807857,"charmPer100kOi":-30193.833745,"weekendDeltaShiftPer100kOi":-90594.510212,"ivSurfaceRangePp":29,"gammaFlipDistancePct":-15.763547,"maxPainDistancePct":-12.033779,"peakCallDistancePct":5.559465,"peakPutDistancePct":-3.237157},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIRT.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."}