{"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/VIVO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VIVO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIVO.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":"VIVO","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":2.0999999046325684,"previous_close":2.3550000190734863,"delta_neutral":1.4714124978262237,"gamma_neutral":2.0999999046325684,"gamma_max":1.7099905727432185,"total_open_interest":18066,"previous_open_interest":33112,"listed_contracts":36,"listed_calls":22,"listed_puts":21,"gamma_max_distance_pct":-18.571873790517564,"delta_neutral_distance_pct":-29.932735016782154,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-45.43971973906741,"call_open_interest":13777,"put_open_interest":4289,"put_call_open_interest_ratio":0.3113159613849169,"nearest_expiration_max_pain":2.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":19.04762445393628,"all_expiration_max_pain":2.5,"net_gamma_exposure":274823.85227481887,"net_gamma_exposure_per_100k_open_interest":1521221.367623264,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":5,"call_wall_distance_pct":138.09524890787256,"put_wall":2.5,"put_wall_distance_pct":19.04762445393628,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1529},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":2.1,"totalOi":33155,"analysisCoverage":0.8889,"avgIvPct":3980.5,"ivRank":60.6,"iv52wHighPct":6470.6,"iv52wLowPct":151.23,"frontDte":35,"termPremiumPp":-60.3163,"riskReversalFrontPp":-91.11,"riskReversal30dPp":-91.11,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.177,"putCallOiFrontRatio":0.593,"putCallVolumeFrontRatio":7.364,"optionVolume":473,"volumeOiRatio":0.014266,"netDeltaNormalized":0.484778,"dealerDeltaNormalized":-0.484778,"gexPer100kOi":13330.839994,"vannaPer100kOi":1740.310662,"charmPer100kOi":1562.358619,"weekendDeltaShiftPer100kOi":4690.091992,"ivSurfaceRangePp":75.6,"gammaFlipDistancePct":130.47619,"maxPainDistancePct":19.047619,"peakCallDistancePct":138.095238,"peakPutDistancePct":19.047619},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIVO.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."}