{"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/VIXY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VIXY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIXY.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":"VIXY","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":17.739999771118164,"previous_close":16.399999618530273,"delta_neutral":14.789700271644492,"gamma_neutral":7.875957137024084,"gamma_max":15.312297717054985,"total_open_interest":38076,"previous_open_interest":49186,"listed_contracts":311,"listed_calls":195,"listed_puts":143,"gamma_max_distance_pct":-13.684904652680045,"delta_neutral_distance_pct":-16.63077529615838,"gamma_neutral_distance_pct":-55.60339775287575,"open_interest_change_1d_pct":-22.58772821534583,"call_open_interest":29342,"put_open_interest":8734,"put_call_open_interest_ratio":0.29766205439302024,"nearest_expiration_max_pain":16,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-9.808341564643046,"all_expiration_max_pain":18,"net_gamma_exposure":1308121.4473720735,"net_gamma_exposure_per_100k_open_interest":3435553.753997462,"gamma_exposure_flip":7.875957137024084,"gamma_exposure_flip_distance_pct":-55.60339775287575,"call_wall":22,"call_wall_distance_pct":24.01353034861581,"put_wall":16,"put_wall_distance_pct":-9.808341564643046,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1089},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":17.74,"totalOi":52205,"analysisCoverage":1,"avgIvPct":277.3,"ivRank":81.9,"iv52wHighPct":315.3,"iv52wLowPct":104.8,"frontDte":35,"termPremiumPp":-0.5165,"riskReversalFrontPp":-42.65,"riskReversal30dPp":-42.65,"butterflyFrontPp":12.33,"butterfly30dPp":12.33,"putCallOiRatio":0.247,"putCallOiFrontRatio":0.158,"putCallVolumeFrontRatio":0.003,"optionVolume":12431,"volumeOiRatio":0.238119,"netDeltaNormalized":0.16677,"dealerDeltaNormalized":-0.1666,"gexPer100kOi":2637891.926061,"vannaPer100kOi":770.041184,"charmPer100kOi":-162861.794847,"weekendDeltaShiftPer100kOi":-488583.469016,"ivSurfaceRangePp":57,"gammaFlipDistancePct":-26.32469,"maxPainDistancePct":-4.171364,"peakCallDistancePct":1.465614,"peakPutDistancePct":46.561443},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VIXY.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."}