{"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/VLN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VLN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VLN.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":"VLN","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":1.590000033378601,"previous_close":1.6799999475479126,"delta_neutral":1.1727297699841701,"gamma_neutral":1.1975000250339507,"gamma_max":1.7454143510107785,"total_open_interest":28690,"previous_open_interest":30915,"listed_contracts":37,"listed_calls":27,"listed_puts":22,"gamma_max_distance_pct":9.77448518047742,"delta_neutral_distance_pct":-26.24341224117906,"gamma_neutral_distance_pct":-24.685534597796494,"open_interest_change_1d_pct":-7.197153485363092,"call_open_interest":23272,"put_open_interest":5418,"put_call_open_interest_ratio":0.23281196287383982,"nearest_expiration_max_pain":2,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":25.786160881404978,"all_expiration_max_pain":2,"net_gamma_exposure":710008.585899965,"net_gamma_exposure_per_100k_open_interest":2474759.7974902927,"gamma_exposure_flip":1.1975000250339507,"gamma_exposure_flip_distance_pct":-24.685534597796494,"call_wall":2,"call_wall_distance_pct":25.786160881404978,"put_wall":2.5,"put_wall_distance_pct":57.23270110175622,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1240},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":1.59,"totalOi":30923,"analysisCoverage":0.8333,"avgIvPct":2208.3,"ivRank":100,"iv52wHighPct":2208.3,"iv52wLowPct":122.9,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":45.59,"riskReversal30dPp":45.59,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.255,"putCallOiFrontRatio":0.223,"putCallVolumeFrontRatio":8.6,"optionVolume":650,"volumeOiRatio":0.02102,"netDeltaNormalized":0.115866,"dealerDeltaNormalized":-0.115836,"gexPer100kOi":43880.315623,"vannaPer100kOi":1723.636128,"charmPer100kOi":-178333.279436,"weekendDeltaShiftPer100kOi":-534999.838308,"ivSurfaceRangePp":35.5,"gammaFlipDistancePct":null,"maxPainDistancePct":25.786164,"peakCallDistancePct":57.232704,"peakPutDistancePct":25.786164},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VLN.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."}