{"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/VLTO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VLTO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VLTO.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":"VLTO","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":101.05000305175781,"previous_close":100.95999908447266,"delta_neutral":87.67523426789481,"gamma_neutral":77.19495122657415,"gamma_max":105.81023311018595,"total_open_interest":1662,"previous_open_interest":3541,"listed_contracts":42,"listed_calls":27,"listed_puts":23,"gamma_max_distance_pct":4.710766862609539,"delta_neutral_distance_pct":-13.235792558078844,"gamma_neutral_distance_pct":-23.60717575927742,"open_interest_change_1d_pct":-53.06410618469359,"call_open_interest":1495,"put_open_interest":167,"put_call_open_interest_ratio":0.1117056856187291,"nearest_expiration_max_pain":95,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.987137920875669,"all_expiration_max_pain":80,"net_gamma_exposure":309097.92852761113,"net_gamma_exposure_per_100k_open_interest":18597949.97157708,"gamma_exposure_flip":77.19495122657415,"gamma_exposure_flip_distance_pct":-23.60717575927742,"call_wall":110,"call_wall_distance_pct":8.856998196880804,"put_wall":90,"put_wall_distance_pct":-10.93518329346116,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":3203},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":101.05,"totalOi":3542,"analysisCoverage":0.9444,"avgIvPct":236,"ivRank":75.2,"iv52wHighPct":301.3,"iv52wLowPct":37.9,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":-1.25,"butterfly30dPp":-1.25,"putCallOiRatio":0.107,"putCallOiFrontRatio":0.76,"putCallVolumeFrontRatio":0,"optionVolume":74,"volumeOiRatio":0.020892,"netDeltaNormalized":0.320685,"dealerDeltaNormalized":-0.175824,"gexPer100kOi":9128447.487295,"vannaPer100kOi":1722.190853,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":14.8,"gammaFlipDistancePct":-35.6952,"maxPainDistancePct":-20.831272,"peakCallDistancePct":3.908956,"peakPutDistancePct":-1.03909},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VLTO.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."}