{"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/VNO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VNO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VNO.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":"VNO","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":32.93000030517578,"previous_close":33.22999954223633,"delta_neutral":29.94144686595137,"gamma_neutral":23.425354481004064,"gamma_max":37.22907529156402,"total_open_interest":8561,"previous_open_interest":9121,"listed_contracts":105,"listed_calls":62,"listed_puts":53,"gamma_max_distance_pct":13.055192670959476,"delta_neutral_distance_pct":-9.075473463493058,"gamma_neutral_distance_pct":-28.863181706918546,"open_interest_change_1d_pct":-6.139677666922486,"call_open_interest":6440,"put_open_interest":2121,"put_call_open_interest_ratio":0.3293478260869565,"nearest_expiration_max_pain":33,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.21257119397358926,"all_expiration_max_pain":33,"net_gamma_exposure":463763.80292156537,"net_gamma_exposure_per_100k_open_interest":5417168.589201791,"gamma_exposure_flip":23.425354481004064,"gamma_exposure_flip_distance_pct":-28.863181706918546,"call_wall":35,"call_wall_distance_pct":6.2860603572447165,"put_wall":35,"put_wall_distance_pct":6.2860603572447165,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2081},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":32.93,"totalOi":9152,"analysisCoverage":1,"avgIvPct":282.3,"ivRank":100,"iv52wHighPct":282.3,"iv52wLowPct":50.06,"frontDte":35,"termPremiumPp":-5.5303,"riskReversalFrontPp":-1.14,"riskReversal30dPp":-1.14,"butterflyFrontPp":0.66,"butterfly30dPp":0.66,"putCallOiRatio":0.37,"putCallOiFrontRatio":0.242,"putCallVolumeFrontRatio":0.1,"optionVolume":100,"volumeOiRatio":0.010927,"netDeltaNormalized":0.104374,"dealerDeltaNormalized":-0.10246,"gexPer100kOi":1340686.625874,"vannaPer100kOi":4676.573427,"charmPer100kOi":-4305.06993,"weekendDeltaShiftPer100kOi":-12915.20979,"ivSurfaceRangePp":50.4,"gammaFlipDistancePct":18.493775,"maxPainDistancePct":0.212572,"peakCallDistancePct":18.43304,"peakPutDistancePct":-24.081385},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VNO.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."}