{"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/VOLT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VOLT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VOLT.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":"VOLT","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":34.209999084472656,"previous_close":34.59000015258789,"delta_neutral":28.219520204624274,"gamma_neutral":34.209999084472656,"gamma_max":38.38421981107745,"total_open_interest":1063,"previous_open_interest":1109,"listed_contracts":47,"listed_calls":33,"listed_puts":16,"gamma_max_distance_pct":12.201756323634054,"delta_neutral_distance_pct":-17.510900438951953,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-4.147880973850315,"call_open_interest":998,"put_open_interest":65,"put_call_open_interest_ratio":0.06513026052104208,"nearest_expiration_max_pain":34,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.6138529380083243,"all_expiration_max_pain":35,"net_gamma_exposure":129825.85701773879,"net_gamma_exposure_per_100k_open_interest":12213156.821988598,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":42,"call_wall_distance_pct":22.771122841283834,"put_wall":34,"put_wall_distance_pct":-0.6138529380083243,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3507},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":34.21,"totalOi":1111,"analysisCoverage":0.8333,"avgIvPct":139.4,"ivRank":100,"iv52wHighPct":139.4,"iv52wLowPct":28.6,"frontDte":35,"termPremiumPp":0.0659,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.068,"putCallOiFrontRatio":2.25,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.0027,"netDeltaNormalized":0.198155,"dealerDeltaNormalized":-0.198155,"gexPer100kOi":4100239.423942,"vannaPer100kOi":4590.459046,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":29.2,"gammaFlipDistancePct":3.244665,"maxPainDistancePct":2.309266,"peakCallDistancePct":8.15551,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VOLT.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."}