{"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/VSH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VSH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSH.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":"VSH","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":27.709999084472656,"previous_close":28.760000228881836,"delta_neutral":37.52787242651108,"gamma_neutral":29.582912741267528,"gamma_max":38.805323842567724,"total_open_interest":79180,"previous_open_interest":107689,"listed_contracts":168,"listed_calls":110,"listed_puts":75,"gamma_max_distance_pct":40.0408701720685,"delta_neutral_distance_pct":35.4307963421763,"gamma_neutral_distance_pct":6.7589813016066165,"open_interest_change_1d_pct":-26.473455970433378,"call_open_interest":37177,"put_open_interest":42003,"put_call_open_interest_ratio":1.1298114425585712,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":8.264168138535052,"all_expiration_max_pain":45,"net_gamma_exposure":-344404.3701625914,"net_gamma_exposure_per_100k_open_interest":-434963.8420846064,"gamma_exposure_flip":29.582912741267528,"gamma_exposure_flip_distance_pct":6.7589813016066165,"call_wall":35,"call_wall_distance_pct":26.308196161624224,"put_wall":45,"put_wall_distance_pct":62.39625220780258,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":716},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":27.71,"totalOi":109258,"analysisCoverage":0.8889,"avgIvPct":1377.5,"ivRank":100,"iv52wHighPct":1377.5,"iv52wLowPct":97.37,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-3.31,"riskReversal30dPp":-3.31,"butterflyFrontPp":-0.71,"butterfly30dPp":-0.71,"putCallOiRatio":0.966,"putCallOiFrontRatio":0.179,"putCallVolumeFrontRatio":0.1,"optionVolume":2854,"volumeOiRatio":0.026122,"netDeltaNormalized":-0.132222,"dealerDeltaNormalized":0.132222,"gexPer100kOi":14200.140951,"vannaPer100kOi":626.041114,"charmPer100kOi":-47381.427447,"weekendDeltaShiftPer100kOi":-142145.197606,"ivSurfaceRangePp":25.5,"gammaFlipDistancePct":-80.476362,"maxPainDistancePct":62.396247,"peakCallDistancePct":8.264165,"peakPutDistancePct":-9.779863},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSH.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."}