{"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/VSNT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VSNT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSNT.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":"VSNT","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":31.770000457763672,"previous_close":31.239999771118164,"delta_neutral":32.93235679684958,"gamma_neutral":32.853422790076664,"gamma_max":39.58452274341829,"total_open_interest":10790,"previous_open_interest":11693,"listed_contracts":46,"listed_calls":34,"listed_puts":22,"gamma_max_distance_pct":24.59717397877775,"delta_neutral_distance_pct":3.6586601269685035,"gamma_neutral_distance_pct":3.4102055923900205,"open_interest_change_1d_pct":-7.722569058411015,"call_open_interest":6392,"put_open_interest":4398,"put_call_open_interest_ratio":0.6880475594493116,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":10.166822460485704,"all_expiration_max_pain":35,"net_gamma_exposure":-229751.46501132962,"net_gamma_exposure_per_100k_open_interest":-2129299.953765798,"gamma_exposure_flip":32.853422790076664,"gamma_exposure_flip_distance_pct":3.4102055923900205,"call_wall":35,"call_wall_distance_pct":10.166822460485704,"put_wall":30,"put_wall_distance_pct":-5.571295033869396,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1906},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":31.77,"totalOi":11624,"analysisCoverage":0.8333,"avgIvPct":253.7,"ivRank":78.2,"iv52wHighPct":310,"iv52wLowPct":51.4,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":5.18,"riskReversal30dPp":5.18,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.636,"putCallOiFrontRatio":0.862,"putCallVolumeFrontRatio":0.028,"optionVolume":450,"volumeOiRatio":0.038713,"netDeltaNormalized":-0.038111,"dealerDeltaNormalized":0.037505,"gexPer100kOi":-526349.621473,"vannaPer100kOi":3208.878183,"charmPer100kOi":117592.911218,"weekendDeltaShiftPer100kOi":352770.130764,"ivSurfaceRangePp":26.4,"gammaFlipDistancePct":null,"maxPainDistancePct":10.166824,"peakCallDistancePct":10.166824,"peakPutDistancePct":-5.571294},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSNT.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."}