{"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/VSXY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VSXY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSXY.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":"VSXY","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":87.33999633789062,"previous_close":90.52999877929688,"delta_neutral":73.44278370081912,"gamma_neutral":69.32007622492793,"gamma_max":90.63554644018694,"total_open_interest":24962,"previous_open_interest":28422,"listed_contracts":233,"listed_calls":180,"listed_puts":141,"gamma_max_distance_pct":3.773242775906337,"delta_neutral_distance_pct":-15.91162493676736,"gamma_neutral_distance_pct":-20.63192222180702,"open_interest_change_1d_pct":-12.173668285131237,"call_open_interest":17280,"put_open_interest":7682,"put_call_open_interest_ratio":0.4445601851851852,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.6791807144551787,"all_expiration_max_pain":42,"net_gamma_exposure":442249.917538518,"net_gamma_exposure_per_100k_open_interest":1771692.6429713888,"gamma_exposure_flip":69.32007622492793,"gamma_exposure_flip_distance_pct":-20.63192222180702,"call_wall":85,"call_wall_distance_pct":-2.6791807144551787,"put_wall":70,"put_wall_distance_pct":-19.85344294131603,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1330},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":87.34,"totalOi":28656,"analysisCoverage":1,"avgIvPct":213.2,"ivRank":99.2,"iv52wHighPct":214.4,"iv52wLowPct":68.6,"frontDte":35,"termPremiumPp":-8.4996,"riskReversalFrontPp":-1.05,"riskReversal30dPp":-1.05,"butterflyFrontPp":-4.7,"butterfly30dPp":-4.7,"putCallOiRatio":0.505,"putCallOiFrontRatio":0.319,"putCallVolumeFrontRatio":0.384,"optionVolume":567,"volumeOiRatio":0.019786,"netDeltaNormalized":0.442454,"dealerDeltaNormalized":-0.442454,"gexPer100kOi":3061190.745394,"vannaPer100kOi":-331.518705,"charmPer100kOi":-363550.390843,"weekendDeltaShiftPer100kOi":-1090647.682859,"ivSurfaceRangePp":19.4,"gammaFlipDistancePct":-94.88207,"maxPainDistancePct":-48.477215,"peakCallDistancePct":3.045569,"peakPutDistancePct":-19.853446},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VSXY.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."}