{"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/VTI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTI.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":"VTI","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":374.07000732421875,"previous_close":378.4200134277344,"delta_neutral":345.5102801384455,"gamma_neutral":332.4100300362424,"gamma_max":391.8358519726375,"total_open_interest":43592,"previous_open_interest":52836,"listed_contracts":611,"listed_calls":430,"listed_puts":300,"gamma_max_distance_pct":4.74933683550323,"delta_neutral_distance_pct":-7.634861557082702,"gamma_neutral_distance_pct":-11.136946687059108,"open_interest_change_1d_pct":-17.495646907411615,"call_open_interest":26389,"put_open_interest":17203,"put_call_open_interest_ratio":0.6519004130508924,"nearest_expiration_max_pain":375,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.24861460624272794,"all_expiration_max_pain":345,"net_gamma_exposure":4663775.95730538,"net_gamma_exposure_per_100k_open_interest":10698696.910684025,"gamma_exposure_flip":332.4100300362424,"gamma_exposure_flip_distance_pct":-11.136946687059108,"call_wall":390,"call_wall_distance_pct":4.258559190492437,"put_wall":380,"put_wall_distance_pct":1.585262800992631,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":995},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":374.07,"totalOi":53706,"analysisCoverage":1,"avgIvPct":35.4,"ivRank":69.9,"iv52wHighPct":42.21,"iv52wLowPct":19.6,"frontDte":35,"termPremiumPp":-0.1042,"riskReversalFrontPp":7.08,"riskReversal30dPp":7.08,"butterflyFrontPp":4.28,"butterfly30dPp":4.28,"putCallOiRatio":0.61,"putCallOiFrontRatio":0.642,"putCallVolumeFrontRatio":0.336,"optionVolume":2853,"volumeOiRatio":0.053123,"netDeltaNormalized":0.146878,"dealerDeltaNormalized":-0.141547,"gexPer100kOi":2375181.80464,"vannaPer100kOi":2167.355603,"charmPer100kOi":11574.125796,"weekendDeltaShiftPer100kOi":34720.515399,"ivSurfaceRangePp":29.3,"gammaFlipDistancePct":16.258989,"maxPainDistancePct":-6.434625,"peakCallDistancePct":2.921913,"peakPutDistancePct":-1.088032},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTI.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."}