{"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/VTV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTV.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":"VTV","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":223.41000366210938,"previous_close":222.97000122070312,"delta_neutral":202.59711044786744,"gamma_neutral":140.38048337402827,"gamma_max":226.418108354594,"total_open_interest":7380,"previous_open_interest":7933,"listed_contracts":129,"listed_calls":87,"listed_puts":55,"gamma_max_distance_pct":1.3464503125089087,"delta_neutral_distance_pct":-9.316007731560605,"gamma_neutral_distance_pct":-37.164638524269904,"open_interest_change_1d_pct":-6.970881129459221,"call_open_interest":5247,"put_open_interest":2133,"put_call_open_interest_ratio":0.4065180102915952,"nearest_expiration_max_pain":200,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-10.47849392523856,"all_expiration_max_pain":205,"net_gamma_exposure":1469887.9550549928,"net_gamma_exposure_per_100k_open_interest":19917180.96280478,"gamma_exposure_flip":140.38048337402827,"gamma_exposure_flip_distance_pct":-37.164638524269904,"call_wall":230,"call_wall_distance_pct":2.949731985975656,"put_wall":220,"put_wall_distance_pct":-1.5263433177624157,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2185},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":223.41,"totalOi":8181,"analysisCoverage":1,"avgIvPct":43.2,"ivRank":98.7,"iv52wHighPct":43.6,"iv52wLowPct":13.6,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":4.02,"riskReversal30dPp":4.02,"butterflyFrontPp":9.82,"butterfly30dPp":9.82,"putCallOiRatio":0.425,"putCallOiFrontRatio":0.284,"putCallVolumeFrontRatio":1,"optionVolume":815,"volumeOiRatio":0.099621,"netDeltaNormalized":0.326258,"dealerDeltaNormalized":-0.316728,"gexPer100kOi":63686276.005378,"vannaPer100kOi":550.055006,"charmPer100kOi":-598056.472314,"weekendDeltaShiftPer100kOi":-1794157.193497,"ivSurfaceRangePp":38.8,"gammaFlipDistancePct":-11.167808,"maxPainDistancePct":-8.240455,"peakCallDistancePct":2.949734,"peakPutDistancePct":-3.764379},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTV.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."}