{"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/VTWO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/VTWO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTWO.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":"VTWO","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":109.25,"previous_close":111.08999633789062,"delta_neutral":98.25098526761592,"gamma_neutral":80.95964664985706,"gamma_max":111.90000210043665,"total_open_interest":1070,"previous_open_interest":1219,"listed_contracts":92,"listed_calls":59,"listed_puts":34,"gamma_max_distance_pct":2.4256312132143263,"delta_neutral_distance_pct":-10.067748038795498,"gamma_neutral_distance_pct":-25.895060274730376,"open_interest_change_1d_pct":-12.223133716160788,"call_open_interest":868,"put_open_interest":202,"put_call_open_interest_ratio":0.23271889400921658,"nearest_expiration_max_pain":109,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.2288329519450801,"all_expiration_max_pain":103,"net_gamma_exposure":202466.39204257284,"net_gamma_exposure_per_100k_open_interest":18922092.714259144,"gamma_exposure_flip":80.95964664985706,"gamma_exposure_flip_distance_pct":-25.895060274730376,"call_wall":110,"call_wall_distance_pct":0.6864988558352403,"put_wall":109,"put_wall_distance_pct":-0.2288329519450801,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3502},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":109.25,"totalOi":1290,"analysisCoverage":0.9444,"avgIvPct":130,"ivRank":100,"iv52wHighPct":130,"iv52wLowPct":23.3,"frontDte":35,"termPremiumPp":-0.4599,"riskReversalFrontPp":9.66,"riskReversal30dPp":9.66,"butterflyFrontPp":4.89,"butterfly30dPp":4.89,"putCallOiRatio":0.236,"putCallOiFrontRatio":0.372,"putCallVolumeFrontRatio":1.667,"optionVolume":27,"volumeOiRatio":0.02093,"netDeltaNormalized":0.196037,"dealerDeltaNormalized":-0.195581,"gexPer100kOi":21827948.837209,"vannaPer100kOi":-310.077519,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":32.9,"gammaFlipDistancePct":-9.217391,"maxPainDistancePct":-3.89016,"peakCallDistancePct":4.347826,"peakPutDistancePct":-3.89016},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/VTWO.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."}