{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/PALL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PALL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PALL.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"PALL","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":21.25,"previous_close":21.469999313354492,"delta_neutral":21.15192081114492,"gamma_neutral":21.25,"gamma_max":25.941373374953663,"total_open_interest":27621,"previous_open_interest":26452,"listed_contracts":200,"listed_calls":129,"listed_puts":88,"gamma_max_distance_pct":22.07705117625253,"delta_neutral_distance_pct":-0.46154912402391135,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":4.419325570845305,"call_open_interest":15673,"put_open_interest":11948,"put_call_open_interest_ratio":0.7623301218656288,"nearest_expiration_max_pain":24,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":12.941176470588237,"all_expiration_max_pain":22,"net_gamma_exposure":282620.50897626794,"net_gamma_exposure_per_100k_open_interest":1023208.8229110747,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":22,"call_wall_distance_pct":3.5294117647058822,"put_wall":22,"put_wall_distance_pct":3.5294117647058822,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":1342},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PALL","price":21.25,"totalOi":27621,"analysisCoverage":1,"avgIvPct":64.2,"ivRank":16,"iv52wHighPct":134.9,"iv52wLowPct":50.69,"frontDte":14,"frontAtmIvPct":33.0359,"backAtmIvPct":35.699,"termPremiumPp":-2.6631,"expectedMoveFrontPct":6.47,"straddleFrontPct":5.18,"straddle30dPct":5.18,"riskReversalFrontPp":25.83,"riskReversal30dPp":25.83,"butterflyFrontPp":16.6,"butterfly30dPp":16.6,"putCallOiRatio":0.762,"putCallOiFrontRatio":1.949,"putCallVolumeFrontRatio":3.655,"optionVolume":1173,"volumeOiRatio":0.042468,"netDeltaNormalized":0.028917,"dealerDeltaNormalized":-0.028915,"gexPer100kOi":257873.103798,"vannaPer100kOi":2671.880091,"charmPer100kOi":87556.569277,"weekendDeltaShiftPer100kOi":262666.087397,"ivSurfaceRangePp":166.3,"gammaFlipDistancePct":26.964706,"maxPainDistancePct":3.529412,"peakCallDistancePct":3.529412,"peakPutDistancePct":17.647059},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PALL.json?date=2026-10-02","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."}