{"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/PARR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PARR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PARR.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":"PARR","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":84,"previous_close":86.20999908447266,"delta_neutral":65.48439382198163,"gamma_neutral":47.59806585063646,"gamma_max":89.3676306148554,"total_open_interest":15844,"previous_open_interest":15754,"listed_contracts":154,"listed_calls":114,"listed_puts":83,"gamma_max_distance_pct":6.390036446256429,"delta_neutral_distance_pct":-22.04238830716473,"gamma_neutral_distance_pct":-43.335635892099454,"open_interest_change_1d_pct":0.5712834835597308,"call_open_interest":13108,"put_open_interest":2736,"put_call_open_interest_ratio":0.20872749465974977,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-40.476190476190474,"all_expiration_max_pain":50,"net_gamma_exposure":917311.6304702691,"net_gamma_exposure_per_100k_open_interest":5789646.746214776,"gamma_exposure_flip":47.59806585063646,"gamma_exposure_flip_distance_pct":-43.335635892099454,"call_wall":100,"call_wall_distance_pct":19.047619047619047,"put_wall":80,"put_wall_distance_pct":-4.761904761904762,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1741},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PARR","price":84,"totalOi":15844,"analysisCoverage":1,"avgIvPct":85.7,"ivRank":77.6,"iv52wHighPct":90.91,"iv52wLowPct":67.6,"frontDte":14,"frontAtmIvPct":59.1277,"backAtmIvPct":65.0934,"termPremiumPp":-5.9657,"expectedMoveFrontPct":11.58,"straddleFrontPct":8.57,"straddle30dPct":8.57,"riskReversalFrontPp":-8.63,"riskReversal30dPp":-8.63,"butterflyFrontPp":23.12,"butterfly30dPp":23.12,"putCallOiRatio":0.209,"putCallOiFrontRatio":0.175,"putCallVolumeFrontRatio":6.708,"optionVolume":260,"volumeOiRatio":0.01641,"netDeltaNormalized":0.490459,"dealerDeltaNormalized":-0.490459,"gexPer100kOi":5712566.46049,"vannaPer100kOi":-340.823024,"charmPer100kOi":-9971225.700581,"weekendDeltaShiftPer100kOi":-29913677.101742,"ivSurfaceRangePp":62.2,"gammaFlipDistancePct":-46.190476,"maxPainDistancePct":-40.47619,"peakCallDistancePct":7.142857,"peakPutDistancePct":-10.714286},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PARR.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."}