{"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/PBYI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PBYI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PBYI.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":"PBYI","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":9.510000228881836,"previous_close":9.84000015258789,"delta_neutral":5.69902590808775,"gamma_neutral":3.9731831464752494,"gamma_max":9.438117054434318,"total_open_interest":2089,"previous_open_interest":2079,"listed_contracts":21,"listed_calls":18,"listed_puts":9,"gamma_max_distance_pct":-0.755869324053311,"delta_neutral_distance_pct":-40.07333574209779,"gamma_neutral_distance_pct":-58.220998413767575,"open_interest_change_1d_pct":0.48100048100048104,"call_open_interest":1783,"put_open_interest":306,"put_call_open_interest_ratio":0.17162086371284352,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.1524685523144,"all_expiration_max_pain":10,"net_gamma_exposure":196927.75701351248,"net_gamma_exposure_per_100k_open_interest":9426891.192604713,"gamma_exposure_flip":3.9731831464752494,"gamma_exposure_flip_distance_pct":-58.220998413767575,"call_wall":10,"call_wall_distance_pct":5.1524685523144,"put_wall":10,"put_wall_distance_pct":5.1524685523144,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3171},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PBYI","price":9.51,"totalOi":2089,"analysisCoverage":0.8333,"avgIvPct":116.5,"ivRank":53.3,"iv52wHighPct":141.25,"iv52wLowPct":88.2,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":137.17,"riskReversal30dPp":137.17,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.172,"putCallOiFrontRatio":0.147,"putCallVolumeFrontRatio":0,"optionVolume":100,"volumeOiRatio":0.04787,"netDeltaNormalized":0.325584,"dealerDeltaNormalized":-0.324342,"gexPer100kOi":867632.838679,"vannaPer100kOi":3015.797032,"charmPer100kOi":-757970.320728,"weekendDeltaShiftPer100kOi":-2273910.962183,"ivSurfaceRangePp":228.7,"gammaFlipDistancePct":-19.97897,"maxPainDistancePct":5.152471,"peakCallDistancePct":31.440589,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PBYI.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."}