{"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/PCRX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PCRX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PCRX.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":"PCRX","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":25.209999084472656,"previous_close":25.010000228881836,"delta_neutral":21.796788306334648,"gamma_neutral":17.600619487309693,"gamma_max":27.298905536253905,"total_open_interest":805,"previous_open_interest":795,"listed_contracts":44,"listed_calls":31,"listed_puts":20,"gamma_max_distance_pct":8.286023513058547,"delta_neutral_distance_pct":-13.539115042016297,"gamma_neutral_distance_pct":-30.18397411148552,"open_interest_change_1d_pct":1.257861635220126,"call_open_interest":526,"put_open_interest":279,"put_call_open_interest_ratio":0.5304182509505704,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.8329991753232506,"all_expiration_max_pain":22.5,"net_gamma_exposure":41534.679754287885,"net_gamma_exposure_per_100k_open_interest":5159587.547116507,"gamma_exposure_flip":17.600619487309693,"gamma_exposure_flip_distance_pct":-30.18397411148552,"call_wall":30,"call_wall_distance_pct":19.0004009896121,"put_wall":25,"put_wall_distance_pct":-0.8329991753232506,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3795},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PCRX","price":25.21,"totalOi":805,"analysisCoverage":0.9444,"avgIvPct":90.1,"ivRank":72.8,"iv52wHighPct":99.21,"iv52wLowPct":65.7,"frontDte":14,"frontAtmIvPct":57.3406,"backAtmIvPct":52.757,"termPremiumPp":4.5836,"expectedMoveFrontPct":11.23,"straddleFrontPct":17.35,"straddle30dPct":17.35,"riskReversalFrontPp":98.55,"riskReversal30dPp":98.55,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.53,"putCallOiFrontRatio":1.92,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.200957,"dealerDeltaNormalized":-0.200969,"gexPer100kOi":1477355.279503,"vannaPer100kOi":2484.47205,"charmPer100kOi":-4720.496894,"weekendDeltaShiftPer100kOi":-14037.267081,"ivSurfaceRangePp":69.8,"gammaFlipDistancePct":-11.186037,"maxPainDistancePct":-10.749702,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PCRX.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."}