{"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/PCYO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PCYO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PCYO.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":"PCYO","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":10.899999618530273,"previous_close":10.890000343322754,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":818,"previous_open_interest":818,"listed_contracts":15,"listed_calls":7,"listed_puts":8,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":319,"put_open_interest":499,"put_call_open_interest_ratio":1.5642633228840126,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-8.256877523190473,"all_expiration_max_pain":12.5,"net_gamma_exposure":-62792.858500261704,"net_gamma_exposure_per_100k_open_interest":-7676388.569714145,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":37.61468371521429,"put_wall":10,"put_wall_distance_pct":-8.256877523190473,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3788},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PCYO","price":10.9,"totalOi":818,"analysisCoverage":0.8333,"avgIvPct":88.3,"ivRank":29.9,"iv52wHighPct":112.66,"iv52wLowPct":77.9,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-48.4,"riskReversal30dPp":-48.4,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.564,"putCallOiFrontRatio":8.5,"putCallVolumeFrontRatio":0,"optionVolume":458,"volumeOiRatio":0.559902,"netDeltaNormalized":-0.09879,"dealerDeltaNormalized":0.09879,"gexPer100kOi":-972414.425428,"vannaPer100kOi":4400.977995,"charmPer100kOi":6968.215159,"weekendDeltaShiftPer100kOi":20782.396088,"ivSurfaceRangePp":123.2,"gammaFlipDistancePct":null,"maxPainDistancePct":14.678899,"peakCallDistancePct":14.678899,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PCYO.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."}