{"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/PEG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PEG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEG.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":"PEG","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":68.08000183105469,"previous_close":67.87999725341797,"delta_neutral":67.24175889898325,"gamma_neutral":55.45372065134735,"gamma_max":78.81239463735511,"total_open_interest":14922,"previous_open_interest":14807,"listed_contracts":129,"listed_calls":76,"listed_puts":55,"gamma_max_distance_pct":15.764383839080399,"delta_neutral_distance_pct":-1.231261617988197,"gamma_neutral_distance_pct":-18.54624095199107,"open_interest_change_1d_pct":0.7766596879854123,"call_open_interest":11859,"put_open_interest":3063,"put_call_open_interest_ratio":0.25828484695168225,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.8202087504491007,"all_expiration_max_pain":72.5,"net_gamma_exposure":849023.9129317605,"net_gamma_exposure_per_100k_open_interest":5689746.099261229,"gamma_exposure_flip":55.45372065134735,"gamma_exposure_flip_distance_pct":-18.54624095199107,"call_wall":85,"call_wall_distance_pct":24.853110625545337,"put_wall":70,"put_wall_distance_pct":2.8202087504491007,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1780},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PEG","price":68.08,"totalOi":14922,"analysisCoverage":0.9444,"avgIvPct":35.3,"ivRank":1.7,"iv52wHighPct":64.53,"iv52wLowPct":34.8,"frontDte":14,"frontAtmIvPct":22.6197,"backAtmIvPct":22.8714,"termPremiumPp":-0.2517,"expectedMoveFrontPct":4.43,"straddleFrontPct":3.34,"straddle30dPct":3.34,"riskReversalFrontPp":-50.35,"riskReversal30dPp":-50.35,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.258,"putCallOiFrontRatio":0.241,"putCallVolumeFrontRatio":0.182,"optionVolume":360,"volumeOiRatio":0.024125,"netDeltaNormalized":0.032559,"dealerDeltaNormalized":-0.032557,"gexPer100kOi":4407850.824286,"vannaPer100kOi":4496.716258,"charmPer100kOi":-356540.678193,"weekendDeltaShiftPer100kOi":-1069628.736094,"ivSurfaceRangePp":63.1,"gammaFlipDistancePct":13.175676,"maxPainDistancePct":6.492362,"peakCallDistancePct":6.492362,"peakPutDistancePct":10.164512},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEG.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."}