{"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/PEN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PEN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEN.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":"PEN","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":317.54998779296875,"previous_close":318,"delta_neutral":459.64904343036835,"gamma_neutral":317.54998779296875,"gamma_max":500,"total_open_interest":12275,"previous_open_interest":12262,"listed_contracts":305,"listed_calls":116,"listed_puts":220,"gamma_max_distance_pct":57.45552486872781,"delta_neutral_distance_pct":44.74856277747462,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.10601859403033763,"call_open_interest":3986,"put_open_interest":8289,"put_call_open_interest_ratio":2.079528349222278,"nearest_expiration_max_pain":360,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":13.367977905484016,"all_expiration_max_pain":360,"net_gamma_exposure":-240143.6064418676,"net_gamma_exposure_per_100k_open_interest":-1956363.3926017727,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":330,"call_wall_distance_pct":3.9206464133603474,"put_wall":300,"put_wall_distance_pct":-5.526685078763321,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1935},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PEN","price":317.55,"totalOi":12275,"analysisCoverage":0.8889,"avgIvPct":135.6,"ivRank":100,"iv52wHighPct":135.6,"iv52wLowPct":119.9,"frontDte":14,"frontAtmIvPct":34.7209,"backAtmIvPct":86.6001,"termPremiumPp":-51.8792,"expectedMoveFrontPct":6.8,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-184.08,"riskReversal30dPp":-184.08,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.08,"putCallOiFrontRatio":1.901,"putCallVolumeFrontRatio":0,"optionVolume":55,"volumeOiRatio":0.004481,"netDeltaNormalized":-0.102152,"dealerDeltaNormalized":0.099655,"gexPer100kOi":5277992.016293,"vannaPer100kOi":4382.892057,"charmPer100kOi":-3883503.05499,"weekendDeltaShiftPer100kOi":-11650509.164969,"ivSurfaceRangePp":233.1,"gammaFlipDistancePct":10.782554,"maxPainDistancePct":13.367974,"peakCallDistancePct":null,"peakPutDistancePct":-5.526689},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEN.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."}