{"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/PERI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PERI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PERI.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":"PERI","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":8.5,"previous_close":8.760000228881836,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":7317,"previous_open_interest":7287,"listed_contracts":16,"listed_calls":18,"listed_puts":9,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0.41169205434335115,"call_open_interest":5929,"put_open_interest":1388,"put_call_open_interest_ratio":0.23410355877888345,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-41.17647058823529,"all_expiration_max_pain":7.5,"net_gamma_exposure":396394.37262306944,"net_gamma_exposure_per_100k_open_interest":5417443.9336212855,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":7.5,"call_wall_distance_pct":-11.76470588235294,"put_wall":7.5,"put_wall_distance_pct":-11.76470588235294,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2312},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PERI","price":8.5,"totalOi":7317,"analysisCoverage":0.7778,"avgIvPct":412.3,"ivRank":60.2,"iv52wHighPct":631.1,"iv52wLowPct":81.91,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-204.9,"riskReversal30dPp":-204.9,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.234,"putCallOiFrontRatio":0.128,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.00041,"netDeltaNormalized":0.567979,"dealerDeltaNormalized":-0.510381,"gexPer100kOi":509586.169195,"vannaPer100kOi":-915.675823,"charmPer100kOi":-2956156.894902,"weekendDeltaShiftPer100kOi":-8868457.017904,"ivSurfaceRangePp":105.5,"gammaFlipDistancePct":null,"maxPainDistancePct":-11.764706,"peakCallDistancePct":null,"peakPutDistancePct":17.647059},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PERI.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."}