{"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/PESI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PESI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PESI.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":"PESI","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":15.5600004196167,"previous_close":15.40999984741211,"delta_neutral":13.152131564504895,"gamma_neutral":9.790313848850253,"gamma_max":17.681609255461268,"total_open_interest":12846,"previous_open_interest":12908,"listed_contracts":42,"listed_calls":30,"listed_puts":17,"gamma_max_distance_pct":13.635017857517717,"delta_neutral_distance_pct":-15.474735155380664,"gamma_neutral_distance_pct":-37.080246884135846,"open_interest_change_1d_pct":-0.4803222807561202,"call_open_interest":10814,"put_open_interest":2032,"put_call_open_interest_ratio":0.18790456815239504,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.5989743220745627,"all_expiration_max_pain":15,"net_gamma_exposure":1061590.0523368488,"net_gamma_exposure_per_100k_open_interest":8263973.628653658,"gamma_exposure_flip":9.790313848850253,"gamma_exposure_flip_distance_pct":-37.080246884135846,"call_wall":20,"call_wall_distance_pct":28.534700903900585,"put_wall":15,"put_wall_distance_pct":-3.5989743220745627,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1891},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PESI","price":15.56,"totalOi":12846,"analysisCoverage":0.9444,"avgIvPct":97.3,"ivRank":7.8,"iv52wHighPct":137.55,"iv52wLowPct":93.9,"frontDte":14,"frontAtmIvPct":95.84,"backAtmIvPct":84.5804,"termPremiumPp":11.2596,"expectedMoveFrontPct":18.77,"straddleFrontPct":24.1,"straddle30dPct":24.1,"riskReversalFrontPp":9.7,"riskReversal30dPp":9.7,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.188,"putCallOiFrontRatio":0.084,"putCallVolumeFrontRatio":0,"optionVolume":1251,"volumeOiRatio":0.097384,"netDeltaNormalized":0.183712,"dealerDeltaNormalized":-0.183712,"gexPer100kOi":1243734.8591,"vannaPer100kOi":3222.793087,"charmPer100kOi":-730904.561731,"weekendDeltaShiftPer100kOi":-2192713.685194,"ivSurfaceRangePp":35.7,"gammaFlipDistancePct":-29.241645,"maxPainDistancePct":-3.598972,"peakCallDistancePct":28.534704,"peakPutDistancePct":-51.799486},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PESI.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."}