{"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/PFSI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PFSI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PFSI.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":"PFSI","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":62,"previous_close":61.95000076293945,"delta_neutral":71.66351158348265,"gamma_neutral":83.07582923771854,"gamma_max":106.87665667907604,"total_open_interest":24391,"previous_open_interest":23414,"listed_contracts":125,"listed_calls":77,"listed_puts":50,"gamma_max_distance_pct":72.38170432109038,"delta_neutral_distance_pct":15.586309005617169,"gamma_neutral_distance_pct":33.99327296406216,"open_interest_change_1d_pct":4.172717177756898,"call_open_interest":14283,"put_open_interest":10108,"put_call_open_interest_ratio":0.7076944619477701,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":12.903225806451612,"all_expiration_max_pain":80,"net_gamma_exposure":-253797.2278640725,"net_gamma_exposure_per_100k_open_interest":-1040536.3776149912,"gamma_exposure_flip":83.07582923771854,"gamma_exposure_flip_distance_pct":33.99327296406216,"call_wall":65,"call_wall_distance_pct":4.838709677419355,"put_wall":65,"put_wall_distance_pct":4.838709677419355,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1431},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PFSI","price":62,"totalOi":24391,"analysisCoverage":0.9444,"avgIvPct":67.2,"ivRank":29.2,"iv52wHighPct":83.7,"iv52wLowPct":60.4,"frontDte":14,"frontAtmIvPct":40.1333,"backAtmIvPct":44.269,"termPremiumPp":-4.1357,"expectedMoveFrontPct":7.86,"straddleFrontPct":13.27,"straddle30dPct":13.27,"riskReversalFrontPp":-46.78,"riskReversal30dPp":-46.78,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.708,"putCallOiFrontRatio":0.753,"putCallVolumeFrontRatio":0,"optionVolume":528,"volumeOiRatio":0.021647,"netDeltaNormalized":-0.17943,"dealerDeltaNormalized":0.17943,"gexPer100kOi":-758197.40888,"vannaPer100kOi":2287.72908,"charmPer100kOi":79512.935099,"weekendDeltaShiftPer100kOi":238542.90517,"ivSurfaceRangePp":41.3,"gammaFlipDistancePct":-5.903226,"maxPainDistancePct":29.032258,"peakCallDistancePct":4.83871,"peakPutDistancePct":4.83871},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PFSI.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."}