{"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/PGNY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PGNY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PGNY.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":"PGNY","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":25.229999542236328,"previous_close":24.850000381469727,"delta_neutral":21.990783188988015,"gamma_neutral":16.16903194226526,"gamma_max":29.170796952084654,"total_open_interest":5298,"previous_open_interest":5295,"listed_contracts":33,"listed_calls":28,"listed_puts":16,"gamma_max_distance_pct":15.619490611766468,"delta_neutral_distance_pct":-12.838749155844006,"gamma_neutral_distance_pct":-35.91346715961107,"open_interest_change_1d_pct":0.05665722379603399,"call_open_interest":4606,"put_open_interest":692,"put_call_open_interest_ratio":0.15023881893182806,"nearest_expiration_max_pain":22.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-10.82045022500364,"all_expiration_max_pain":25,"net_gamma_exposure":455961.44864434516,"net_gamma_exposure_per_100k_open_interest":8606293.858896662,"gamma_exposure_flip":16.16903194226526,"gamma_exposure_flip_distance_pct":-35.91346715961107,"call_wall":30,"call_wall_distance_pct":18.906066366661815,"put_wall":25,"put_wall_distance_pct":-0.9116113611151557,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2542},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PGNY","price":25.23,"totalOi":5298,"analysisCoverage":0.9444,"avgIvPct":79.5,"ivRank":30.5,"iv52wHighPct":96.1,"iv52wLowPct":72.2,"frontDte":14,"frontAtmIvPct":38.6015,"backAtmIvPct":49.2362,"termPremiumPp":-10.6347,"expectedMoveFrontPct":7.56,"straddleFrontPct":14.17,"straddle30dPct":14.17,"riskReversalFrontPp":7.87,"riskReversal30dPp":7.87,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.15,"putCallOiFrontRatio":0.028,"putCallVolumeFrontRatio":0.5,"optionVolume":10,"volumeOiRatio":0.001888,"netDeltaNormalized":0.146958,"dealerDeltaNormalized":-0.144543,"gexPer100kOi":2237313.325783,"vannaPer100kOi":5643.639109,"charmPer100kOi":-91864.854662,"weekendDeltaShiftPer100kOi":-275594.563986,"ivSurfaceRangePp":22.4,"gammaFlipDistancePct":-23.662307,"maxPainDistancePct":-0.911613,"peakCallDistancePct":-10.820452,"peakPutDistancePct":-0.911613},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PGNY.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."}