{"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/PI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PI.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":"PI","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":189.61000061035156,"previous_close":183.8699951171875,"delta_neutral":168.86110460174118,"gamma_neutral":165.98858876306895,"gamma_max":197.4588362245169,"total_open_interest":4419,"previous_open_interest":4318,"listed_contracts":195,"listed_calls":131,"listed_puts":121,"gamma_max_distance_pct":4.139462891672405,"delta_neutral_distance_pct":-10.942933358905133,"gamma_neutral_distance_pct":-12.45789345036953,"open_interest_change_1d_pct":2.3390458545622974,"call_open_interest":2554,"put_open_interest":1865,"put_call_open_interest_ratio":0.7302270947533281,"nearest_expiration_max_pain":155,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-18.25325694791547,"all_expiration_max_pain":155,"net_gamma_exposure":301727.4783921912,"net_gamma_exposure_per_100k_open_interest":6827958.3252362795,"gamma_exposure_flip":165.98858876306895,"gamma_exposure_flip_distance_pct":-12.45789345036953,"call_wall":200,"call_wall_distance_pct":5.479668454302619,"put_wall":155,"put_wall_distance_pct":-18.25325694791547,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2654},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PI","price":189.61,"totalOi":4419,"analysisCoverage":0.9444,"avgIvPct":98.6,"ivRank":79.5,"iv52wHighPct":104.7,"iv52wLowPct":74.9,"frontDte":14,"frontAtmIvPct":55.5535,"backAtmIvPct":75.8195,"termPremiumPp":-20.266,"expectedMoveFrontPct":10.88,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":30.18,"riskReversal30dPp":30.18,"butterflyFrontPp":-3.11,"butterfly30dPp":-3.11,"putCallOiRatio":0.73,"putCallOiFrontRatio":0.707,"putCallVolumeFrontRatio":0.154,"optionVolume":184,"volumeOiRatio":0.041638,"netDeltaNormalized":0.253289,"dealerDeltaNormalized":-0.25203,"gexPer100kOi":13844195.519348,"vannaPer100kOi":633.627518,"charmPer100kOi":-5150396.017198,"weekendDeltaShiftPer100kOi":-15451210.68115,"ivSurfaceRangePp":80.3,"gammaFlipDistancePct":-1.729867,"maxPainDistancePct":-18.253257,"peakCallDistancePct":2.842677,"peakPutDistancePct":-34.075207},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PI.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."}