{"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/PII","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PII.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PII.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":"PII","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":53.709999084472656,"previous_close":52.369998931884766,"delta_neutral":55.50869639022184,"gamma_neutral":51.85224699976365,"gamma_max":64.86359690085176,"total_open_interest":10169,"previous_open_interest":9971,"listed_contracts":136,"listed_calls":81,"listed_puts":63,"gamma_max_distance_pct":20.766334028115008,"delta_neutral_distance_pct":3.34890585814436,"gamma_neutral_distance_pct":-3.45885704035708,"open_interest_change_1d_pct":1.985758700230669,"call_open_interest":5526,"put_open_interest":4643,"put_call_open_interest_ratio":0.8402099167571481,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.4017891221679015,"all_expiration_max_pain":60,"net_gamma_exposure":57988.80538681056,"net_gamma_exposure_per_100k_open_interest":570250.8150930334,"gamma_exposure_flip":51.85224699976365,"gamma_exposure_flip_distance_pct":-3.45885704035708,"call_wall":65,"call_wall_distance_pct":21.020296235289337,"put_wall":60,"put_wall_distance_pct":11.711042678728619,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2067},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PII","price":53.71,"totalOi":10169,"analysisCoverage":0.9444,"avgIvPct":63.7,"ivRank":13,"iv52wHighPct":85.21,"iv52wLowPct":60.5,"frontDte":14,"frontAtmIvPct":46.2095,"backAtmIvPct":53.2483,"termPremiumPp":-7.0388,"expectedMoveFrontPct":9.05,"straddleFrontPct":7.26,"straddle30dPct":7.26,"riskReversalFrontPp":7.07,"riskReversal30dPp":7.07,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.84,"putCallOiFrontRatio":0.176,"putCallVolumeFrontRatio":0.5,"optionVolume":32,"volumeOiRatio":0.003147,"netDeltaNormalized":0.034779,"dealerDeltaNormalized":-0.034758,"gexPer100kOi":635417.838529,"vannaPer100kOi":2743.632609,"charmPer100kOi":-155393.844036,"weekendDeltaShiftPer100kOi":-466181.532107,"ivSurfaceRangePp":71.2,"gammaFlipDistancePct":30.590207,"maxPainDistancePct":11.711041,"peakCallDistancePct":11.711041,"peakPutDistancePct":2.401787},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PII.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."}