{"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/PINS","markdown_url":"https://halfonadouble.com/stock/PINS.md","history_url":"https://halfonadouble.com/api/v1/history/PINS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PINS.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":"PINS","page_tier":"A","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":19.260000228881836,"previous_close":19.459999084472656,"delta_neutral":20.043420456041115,"gamma_neutral":18.926229483670156,"gamma_max":21.87198689275263,"total_open_interest":269143,"previous_open_interest":277546,"listed_contracts":542,"listed_calls":327,"listed_puts":278,"gamma_max_distance_pct":13.56171668136287,"delta_neutral_distance_pct":4.067602377202889,"gamma_neutral_distance_pct":-1.732973734398848,"open_interest_change_1d_pct":-3.0276062346421857,"call_open_interest":143684,"put_open_interest":125459,"put_call_open_interest_ratio":0.8731591548119484,"nearest_expiration_max_pain":18,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-6.542057185401118,"all_expiration_max_pain":21,"net_gamma_exposure":1224916.1580905463,"net_gamma_exposure_per_100k_open_interest":455117.2269353267,"gamma_exposure_flip":18.926229483670156,"gamma_exposure_flip_distance_pct":-1.732973734398848,"call_wall":20,"call_wall_distance_pct":3.842158682887647,"put_wall":18,"put_wall_distance_pct":-6.542057185401118,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":326},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":0.7936507936507936,"gamma_max_cross_count":4,"delta_neutral_cross_count":28,"gamma_max_prior_sessions_closer_pct":61.50793650793651,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":46.03174603174603,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":2.380952380952381,"open_interest_change_1d_contracts":-8403,"open_interest_change_z_252":-0.24789811804795897,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-1.799865730673244,"open_interest_change_21_sessions_pct":-12.129483014740691,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-6567,"put_change_contracts":-1836,"call_growth_pct":-4.370686384782797,"put_growth_pct":-1.4423190227424487,"call_minus_put_growth_pp":-2.928367362040348},"five_sessions":{"call_change_contracts":2233,"put_change_contracts":-7166,"call_growth_pct":1.5786385391407625,"put_growth_pct":-5.403204524033931,"call_minus_put_growth_pp":6.9818430631746935},"call_change_surprise":{"z_score":-0.2839269699351012,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.13510337688476654,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.6288483163780605,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":30.520329037443638,"directional_score":-21.77165354330709,"catalyst_reasons":[],"features":{"symbol":"PINS","price":19.26,"totalOi":280106,"analysisCoverage":1,"avgIvPct":210.6,"ivRank":69.8,"iv52wHighPct":272,"iv52wLowPct":68.52,"frontDte":7,"frontAtmIvPct":44.9868,"backAtmIvPct":61.3543,"termPremiumPp":-16.3675,"expectedMoveFrontPct":6.23,"straddleFrontPct":4.83,"straddle30dPct":10.98,"riskReversalFrontPp":3.25,"riskReversal30dPp":5.19,"butterflyFrontPp":2.76,"butterfly30dPp":-18.74,"putCallOiRatio":0.842,"putCallOiFrontRatio":0.473,"putCallVolumeFrontRatio":0.338,"optionVolume":5021,"volumeOiRatio":0.017925,"netDeltaNormalized":-0.021318,"dealerDeltaNormalized":0.021137,"gexPer100kOi":651936.456199,"vannaPer100kOi":3873.176583,"charmPer100kOi":-100894.304299,"weekendDeltaShiftPer100kOi":-302683.269905,"ivSurfaceRangePp":95.1,"gammaFlipDistancePct":0.623053,"maxPainDistancePct":3.84216,"peakCallDistancePct":1.246106,"peakPutDistancePct":-1.349948},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PINS.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":[{"direction":"above","event_count":34,"completed_path_count":34,"latest_cross_date":"2026-07-28","horizons":[{"sessions":1,"sample_size":34,"median_return_pct":0.3089410969679407,"p25_return_pct":-0.7457278137367879,"p75_return_pct":1.209628561497561,"above_zero_pct":58.82352941176471,"median_interval_low_pct":-0.4587198391127756,"median_interval_high_pct":0.7341341997317175,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":3,"sample_size":34,"median_return_pct":0.5812062152610209,"p25_return_pct":-1.7228338426297674,"p75_return_pct":2.67265508211888,"above_zero_pct":61.76470588235294,"median_interval_low_pct":-0.8684258711965431,"median_interval_high_pct":1.7744365491365155,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":5,"sample_size":34,"median_return_pct":1.3238011712885633,"p25_return_pct":-2.4775331752475234,"p75_return_pct":4.593212355912141,"above_zero_pct":64.70588235294117,"median_interval_low_pct":-0.8933548228657773,"median_interval_high_pct":3.5071049490725814,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":10,"sample_size":34,"median_return_pct":0.40857420260399513,"p25_return_pct":-6.415234150809212,"p75_return_pct":2.953947905976012,"above_zero_pct":50,"median_interval_low_pct":-2.8272298677608276,"median_interval_high_pct":2.3149505913651947,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0}]},{"direction":"below","event_count":37,"completed_path_count":37,"latest_cross_date":"2026-07-29","horizons":[{"sessions":1,"sample_size":37,"median_return_pct":0.4062174189748191,"p25_return_pct":-0.4520841606366899,"p75_return_pct":1.909189139607581,"above_zero_pct":51.35135135135135,"median_interval_low_pct":-0.22222259898244667,"median_interval_high_pct":1.3182377946360235,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":3,"sample_size":37,"median_return_pct":0.8574165123091282,"p25_return_pct":-2.4051676039308356,"p75_return_pct":2.3203199988089285,"above_zero_pct":62.16216216216216,"median_interval_low_pct":-0.20747927101071317,"median_interval_high_pct":1.9278511337678994,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":5,"sample_size":37,"median_return_pct":0.18236339152311043,"p25_return_pct":-2.5015124274281986,"p75_return_pct":2.9600280962868153,"above_zero_pct":54.054054054054056,"median_interval_low_pct":-1.748809764412118,"median_interval_high_pct":1.349558902295911,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0},{"sessions":10,"sample_size":37,"median_return_pct":-0.8567363313415899,"p25_return_pct":-5.8411213238320325,"p75_return_pct":5.6049394018856,"above_zero_pct":48.64864864864865,"median_interval_low_pct":-3.4976119479472767,"median_interval_high_pct":3.323032547931626,"median_interval_nominal_coverage_pct":90.1128250407055,"confidence_floor_pct":0}]}],"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."}