{"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/PLBY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PLBY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PLBY.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":"PLBY","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":1.0399999618530273,"previous_close":1.0099999904632568,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":13193,"previous_open_interest":13202,"listed_contracts":10,"listed_calls":12,"listed_puts":6,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-0.06817148916830783,"call_open_interest":10572,"put_open_interest":2621,"put_call_open_interest_ratio":0.2479190314037079,"nearest_expiration_max_pain":1,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.8461503192516595,"all_expiration_max_pain":1,"net_gamma_exposure":-335231.1663823999,"net_gamma_exposure_per_100k_open_interest":-2540977.53643902,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1,"call_wall_distance_pct":-3.8461503192516595,"put_wall":1,"put_wall_distance_pct":-3.8461503192516595,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1870},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PLBY","price":1.04,"totalOi":13193,"analysisCoverage":0.8889,"avgIvPct":695.5,"ivRank":67,"iv52wHighPct":971.5,"iv52wLowPct":134.18,"frontDte":14,"frontAtmIvPct":61.4254,"backAtmIvPct":61.4254,"termPremiumPp":0,"expectedMoveFrontPct":12.03,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-113.83,"riskReversal30dPp":-113.83,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.248,"putCallOiFrontRatio":0.469,"putCallVolumeFrontRatio":0.207,"optionVolume":773,"volumeOiRatio":0.058592,"netDeltaNormalized":0.406582,"dealerDeltaNormalized":-0.395641,"gexPer100kOi":-28811.339347,"vannaPer100kOi":1371.939665,"charmPer100kOi":-16061.54779,"weekendDeltaShiftPer100kOi":-48192.223149,"ivSurfaceRangePp":0,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.846154,"peakCallDistancePct":140.384615,"peakPutDistancePct":-3.846154},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PLBY.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."}