{"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/PLUG","markdown_url":"https://halfonadouble.com/stock/PLUG.md","history_url":"https://halfonadouble.com/api/v1/history/PLUG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PLUG.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":"PLUG","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":1.899999976158142,"previous_close":1.8899999856948853,"delta_neutral":1.4819940198754635,"gamma_neutral":0.2502898493309553,"gamma_max":2.283186287339495,"total_open_interest":735729,"previous_open_interest":750585,"listed_contracts":127,"listed_calls":100,"listed_puts":91,"gamma_max_distance_pct":20.167700841563555,"delta_neutral_distance_pct":-22.000313764629585,"gamma_neutral_distance_pct":-86.82684986991163,"open_interest_change_1d_pct":-1.97925618017946,"call_open_interest":590825,"put_open_interest":144904,"put_call_open_interest_ratio":0.2452570558117886,"nearest_expiration_max_pain":2,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":5.263159215615413,"all_expiration_max_pain":2,"net_gamma_exposure":17670353.308422964,"net_gamma_exposure_per_100k_open_interest":2401747.560368419,"gamma_exposure_flip":0.2502898493309553,"gamma_exposure_flip_distance_pct":-86.82684986991163,"call_wall":2.5,"call_wall_distance_pct":31.578949019519264,"put_wall":2,"put_wall_distance_pct":5.263159215615413,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":136},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1378,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":10.317460317460316,"gamma_max_cross_count":24,"delta_neutral_cross_count":0,"gamma_max_prior_sessions_closer_pct":84.12698412698413,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":2.7777777777777777,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":3.1746031746031744,"open_interest_change_1d_contracts":-14856,"open_interest_change_z_252":-0.16556326797163248,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":2.6155687219655888,"open_interest_change_21_sessions_pct":-13.030387925684517,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-12837,"put_change_contracts":-2019,"call_growth_pct":-2.1265211326868347,"put_growth_pct":-1.3741892011461787,"call_minus_put_growth_pp":-0.752331931540656},"five_sessions":{"call_change_contracts":14354,"put_change_contracts":4399,"call_growth_pct":2.4899778132811536,"put_growth_pct":3.130849435963133,"call_minus_put_growth_pp":-0.6408716226819795},"call_change_surprise":{"z_score":-0.189316348827617,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.07387919542131637,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.2963498230124075,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":49.74116244280584,"directional_score":-1.732283464566926,"catalyst_reasons":["25Δ risk reversal 13.9 pp"],"features":{"symbol":"PLUG","price":1.9,"totalOi":753290,"analysisCoverage":0.8333,"avgIvPct":930.3,"ivRank":82.9,"iv52wHighPct":1100.4,"iv52wLowPct":105.55,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":13.94,"riskReversal30dPp":-10.51,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.245,"putCallOiFrontRatio":0.169,"putCallVolumeFrontRatio":0.648,"optionVolume":12882,"volumeOiRatio":0.017101,"netDeltaNormalized":0.193203,"dealerDeltaNormalized":-0.191844,"gexPer100kOi":56472.289556,"vannaPer100kOi":3827.609553,"charmPer100kOi":-59625.111179,"weekendDeltaShiftPer100kOi":-178875.200786,"ivSurfaceRangePp":80.2,"gammaFlipDistancePct":-70.526316,"maxPainDistancePct":5.263158,"peakCallDistancePct":5.263158,"peakPutDistancePct":5.263158},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PLUG.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":24,"completed_path_count":24,"latest_cross_date":"2026-05-27","horizons":[{"sessions":1,"sample_size":24,"median_return_pct":-1.3941689280927538,"p25_return_pct":-4.251511423431162,"p75_return_pct":3.540705584439674,"above_zero_pct":41.66666666666667,"median_interval_low_pct":-3.8043506077308886,"median_interval_high_pct":3.3962230539781535,"median_interval_nominal_coverage_pct":93.60853433609009,"confidence_floor_pct":0},{"sessions":3,"sample_size":24,"median_return_pct":-1.7785291911342038,"p25_return_pct":-6.16866629000758,"p75_return_pct":6.171754490331388,"above_zero_pct":41.66666666666667,"median_interval_low_pct":-5.727377161716518,"median_interval_high_pct":4.100063827916078,"median_interval_nominal_coverage_pct":93.60853433609009,"confidence_floor_pct":0},{"sessions":5,"sample_size":24,"median_return_pct":-1.0083002246871031,"p25_return_pct":-4.239100905395052,"p75_return_pct":8.947084817921148,"above_zero_pct":37.5,"median_interval_low_pct":-2.9325554408831334,"median_interval_high_pct":2.973974795700096,"median_interval_nominal_coverage_pct":93.60853433609009,"confidence_floor_pct":0},{"sessions":10,"sample_size":24,"median_return_pct":3.7367720284245065,"p25_return_pct":-4.371206244387937,"p75_return_pct":20.571479658479515,"above_zero_pct":62.5,"median_interval_low_pct":-2.795028365517005,"median_interval_high_pct":19.702600747801192,"median_interval_nominal_coverage_pct":93.60853433609009,"confidence_floor_pct":0}]},{"direction":"below","event_count":30,"completed_path_count":30,"latest_cross_date":"2026-05-29","horizons":[{"sessions":1,"sample_size":30,"median_return_pct":-1.4596922746716923,"p25_return_pct":-2.881135159658163,"p75_return_pct":1.5368812317855085,"above_zero_pct":33.33333333333333,"median_interval_low_pct":-2.3890843026106223,"median_interval_high_pct":-0.2531643124693339,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":-0.2531643124693339},{"sessions":3,"sample_size":30,"median_return_pct":-0.5269066487624929,"p25_return_pct":-6.290876425036766,"p75_return_pct":8.57013061973716,"above_zero_pct":50,"median_interval_low_pct":-3.9301273217701382,"median_interval_high_pct":5.66878876911856,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":5,"sample_size":30,"median_return_pct":0.2696664942325122,"p25_return_pct":-7.6443068326734505,"p75_return_pct":10.295354248821164,"above_zero_pct":53.333333333333336,"median_interval_low_pct":-1.273891685835693,"median_interval_high_pct":5.847213876863955,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":10,"sample_size":30,"median_return_pct":6.2083998699473675,"p25_return_pct":-9.028156375328772,"p75_return_pct":17.969705203349385,"above_zero_pct":60,"median_interval_low_pct":-2.306430632018175,"median_interval_high_pct":12.738848521823831,"median_interval_nominal_coverage_pct":90.1262853294611,"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."}