{"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/PZZA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PZZA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PZZA.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":"PZZA","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":19.43000030517578,"previous_close":19.600000381469727,"delta_neutral":16.938861492362598,"gamma_neutral":19.43000030517578,"gamma_max":21.945321462320866,"total_open_interest":65258,"previous_open_interest":64350,"listed_contracts":227,"listed_calls":153,"listed_puts":95,"gamma_max_distance_pct":12.94555387358924,"delta_neutral_distance_pct":-12.821095078159065,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":1.411033411033411,"call_open_interest":53448,"put_open_interest":11810,"put_call_open_interest_ratio":0.22096243077383626,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.933606206235528,"all_expiration_max_pain":20,"net_gamma_exposure":2684662.4934709314,"net_gamma_exposure_per_100k_open_interest":4113920.8885821374,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":2.933606206235528,"put_wall":20,"put_wall_distance_pct":2.933606206235528,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":846},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"PZZA","price":19.43,"totalOi":65258,"analysisCoverage":0.9444,"avgIvPct":103.7,"ivRank":15.8,"iv52wHighPct":248.9,"iv52wLowPct":76.37,"frontDte":14,"frontAtmIvPct":57.1874,"backAtmIvPct":79.1219,"termPremiumPp":-21.9345,"expectedMoveFrontPct":11.2,"straddleFrontPct":9.01,"straddle30dPct":9.01,"riskReversalFrontPp":-151.94,"riskReversal30dPp":-151.94,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.221,"putCallOiFrontRatio":0.097,"putCallVolumeFrontRatio":0.021,"optionVolume":1497,"volumeOiRatio":0.02294,"netDeltaNormalized":0.13995,"dealerDeltaNormalized":-0.13995,"gexPer100kOi":785811.134267,"vannaPer100kOi":2906.923289,"charmPer100kOi":-502229.611695,"weekendDeltaShiftPer100kOi":-1506688.835085,"ivSurfaceRangePp":86.1,"gammaFlipDistancePct":-9.006691,"maxPainDistancePct":2.933608,"peakCallDistancePct":2.933608,"peakPutDistancePct":2.933608},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PZZA.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."}