{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/PAR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PAR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PAR.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"PAR","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":17.329999923706055,"previous_close":17.350000381469727,"delta_neutral":15.656256088536196,"gamma_neutral":13.672965728897402,"gamma_max":21.97114613616816,"total_open_interest":32491,"previous_open_interest":39667,"listed_contracts":100,"listed_calls":68,"listed_puts":53,"gamma_max_distance_pct":26.78099384243728,"delta_neutral_distance_pct":-9.658071797682531,"gamma_neutral_distance_pct":-21.102332434555418,"open_interest_change_1d_pct":-18.090604280636295,"call_open_interest":22442,"put_open_interest":10049,"put_call_open_interest_ratio":0.4477764905088673,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-13.444892867649704,"all_expiration_max_pain":17.5,"net_gamma_exposure":994102.6794468409,"net_gamma_exposure_per_100k_open_interest":3059624.755922689,"gamma_exposure_flip":13.672965728897402,"gamma_exposure_flip_distance_pct":-21.102332434555418,"call_wall":24,"call_wall_distance_pct":38.488171411760476,"put_wall":17.5,"put_wall_distance_pct":0.9809583210753441,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1171},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":17.33,"totalOi":39363,"analysisCoverage":1,"avgIvPct":2292.1,"ivRank":92,"iv52wHighPct":2481.4,"iv52wLowPct":122.36,"frontDte":35,"termPremiumPp":1.8503,"riskReversalFrontPp":-0.62,"riskReversal30dPp":-0.62,"butterflyFrontPp":6.48,"butterfly30dPp":6.48,"putCallOiRatio":0.469,"putCallOiFrontRatio":1.371,"putCallVolumeFrontRatio":0,"optionVolume":496,"volumeOiRatio":0.012601,"netDeltaNormalized":0.099754,"dealerDeltaNormalized":-0.099176,"gexPer100kOi":931379.696669,"vannaPer100kOi":3825.927902,"charmPer100kOi":-11020.501486,"weekendDeltaShiftPer100kOi":-33061.504459,"ivSurfaceRangePp":67.6,"gammaFlipDistancePct":-0.288517,"maxPainDistancePct":0.980958,"peakCallDistancePct":26.94749,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PAR.json?date=2026-10-16&public_schema=4","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."}