{"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/PARR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PARR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PARR.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":"PARR","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":83.41999816894531,"previous_close":83.73999786376953,"delta_neutral":63.69880029252309,"gamma_neutral":37.583119642562515,"gamma_max":83.79427719145625,"total_open_interest":7435,"previous_open_interest":16171,"listed_contracts":137,"listed_calls":99,"listed_puts":72,"gamma_max_distance_pct":0.4486682219207548,"delta_neutral_distance_pct":-23.640851485613933,"gamma_neutral_distance_pct":-54.94711044413143,"open_interest_change_1d_pct":-54.022633108651284,"call_open_interest":5769,"put_open_interest":1666,"put_call_open_interest_ratio":0.2887848847287225,"nearest_expiration_max_pain":75,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-10.09350078370035,"all_expiration_max_pain":70,"net_gamma_exposure":407966.66714284394,"net_gamma_exposure_per_100k_open_interest":5487110.519742353,"gamma_exposure_flip":37.583119642562515,"gamma_exposure_flip_distance_pct":-54.94711044413143,"call_wall":100,"call_wall_distance_pct":19.875332288399534,"put_wall":85,"put_wall_distance_pct":1.8940324451396036,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2182},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":83.42,"totalOi":16290,"analysisCoverage":1,"avgIvPct":498.1,"ivRank":100,"iv52wHighPct":498.1,"iv52wLowPct":67.6,"frontDte":35,"termPremiumPp":1.3912,"riskReversalFrontPp":3.31,"riskReversal30dPp":3.31,"butterflyFrontPp":3.23,"butterfly30dPp":3.23,"putCallOiRatio":0.234,"putCallOiFrontRatio":0.494,"putCallVolumeFrontRatio":0.183,"optionVolume":480,"volumeOiRatio":0.029466,"netDeltaNormalized":0.453839,"dealerDeltaNormalized":-0.453839,"gexPer100kOi":4880589.195826,"vannaPer100kOi":-79.80356,"charmPer100kOi":-137734.80663,"weekendDeltaShiftPer100kOi":-413210.558625,"ivSurfaceRangePp":15.7,"gammaFlipDistancePct":-45.504675,"maxPainDistancePct":-40.062335,"peakCallDistancePct":1.89403,"peakPutDistancePct":-22.081036},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PARR.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."}