{"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/PCAR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PCAR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PCAR.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":"PCAR","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":110.81999969482422,"previous_close":110.80999755859375,"delta_neutral":114.74351281489734,"gamma_neutral":114.91073222988084,"gamma_max":142.26673921260596,"total_open_interest":13527,"previous_open_interest":20469,"listed_contracts":323,"listed_calls":196,"listed_puts":148,"gamma_max_distance_pct":28.37641184297029,"delta_neutral_distance_pct":3.5404377647335163,"gamma_neutral_distance_pct":3.6913305778033423,"open_interest_change_1d_pct":-33.91470027846989,"call_open_interest":8045,"put_open_interest":5482,"put_call_open_interest_ratio":0.6814170292106899,"nearest_expiration_max_pain":120,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":8.283703600844285,"all_expiration_max_pain":120,"net_gamma_exposure":-41883.61574461172,"net_gamma_exposure_per_100k_open_interest":-309629.74602359516,"gamma_exposure_flip":114.91073222988084,"gamma_exposure_flip_distance_pct":3.6913305778033423,"call_wall":115,"call_wall_distance_pct":3.7718826174757747,"put_wall":120,"put_wall_distance_pct":8.283703600844285,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1729},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":110.82,"totalOi":20394,"analysisCoverage":1,"avgIvPct":101.8,"ivRank":100,"iv52wHighPct":101.8,"iv52wLowPct":37.7,"frontDte":35,"termPremiumPp":1.4551,"riskReversalFrontPp":7.27,"riskReversal30dPp":7.27,"butterflyFrontPp":2.42,"butterfly30dPp":2.42,"putCallOiRatio":0.818,"putCallOiFrontRatio":1.901,"putCallVolumeFrontRatio":0.368,"optionVolume":377,"volumeOiRatio":0.018486,"netDeltaNormalized":-0.093882,"dealerDeltaNormalized":0.088671,"gexPer100kOi":-19571854.71217,"vannaPer100kOi":1691.674022,"charmPer100kOi":313057.762087,"weekendDeltaShiftPer100kOi":939168.382858,"ivSurfaceRangePp":67.9,"gammaFlipDistancePct":null,"maxPainDistancePct":3.771882,"peakCallDistancePct":-0.739939,"peakPutDistancePct":-5.25176},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PCAR.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."}