{"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/PEBO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PEBO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEBO.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":"PEBO","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":36.720001220703125,"previous_close":36.619998931884766,"delta_neutral":27.829468721783243,"gamma_neutral":22.38900712437856,"gamma_max":35.08034410535791,"total_open_interest":257,"previous_open_interest":269,"listed_contracts":20,"listed_calls":12,"listed_puts":8,"gamma_max_distance_pct":-4.465297006637243,"delta_neutral_distance_pct":-24.21168900699084,"gamma_neutral_distance_pct":-39.02776040280903,"open_interest_change_1d_pct":-4.4609665427509295,"call_open_interest":165,"put_open_interest":92,"put_call_open_interest_ratio":0.5575757575757576,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-4.684099029205288,"all_expiration_max_pain":30,"net_gamma_exposure":21184.018914760563,"net_gamma_exposure_per_100k_open_interest":8242808.916249247,"gamma_exposure_flip":22.38900712437856,"gamma_exposure_flip_distance_pct":-39.02776040280903,"call_wall":35,"call_wall_distance_pct":-4.684099029205288,"put_wall":20,"put_wall_distance_pct":-45.53377087383159,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4280},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":36.72,"totalOi":269,"analysisCoverage":0.7222,"avgIvPct":276.3,"ivRank":88.2,"iv52wHighPct":307,"iv52wLowPct":47.4,"frontDte":35,"termPremiumPp":28.1974,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.573,"putCallOiFrontRatio":0.061,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.276208,"dealerDeltaNormalized":-0.276208,"gexPer100kOi":4885736.05948,"vannaPer100kOi":1486.988848,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":75.2,"gammaFlipDistancePct":-17.156863,"maxPainDistancePct":-4.684096,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEBO.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."}