{"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/PEG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PEG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEG.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":"PEG","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":71.48999786376953,"previous_close":70.20999908447266,"delta_neutral":67.45657263228082,"gamma_neutral":57.05562021616931,"gamma_max":78.0525103156657,"total_open_interest":17642,"previous_open_interest":18864,"listed_contracts":115,"listed_calls":71,"listed_puts":49,"gamma_max_distance_pct":9.179623231212865,"delta_neutral_distance_pct":-5.6419434214766,"gamma_neutral_distance_pct":-20.190765252373062,"open_interest_change_1d_pct":-6.4779474130619175,"call_open_interest":14392,"put_open_interest":3250,"put_call_open_interest_ratio":0.22581989994441357,"nearest_expiration_max_pain":72.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":1.4127880352649003,"all_expiration_max_pain":72.5,"net_gamma_exposure":2132163.0599072916,"net_gamma_exposure_per_100k_open_interest":12085721.913089737,"gamma_exposure_flip":57.05562021616931,"gamma_exposure_flip_distance_pct":-20.190765252373062,"call_wall":77.5,"call_wall_distance_pct":8.406773417007308,"put_wall":70,"put_wall_distance_pct":-2.084204655606303,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1550},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":71.49,"totalOi":18888,"analysisCoverage":1,"avgIvPct":115.7,"ivRank":100,"iv52wHighPct":115.7,"iv52wLowPct":34.8,"frontDte":35,"termPremiumPp":1.4192,"riskReversalFrontPp":-66.05,"riskReversal30dPp":-66.05,"butterflyFrontPp":-6.18,"butterfly30dPp":-6.18,"putCallOiRatio":0.239,"putCallOiFrontRatio":0.182,"putCallVolumeFrontRatio":0.01,"optionVolume":371,"volumeOiRatio":0.019642,"netDeltaNormalized":0.13084,"dealerDeltaNormalized":-0.129247,"gexPer100kOi":8703466.486658,"vannaPer100kOi":4590.21601,"charmPer100kOi":-298517.577298,"weekendDeltaShiftPer100kOi":-895552.731893,"ivSurfaceRangePp":70.1,"gammaFlipDistancePct":4.909778,"maxPainDistancePct":1.412785,"peakCallDistancePct":4.909778,"peakPutDistancePct":-2.084208},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEG.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."}