{"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/PEJ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PEJ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEJ.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":"PEJ","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":64.81999969482422,"previous_close":65.31999969482422,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":375,"previous_open_interest":377,"listed_contracts":2,"listed_calls":1,"listed_puts":1,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-0.5305039787798408,"call_open_interest":10,"put_open_interest":365,"put_call_open_interest_ratio":36.5,"nearest_expiration_max_pain":54,"nearest_expiration_max_pain_expiry":"2026-12-18","nearest_expiration_max_pain_distance_pct":-16.69237850318623,"all_expiration_max_pain":54,"net_gamma_exposure":-30200.514100730543,"net_gamma_exposure_per_100k_open_interest":-8053470.426861477,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":70,"call_wall_distance_pct":7.9913611995734035,"put_wall":54,"put_wall_distance_pct":-16.69237850318623,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4092},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":64.82,"totalOi":376,"analysisCoverage":0.7778,"avgIvPct":108.4,"ivRank":96.7,"iv52wHighPct":111.4,"iv52wLowPct":21.5,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":36.6,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.045691,"dealerDeltaNormalized":0.045691,"gexPer100kOi":-5500239.361702,"vannaPer100kOi":3989.361702,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":null,"maxPainDistancePct":0.277692,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEJ.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."}