{"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/PEN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PEN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEN.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":"PEN","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":320.8599853515625,"previous_close":321.20001220703125,"delta_neutral":478.38039382551233,"gamma_neutral":320.8599853515625,"gamma_max":500,"total_open_interest":11474,"previous_open_interest":13484,"listed_contracts":237,"listed_calls":95,"listed_puts":192,"gamma_max_distance_pct":55.83121075448405,"delta_neutral_distance_pct":49.093191942072984,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-14.906555918125186,"call_open_interest":3227,"put_open_interest":8247,"put_call_open_interest_ratio":2.555624418964983,"nearest_expiration_max_pain":380,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":18.431720173407875,"all_expiration_max_pain":360,"net_gamma_exposure":-339450.63573172066,"net_gamma_exposure_per_100k_open_interest":-2958433.2903235196,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":350,"call_wall_distance_pct":9.081847528138832,"put_wall":300,"put_wall_distance_pct":-6.501273547309571,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1858},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":320.86,"totalOi":13706,"analysisCoverage":0.9444,"avgIvPct":443.9,"ivRank":74.3,"iv52wHighPct":573.7,"iv52wLowPct":69.5,"frontDte":35,"termPremiumPp":-35.0934,"riskReversalFrontPp":127.4,"riskReversal30dPp":127.4,"butterflyFrontPp":0.6,"butterfly30dPp":0.6,"putCallOiRatio":2.402,"putCallOiFrontRatio":9.785,"putCallVolumeFrontRatio":0,"optionVolume":329,"volumeOiRatio":0.024004,"netDeltaNormalized":-0.10525,"dealerDeltaNormalized":0.104965,"gexPer100kOi":4987784.400992,"vannaPer100kOi":3699.109879,"charmPer100kOi":710440.682913,"weekendDeltaShiftPer100kOi":2131314.752663,"ivSurfaceRangePp":237.6,"gammaFlipDistancePct":12.893474,"maxPainDistancePct":12.198467,"peakCallDistancePct":null,"peakPutDistancePct":-0.26803},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PEN.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."}