{"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/PENN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PENN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PENN.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":"PENN","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":14.9399995803833,"previous_close":15.210000038146973,"delta_neutral":14.505499987685273,"gamma_neutral":11.643114607786831,"gamma_max":18.18647591793128,"total_open_interest":38630,"previous_open_interest":47627,"listed_contracts":100,"listed_calls":65,"listed_puts":46,"gamma_max_distance_pct":21.730096577852024,"delta_neutral_distance_pct":-2.908297221564451,"gamma_neutral_distance_pct":-22.067503783101746,"open_interest_change_1d_pct":-18.89054527893842,"call_open_interest":23901,"put_open_interest":14729,"put_call_open_interest_ratio":0.6162503660934688,"nearest_expiration_max_pain":16,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":7.0950498620395805,"all_expiration_max_pain":16,"net_gamma_exposure":722359.4095417868,"net_gamma_exposure_per_100k_open_interest":1869944.10960856,"gamma_exposure_flip":11.643114607786831,"gamma_exposure_flip_distance_pct":-22.067503783101746,"call_wall":15,"call_wall_distance_pct":0.40160924566210626,"put_wall":15,"put_wall_distance_pct":0.40160924566210626,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1076},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":14.94,"totalOi":47307,"analysisCoverage":1,"avgIvPct":1512.8,"ivRank":100,"iv52wHighPct":1512.8,"iv52wLowPct":67.1,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":10.23,"riskReversal30dPp":10.23,"butterflyFrontPp":2.92,"butterfly30dPp":2.92,"putCallOiRatio":0.581,"putCallOiFrontRatio":0.696,"putCallVolumeFrontRatio":1.147,"optionVolume":2171,"volumeOiRatio":0.045892,"netDeltaNormalized":0.022436,"dealerDeltaNormalized":-0.022336,"gexPer100kOi":550909.252331,"vannaPer100kOi":1948.971611,"charmPer100kOi":2301.984907,"weekendDeltaShiftPer100kOi":6903.840869,"ivSurfaceRangePp":32.9,"gammaFlipDistancePct":-83.266399,"maxPainDistancePct":7.095047,"peakCallDistancePct":67.336011,"peakPutDistancePct":0.401606},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PENN.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."}