{"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/PESI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PESI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PESI.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":"PESI","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":12.3100004196167,"previous_close":13.289999961853027,"delta_neutral":10.532981979540414,"gamma_neutral":12.3100004196167,"gamma_max":15.704278032939897,"total_open_interest":9039,"previous_open_interest":14301,"listed_contracts":37,"listed_calls":26,"listed_puts":14,"gamma_max_distance_pct":27.57333466791942,"delta_neutral_distance_pct":-14.435567664518539,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-36.794629746171594,"call_open_interest":7449,"put_open_interest":1590,"put_call_open_interest_ratio":0.21345146999597261,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":21.852148567733845,"all_expiration_max_pain":12.5,"net_gamma_exposure":359860.9811534648,"net_gamma_exposure_per_100k_open_interest":3981203.464470238,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":62.46953142364513,"put_wall":15,"put_wall_distance_pct":21.852148567733845,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2037},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":12.31,"totalOi":14737,"analysisCoverage":0.9444,"avgIvPct":1105.6,"ivRank":100,"iv52wHighPct":1105.6,"iv52wLowPct":93.9,"frontDte":35,"termPremiumPp":14.998,"riskReversalFrontPp":-25.33,"riskReversal30dPp":-25.33,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.192,"putCallOiFrontRatio":0.136,"putCallVolumeFrontRatio":0,"optionVolume":828,"volumeOiRatio":0.056185,"netDeltaNormalized":0.180894,"dealerDeltaNormalized":-0.180894,"gexPer100kOi":484857.976522,"vannaPer100kOi":2734.613558,"charmPer100kOi":-26531.858587,"weekendDeltaShiftPer100kOi":-79588.79012,"ivSurfaceRangePp":70.1,"gammaFlipDistancePct":7.717303,"maxPainDistancePct":21.852153,"peakCallDistancePct":42.160845,"peakPutDistancePct":-39.073924},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PESI.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."}