{"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/PFSI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PFSI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PFSI.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":"PFSI","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":60.31999969482422,"previous_close":61.189998626708984,"delta_neutral":61.844033189846485,"gamma_neutral":60.31999969482422,"gamma_max":51.20899543709542,"total_open_interest":30575,"previous_open_interest":29066,"listed_contracts":128,"listed_calls":80,"listed_puts":50,"gamma_max_distance_pct":-15.104450105808894,"delta_neutral_distance_pct":2.5265807406047394,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":5.191632835615496,"call_open_interest":19979,"put_open_interest":10596,"put_call_open_interest_ratio":0.5303568747184544,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":16.04774594520825,"all_expiration_max_pain":70,"net_gamma_exposure":520791.89769487554,"net_gamma_exposure_per_100k_open_interest":1703325.912329928,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":65,"call_wall_distance_pct":7.75862123483623,"put_wall":65,"put_wall_distance_pct":7.75862123483623,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1203},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":60.32,"totalOi":30742,"analysisCoverage":1,"avgIvPct":170.1,"ivRank":100,"iv52wHighPct":170.1,"iv52wLowPct":60.4,"frontDte":35,"termPremiumPp":10.6177,"riskReversalFrontPp":-6.74,"riskReversal30dPp":-6.74,"butterflyFrontPp":4.42,"butterfly30dPp":4.42,"putCallOiRatio":0.53,"putCallOiFrontRatio":1.508,"putCallVolumeFrontRatio":0.412,"optionVolume":725,"volumeOiRatio":0.023583,"netDeltaNormalized":-0.036585,"dealerDeltaNormalized":0.036585,"gexPer100kOi":965942.261401,"vannaPer100kOi":1938.715763,"charmPer100kOi":155559.169865,"weekendDeltaShiftPer100kOi":466674.256717,"ivSurfaceRangePp":21.4,"gammaFlipDistancePct":-17.009284,"maxPainDistancePct":16.047745,"peakCallDistancePct":-0.530504,"peakPutDistancePct":-0.530504},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PFSI.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."}