{"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/PGNY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PGNY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PGNY.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":"PGNY","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":26.860000610351562,"previous_close":27.454999923706055,"delta_neutral":22.12857830133212,"gamma_neutral":16.804193676057913,"gamma_max":29.402918336852977,"total_open_interest":5392,"previous_open_interest":5942,"listed_contracts":32,"listed_calls":25,"listed_puts":17,"gamma_max_distance_pct":9.467303308702833,"delta_neutral_distance_pct":-17.615123609476026,"gamma_neutral_distance_pct":-37.43785072893203,"open_interest_change_1d_pct":-9.256142712891283,"call_open_interest":4702,"put_open_interest":690,"put_call_open_interest_ratio":0.14674606550404085,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-6.924797349538174,"all_expiration_max_pain":25,"net_gamma_exposure":559296.7381620561,"net_gamma_exposure_per_100k_open_interest":10372713.986685017,"gamma_exposure_flip":16.804193676057913,"gamma_exposure_flip_distance_pct":-37.43785072893203,"call_wall":30,"call_wall_distance_pct":11.69024318055419,"put_wall":25,"put_wall_distance_pct":-6.924797349538174,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2389},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":26.86,"totalOi":5940,"analysisCoverage":0.8333,"avgIvPct":335.6,"ivRank":90.4,"iv52wHighPct":364.5,"iv52wLowPct":64.2,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-6.56,"riskReversal30dPp":-6.56,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.133,"putCallOiFrontRatio":0.163,"putCallVolumeFrontRatio":0.5,"optionVolume":22,"volumeOiRatio":0.003704,"netDeltaNormalized":0.223366,"dealerDeltaNormalized":-0.223217,"gexPer100kOi":2885183.333333,"vannaPer100kOi":4090.909091,"charmPer100kOi":-465791.245791,"weekendDeltaShiftPer100kOi":-1397356.902357,"ivSurfaceRangePp":37.6,"gammaFlipDistancePct":-48.212956,"maxPainDistancePct":-6.924795,"peakCallDistancePct":30.305287,"peakPutDistancePct":11.690246},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PGNY.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."}