{"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/PNC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PNC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PNC.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":"PNC","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":217.38999938964844,"previous_close":214.94000244140625,"delta_neutral":216.6198008816334,"gamma_neutral":220.45682915575088,"gamma_max":255.0790266706448,"total_open_interest":38613,"previous_open_interest":46922,"listed_contracts":493,"listed_calls":262,"listed_puts":274,"gamma_max_distance_pct":17.337056620273863,"delta_neutral_distance_pct":-0.3542934404422759,"gamma_neutral_distance_pct":1.410750160868936,"open_interest_change_1d_pct":-17.708111333702742,"call_open_interest":20084,"put_open_interest":18529,"put_call_open_interest_ratio":0.9225751842262497,"nearest_expiration_max_pain":225,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":3.500621294317889,"all_expiration_max_pain":220,"net_gamma_exposure":-416774.4827390294,"net_gamma_exposure_per_100k_open_interest":-1079363.1231425412,"gamma_exposure_flip":220.45682915575088,"gamma_exposure_flip_distance_pct":1.410750160868936,"call_wall":230,"call_wall_distance_pct":5.800635100858287,"put_wall":210,"put_wall_distance_pct":-3.3994201253033034,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":1077},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":217.39,"totalOi":45499,"analysisCoverage":1,"avgIvPct":102,"ivRank":95.2,"iv52wHighPct":105.3,"iv52wLowPct":36.7,"frontDte":7,"termPremiumPp":4.8381,"riskReversalFrontPp":4.32,"riskReversal30dPp":3.23,"butterflyFrontPp":2.5,"butterfly30dPp":2.5,"putCallOiRatio":0.89,"putCallOiFrontRatio":0.499,"putCallVolumeFrontRatio":0.105,"optionVolume":3498,"volumeOiRatio":0.076881,"netDeltaNormalized":0.020124,"dealerDeltaNormalized":-0.01986,"gexPer100kOi":-561131.453439,"vannaPer100kOi":2283.566672,"charmPer100kOi":78337.98545,"weekendDeltaShiftPer100kOi":235016.154201,"ivSurfaceRangePp":174.7,"gammaFlipDistancePct":-19.688118,"maxPainDistancePct":1.200607,"peakCallDistancePct":5.800635,"peakPutDistancePct":1.200607},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PNC.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."}