{"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/PRGO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/PRGO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/PRGO.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":"PRGO","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":16.6299991607666,"previous_close":16.479999542236328,"delta_neutral":13.414082461241925,"gamma_neutral":16.6299991607666,"gamma_max":16.139824615553042,"total_open_interest":19849,"previous_open_interest":26867,"listed_contracts":52,"listed_calls":42,"listed_puts":32,"gamma_max_distance_pct":-2.9475319900795682,"delta_neutral_distance_pct":-19.338044869609185,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-26.121264004168683,"call_open_interest":10504,"put_open_interest":9345,"put_call_open_interest_ratio":0.8896610814927647,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-9.801558887700285,"all_expiration_max_pain":12.5,"net_gamma_exposure":792676.2461688768,"net_gamma_exposure_per_100k_open_interest":3993532.400467917,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":-9.801558887700285,"put_wall":10,"put_wall_distance_pct":-39.86770592513352,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1474},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.63,"totalOi":27306,"analysisCoverage":0.8333,"avgIvPct":516.2,"ivRank":100,"iv52wHighPct":516.2,"iv52wLowPct":80.4,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":6.06,"riskReversal30dPp":6.06,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.542,"putCallOiFrontRatio":1.251,"putCallVolumeFrontRatio":0.175,"optionVolume":1080,"volumeOiRatio":0.039552,"netDeltaNormalized":0.26454,"dealerDeltaNormalized":-0.222756,"gexPer100kOi":1646160.074709,"vannaPer100kOi":175.785542,"charmPer100kOi":-218768.768769,"weekendDeltaShiftPer100kOi":-656306.306306,"ivSurfaceRangePp":33.3,"gammaFlipDistancePct":-20.685508,"maxPainDistancePct":-24.834636,"peakCallDistancePct":-9.801563,"peakPutDistancePct":-24.834636},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/PRGO.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."}