{"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/KSPI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/KSPI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KSPI.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":"KSPI","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":93.18000030517578,"previous_close":94.83999633789062,"delta_neutral":97.32995299248813,"gamma_neutral":109.64097357357494,"gamma_max":125.3974620692693,"total_open_interest":6091,"previous_open_interest":7130,"listed_contracts":80,"listed_calls":47,"listed_puts":41,"gamma_max_distance_pct":34.5755115460157,"delta_neutral_distance_pct":4.453694648766637,"gamma_neutral_distance_pct":17.665779367340072,"open_interest_change_1d_pct":-14.572230014025244,"call_open_interest":2149,"put_open_interest":3942,"put_call_open_interest_ratio":1.834341554211261,"nearest_expiration_max_pain":100,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":7.319166851779238,"all_expiration_max_pain":90,"net_gamma_exposure":-408156.063802442,"net_gamma_exposure_per_100k_open_interest":-6700969.689746215,"gamma_exposure_flip":109.64097357357494,"gamma_exposure_flip_distance_pct":17.665779367340072,"call_wall":90,"call_wall_distance_pct":-3.412749833398686,"put_wall":90,"put_wall_distance_pct":-3.412749833398686,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2316},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":93.18,"totalOi":7136,"analysisCoverage":1,"avgIvPct":183,"ivRank":100,"iv52wHighPct":183,"iv52wLowPct":38.8,"frontDte":35,"termPremiumPp":2.6225,"riskReversalFrontPp":0.97,"riskReversal30dPp":0.97,"butterflyFrontPp":-0.11,"butterfly30dPp":-0.11,"putCallOiRatio":1.753,"putCallOiFrontRatio":5.862,"putCallVolumeFrontRatio":2.379,"optionVolume":250,"volumeOiRatio":0.035034,"netDeltaNormalized":-0.051734,"dealerDeltaNormalized":0.051373,"gexPer100kOi":-10290319.086323,"vannaPer100kOi":2480.381166,"charmPer100kOi":150042.040359,"weekendDeltaShiftPer100kOi":450126.121076,"ivSurfaceRangePp":21.6,"gammaFlipDistancePct":-39.160764,"maxPainDistancePct":1.953209,"peakCallDistancePct":-35.6085,"peakPutDistancePct":1.953209},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KSPI.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."}