{"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/SPAI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPAI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPAI.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":"SPAI","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":3.299999952316284,"previous_close":3.5299999713897705,"delta_neutral":2.6580397984312256,"gamma_neutral":3.299999952316284,"gamma_max":2.012611341119927,"total_open_interest":1258,"previous_open_interest":1382,"listed_contracts":32,"listed_calls":26,"listed_puts":8,"gamma_max_distance_pct":-39.011776660564294,"delta_neutral_distance_pct":-19.453338277610094,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-8.972503617945007,"call_open_interest":973,"put_open_interest":285,"put_call_open_interest_ratio":0.29290853031860226,"nearest_expiration_max_pain":4,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":21.21212296358922,"all_expiration_max_pain":4,"net_gamma_exposure":27835.71054590652,"net_gamma_exposure_per_100k_open_interest":2212695.591884461,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":4,"call_wall_distance_pct":21.21212296358922,"put_wall":4,"put_wall_distance_pct":21.21212296358922,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3382},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":3.3,"totalOi":1413,"analysisCoverage":0.8333,"avgIvPct":906.7,"ivRank":100,"iv52wHighPct":906.7,"iv52wLowPct":87.3,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-134.35,"riskReversal30dPp":-134.35,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.258,"putCallOiFrontRatio":0.122,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.147084,"dealerDeltaNormalized":-0.147091,"gexPer100kOi":82737.438075,"vannaPer100kOi":1132.342534,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":24.9,"gammaFlipDistancePct":null,"maxPainDistancePct":21.212121,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPAI.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."}