{"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/SPESG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPESG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPESG.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":"SPESG","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":677.1699829101562,"previous_close":684.6900024414062,"delta_neutral":3724.4349060058594,"gamma_neutral":677.1699829101562,"gamma_max":530,"total_open_interest":13462,"previous_open_interest":20284,"listed_contracts":29,"listed_calls":0,"listed_puts":29,"gamma_max_distance_pct":-21.7330931116718,"delta_neutral_distance_pct":450,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-33.632419641096426,"call_open_interest":0,"put_open_interest":13462,"put_call_open_interest_ratio":null,"nearest_expiration_max_pain":670,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.05881582041529,"all_expiration_max_pain":670,"net_gamma_exposure":-3629932.5576084144,"net_gamma_exposure_per_100k_open_interest":-26964288.795189533,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":null,"call_wall_distance_pct":null,"put_wall":655,"put_wall_distance_pct":-3.2739169587642016,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1734},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":677.17,"totalOi":20476,"analysisCoverage":0.8333,"avgIvPct":241.4,"ivRank":87,"iv52wHighPct":273.6,"iv52wLowPct":26.4,"frontDte":35,"termPremiumPp":-0.4631,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":4288,"volumeOiRatio":0.209416,"netDeltaNormalized":-0.097886,"dealerDeltaNormalized":0.097886,"gexPer100kOi":-142750795.56554,"vannaPer100kOi":3013.283845,"charmPer100kOi":686701.5042,"weekendDeltaShiftPer100kOi":2060109.396366,"ivSurfaceRangePp":23.1,"gammaFlipDistancePct":null,"maxPainDistancePct":-1.058818,"peakCallDistancePct":null,"peakPutDistancePct":-2.535552},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPESG.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."}