{"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/SPEU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPEU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPEU.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":"SPEU","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":53.95000076293945,"previous_close":53.86000061035156,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":18,"previous_open_interest":25,"listed_contracts":10,"listed_calls":5,"listed_puts":5,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-28.000000000000004,"call_open_interest":9,"put_open_interest":9,"put_call_open_interest_ratio":1,"nearest_expiration_max_pain":52,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-3.6144591943713027,"all_expiration_max_pain":52,"net_gamma_exposure":749.8711586558213,"net_gamma_exposure_per_100k_open_interest":4165950.8814212293,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":55,"call_wall_distance_pct":1.9462450828765065,"put_wall":51,"put_wall_distance_pct":-5.4680272867872395,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5176},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":53.95,"totalOi":25,"analysisCoverage":0.6111,"avgIvPct":65.5,"ivRank":35.4,"iv52wHighPct":151.82,"iv52wLowPct":18.1,"frontDte":35,"termPremiumPp":2.6904,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.562,"putCallOiFrontRatio":0.5,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.2412,"dealerDeltaNormalized":-0.2412,"gexPer100kOi":25462440,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":-3.39203,"maxPainDistancePct":-3.614458,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPEU.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."}