{"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/SPXL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPXL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPXL.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":"SPXL","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":280.1700134277344,"previous_close":290,"delta_neutral":219.44978375710116,"gamma_neutral":170.70899407407558,"gamma_max":303.6439452944687,"total_open_interest":60376,"previous_open_interest":68776,"listed_contracts":915,"listed_calls":585,"listed_puts":514,"gamma_max_distance_pct":8.378459771459122,"delta_neutral_distance_pct":-21.67263688492312,"gamma_neutral_distance_pct":-39.06949855712971,"open_interest_change_1d_pct":-12.213562870768872,"call_open_interest":41452,"put_open_interest":18924,"put_call_open_interest_ratio":0.4565280324230435,"nearest_expiration_max_pain":285,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":1.7239484387259192,"all_expiration_max_pain":170,"net_gamma_exposure":1945628.0840365186,"net_gamma_exposure_per_100k_open_interest":3222519.020863454,"gamma_exposure_flip":170.70899407407558,"gamma_exposure_flip_distance_pct":-39.06949855712971,"call_wall":300,"call_wall_distance_pct":7.077840461816757,"put_wall":280,"put_wall_distance_pct":-0.0606822356376934,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":836},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":280.17,"totalOi":69549,"analysisCoverage":1,"avgIvPct":165.8,"ivRank":62.6,"iv52wHighPct":232.9,"iv52wLowPct":53.6,"frontDte":7,"termPremiumPp":2.9606,"riskReversalFrontPp":17.69,"riskReversal30dPp":19.41,"butterflyFrontPp":-2.07,"butterfly30dPp":0.29,"putCallOiRatio":0.494,"putCallOiFrontRatio":0.765,"putCallVolumeFrontRatio":1.039,"optionVolume":5187,"volumeOiRatio":0.074581,"netDeltaNormalized":0.287972,"dealerDeltaNormalized":-0.265853,"gexPer100kOi":4689.111274,"vannaPer100kOi":-376.712821,"charmPer100kOi":597775.668953,"weekendDeltaShiftPer100kOi":1793327.006858,"ivSurfaceRangePp":73.1,"gammaFlipDistancePct":-28.714709,"maxPainDistancePct":-32.184031,"peakCallDistancePct":7.077846,"peakPutDistancePct":3.508584},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPXL.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."}