{"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/SPXU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPXU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPXU.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":"SPXU","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":34.869998931884766,"previous_close":33.709999084472656,"delta_neutral":30.74383509576704,"gamma_neutral":24.091740863144626,"gamma_max":34.36276340576067,"total_open_interest":22772,"previous_open_interest":35643,"listed_contracts":295,"listed_calls":190,"listed_puts":130,"gamma_max_distance_pct":-1.4546473807324602,"delta_neutral_distance_pct":-11.832991002316334,"gamma_neutral_distance_pct":-30.909831944057252,"open_interest_change_1d_pct":-36.11087731111298,"call_open_interest":16332,"put_open_interest":6440,"put_call_open_interest_ratio":0.3943179035023267,"nearest_expiration_max_pain":33,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.362773126370411,"all_expiration_max_pain":35,"net_gamma_exposure":1515501.4909863977,"net_gamma_exposure_per_100k_open_interest":6655109.305227462,"gamma_exposure_flip":24.091740863144626,"gamma_exposure_flip_distance_pct":-30.909831944057252,"call_wall":36,"call_wall_distance_pct":3.240611134868642,"put_wall":35,"put_wall_distance_pct":0.3728163811222912,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1376},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":34.87,"totalOi":36578,"analysisCoverage":1,"avgIvPct":165.5,"ivRank":99.6,"iv52wHighPct":165.9,"iv52wLowPct":60.1,"frontDte":35,"termPremiumPp":-0.1337,"riskReversalFrontPp":-22.27,"riskReversal30dPp":-22.27,"butterflyFrontPp":5.86,"butterfly30dPp":5.86,"putCallOiRatio":0.324,"putCallOiFrontRatio":0.184,"putCallVolumeFrontRatio":0.616,"optionVolume":5665,"volumeOiRatio":0.154875,"netDeltaNormalized":0.194879,"dealerDeltaNormalized":-0.182119,"gexPer100kOi":15534403.029143,"vannaPer100kOi":2575.318497,"charmPer100kOi":-168902.072284,"weekendDeltaShiftPer100kOi":-506708.950735,"ivSurfaceRangePp":45.8,"gammaFlipDistancePct":-16.20304,"maxPainDistancePct":-5.362776,"peakCallDistancePct":0.372813,"peakPutDistancePct":-8.230571},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPXU.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."}