{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/ASPN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ASPN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASPN.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"ASPN","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":5.690000057220459,"previous_close":5.559999942779541,"delta_neutral":3.79463582211277,"gamma_neutral":4.272500042915344,"gamma_max":6.98144493215837,"total_open_interest":20331,"previous_open_interest":20348,"listed_contracts":53,"listed_calls":38,"listed_puts":22,"gamma_max_distance_pct":22.696746255724577,"delta_neutral_distance_pct":-33.31044316427593,"gamma_neutral_distance_pct":-24.912126538669273,"open_interest_change_1d_pct":-0.08354629447611558,"call_open_interest":15104,"put_open_interest":5227,"put_call_open_interest_ratio":0.3460672669491525,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-12.126538669272371,"all_expiration_max_pain":5,"net_gamma_exposure":426567.5838404309,"net_gamma_exposure_per_100k_open_interest":2098114.1303449455,"gamma_exposure_flip":4.272500042915344,"gamma_exposure_flip_distance_pct":-24.912126538669273,"call_wall":7.5,"call_wall_distance_pct":31.81019199609144,"put_wall":5,"put_wall_distance_pct":-12.126538669272371,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1558},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ASPN","price":5.69,"totalOi":20331,"analysisCoverage":0.7778,"avgIvPct":170.7,"ivRank":13.3,"iv52wHighPct":537.2,"iv52wLowPct":114.4,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-14.24,"riskReversal30dPp":-14.24,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.346,"putCallOiFrontRatio":0.327,"putCallVolumeFrontRatio":0,"optionVolume":15,"volumeOiRatio":0.000738,"netDeltaNormalized":0.240143,"dealerDeltaNormalized":-0.24006,"gexPer100kOi":125299.54257,"vannaPer100kOi":2562.58915,"charmPer100kOi":-99965.569819,"weekendDeltaShiftPer100kOi":-299896.709458,"ivSurfaceRangePp":17.3,"gammaFlipDistancePct":0,"maxPainDistancePct":-12.126538,"peakCallDistancePct":31.810193,"peakPutDistancePct":31.810193},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASPN.json?date=2026-10-02","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."}