{"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/OSPN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OSPN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OSPN.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":"OSPN","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":18.1200008392334,"previous_close":18.040000915527344,"delta_neutral":9.262817801803257,"gamma_neutral":5.600356547231836,"gamma_max":17.809358120518084,"total_open_interest":6995,"previous_open_interest":6990,"listed_contracts":24,"listed_calls":19,"listed_puts":11,"gamma_max_distance_pct":-1.7143637104183314,"delta_neutral_distance_pct":-48.88069882564565,"gamma_neutral_distance_pct":-69.09295646882117,"open_interest_change_1d_pct":0.07153075822603719,"call_open_interest":6924,"put_open_interest":71,"put_call_open_interest_ratio":0.01025418833044483,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.421638027140559,"all_expiration_max_pain":12.5,"net_gamma_exposure":1069009.9116940764,"net_gamma_exposure_per_100k_open_interest":15282486.228650127,"gamma_exposure_flip":5.600356547231836,"gamma_exposure_flip_distance_pct":-69.09295646882117,"call_wall":20,"call_wall_distance_pct":10.375270826125076,"put_wall":17.5,"put_wall_distance_pct":-3.421638027140559,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2348},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OSPN","price":18.12,"totalOi":6995,"analysisCoverage":0.8889,"avgIvPct":67.5,"ivRank":15.6,"iv52wHighPct":117.43,"iv52wLowPct":58.3,"frontDte":14,"frontAtmIvPct":50.4985,"backAtmIvPct":52.9208,"termPremiumPp":-2.4223,"expectedMoveFrontPct":9.89,"straddleFrontPct":18.21,"straddle30dPct":18.21,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.01,"putCallOiFrontRatio":0.644,"putCallVolumeFrontRatio":0,"optionVolume":25,"volumeOiRatio":0.003574,"netDeltaNormalized":0.478169,"dealerDeltaNormalized":-0.475708,"gexPer100kOi":2810307.791279,"vannaPer100kOi":1143.674053,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":11,"gammaFlipDistancePct":null,"maxPainDistancePct":-31.015453,"peakCallDistancePct":10.375276,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OSPN.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."}