{"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/SPAI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPAI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPAI.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":"SPAI","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":4.420000076293945,"previous_close":4.53000020980835,"delta_neutral":3.403687337363877,"gamma_neutral":4.420000076293945,"gamma_max":4.707328608351267,"total_open_interest":1045,"previous_open_interest":1043,"listed_contracts":28,"listed_calls":27,"listed_puts":8,"gamma_max_distance_pct":6.500645409450735,"delta_neutral_distance_pct":-22.993500483878275,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.19175455417066153,"call_open_interest":807,"put_open_interest":238,"put_call_open_interest_ratio":0.2949194547707559,"nearest_expiration_max_pain":4,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-9.502264005526996,"all_expiration_max_pain":4,"net_gamma_exposure":37042.24868296,"net_gamma_exposure_per_100k_open_interest":3544712.792627752,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":5,"call_wall_distance_pct":13.122169993091257,"put_wall":4,"put_wall_distance_pct":-9.502264005526996,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3663},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SPAI","price":4.42,"totalOi":1045,"analysisCoverage":0.8333,"avgIvPct":107.9,"ivRank":29,"iv52wHighPct":158.33,"iv52wLowPct":87.3,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-9.21,"riskReversal30dPp":-9.21,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.295,"putCallOiFrontRatio":0.051,"putCallVolumeFrontRatio":0,"optionVolume":6,"volumeOiRatio":0.005742,"netDeltaNormalized":0.253368,"dealerDeltaNormalized":-0.253359,"gexPer100kOi":166957.894737,"vannaPer100kOi":1913.875598,"charmPer100kOi":-148612.440191,"weekendDeltaShiftPer100kOi":-445933.014354,"ivSurfaceRangePp":45.7,"gammaFlipDistancePct":-5.882353,"maxPainDistancePct":-9.502262,"peakCallDistancePct":-9.502262,"peakPutDistancePct":-9.502262},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPAI.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."}