{"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/SPDW","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPDW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPDW.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":"SPDW","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":50.529998779296875,"previous_close":49.900001525878906,"delta_neutral":49.96999910143972,"gamma_neutral":45.95059210743825,"gamma_max":56.25400665922269,"total_open_interest":239,"previous_open_interest":250,"listed_contracts":33,"listed_calls":17,"listed_puts":16,"gamma_max_distance_pct":11.327939873750902,"delta_neutral_distance_pct":-1.1082519124987578,"gamma_neutral_distance_pct":-9.062748431600793,"open_interest_change_1d_pct":-4.3999999999999995,"call_open_interest":134,"put_open_interest":105,"put_call_open_interest_ratio":0.7835820895522388,"nearest_expiration_max_pain":51,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.9301429488569346,"all_expiration_max_pain":50,"net_gamma_exposure":10385.830446202264,"net_gamma_exposure_per_100k_open_interest":4345535.751549065,"gamma_exposure_flip":45.95059210743825,"gamma_exposure_flip_distance_pct":-9.062748431600793,"call_wall":56,"call_wall_distance_pct":10.825255002666438,"put_wall":43,"put_wall_distance_pct":-14.90203633723827,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4421},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SPDW","price":50.53,"totalOi":239,"analysisCoverage":0.7778,"avgIvPct":27.5,"ivRank":14.1,"iv52wHighPct":51.31,"iv52wLowPct":23.6,"frontDte":14,"frontAtmIvPct":24.3557,"backAtmIvPct":18.1497,"termPremiumPp":6.206,"expectedMoveFrontPct":4.77,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":29.6,"riskReversal30dPp":29.6,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.784,"putCallOiFrontRatio":1.667,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.004184,"netDeltaNormalized":-0.001018,"dealerDeltaNormalized":0.000962,"gexPer100kOi":2866041.841004,"vannaPer100kOi":5857.740586,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":29.6,"gammaFlipDistancePct":9.657629,"maxPainDistancePct":-1.048882,"peakCallDistancePct":4.888185,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPDW.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."}