{"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/SPESG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPESG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPESG.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":"SPESG","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":683.780029296875,"previous_close":679.6900024414062,"delta_neutral":3760.7901611328125,"gamma_neutral":683.780029296875,"gamma_max":470,"total_open_interest":19142,"previous_open_interest":19056,"listed_contracts":33,"listed_calls":0,"listed_puts":33,"gamma_max_distance_pct":-31.264444724526854,"delta_neutral_distance_pct":450,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.45130142737195633,"call_open_interest":0,"put_open_interest":19142,"put_call_open_interest_ratio":null,"nearest_expiration_max_pain":665,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.746501578319908,"all_expiration_max_pain":665,"net_gamma_exposure":-3392912.116593732,"net_gamma_exposure_per_100k_open_interest":-17724961.428240165,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":null,"call_wall_distance_pct":null,"put_wall":655,"put_wall_distance_pct":-4.208960201202315,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1607},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SPESG","price":683.78,"totalOi":19142,"analysisCoverage":0.8333,"avgIvPct":30.3,"ivRank":7.6,"iv52wHighPct":77.88,"iv52wLowPct":26.4,"frontDte":14,"frontAtmIvPct":16.3393,"backAtmIvPct":17.4128,"termPremiumPp":-1.0735,"expectedMoveFrontPct":3.2,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.077581,"dealerDeltaNormalized":0.077581,"gexPer100kOi":-118452941.855605,"vannaPer100kOi":3265.07157,"charmPer100kOi":431454.39348,"weekendDeltaShiftPer100kOi":1294363.180441,"ivSurfaceRangePp":46.4,"gammaFlipDistancePct":null,"maxPainDistancePct":-2.746497,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPESG.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."}