{"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/SPFF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPFF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPFF.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":"SPFF","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":9.100000381469727,"previous_close":9.119999885559082,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":494,"previous_open_interest":494,"listed_contracts":6,"listed_calls":1,"listed_puts":6,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":37,"put_open_interest":457,"put_call_open_interest_ratio":12.35135135135135,"nearest_expiration_max_pain":9,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.0989052448102827,"all_expiration_max_pain":10,"net_gamma_exposure":-64339.97020899356,"net_gamma_exposure_per_100k_open_interest":-13024285.467407603,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":10,"call_wall_distance_pct":9.89010528354413,"put_wall":8,"put_wall_distance_pct":-12.087915773164696,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4076},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SPFF","price":9.1,"totalOi":494,"analysisCoverage":0.8333,"avgIvPct":61.4,"ivRank":98.5,"iv52wHighPct":61.9,"iv52wLowPct":29.5,"frontDte":14,"frontAtmIvPct":81.5942,"backAtmIvPct":81.5942,"termPremiumPp":0,"expectedMoveFrontPct":15.98,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":12.351,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.107227,"dealerDeltaNormalized":0.107227,"gexPer100kOi":-1194773.279352,"vannaPer100kOi":5060.728745,"charmPer100kOi":19635.62753,"weekendDeltaShiftPer100kOi":59109.311741,"ivSurfaceRangePp":18,"gammaFlipDistancePct":null,"maxPainDistancePct":9.89011,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPFF.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."}