{"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/SPRX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPRX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPRX.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":"SPRX","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":51.08000183105469,"previous_close":49.630001068115234,"delta_neutral":42.52823527180117,"gamma_neutral":37.15031633405992,"gamma_max":50.795990144084854,"total_open_interest":302,"previous_open_interest":311,"listed_contracts":49,"listed_calls":33,"listed_puts":22,"gamma_max_distance_pct":-0.5560134627817598,"delta_neutral_distance_pct":-16.741907307556843,"gamma_neutral_distance_pct":-27.270330848982173,"open_interest_change_1d_pct":-2.8938906752411575,"call_open_interest":223,"put_open_interest":79,"put_call_open_interest_ratio":0.3542600896860987,"nearest_expiration_max_pain":46,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-9.945187253235845,"all_expiration_max_pain":43,"net_gamma_exposure":25896.077408414145,"net_gamma_exposure_per_100k_open_interest":8574860.069011306,"gamma_exposure_flip":37.15031633405992,"gamma_exposure_flip_distance_pct":-27.270330848982173,"call_wall":50,"call_wall_distance_pct":-2.114333970908528,"put_wall":45,"put_wall_distance_pct":-11.902900573817675,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4311},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SPRX","price":51.08,"totalOi":302,"analysisCoverage":0.7778,"avgIvPct":64.2,"ivRank":3.9,"iv52wHighPct":130.27,"iv52wLowPct":61.53,"frontDte":14,"frontAtmIvPct":55.4514,"backAtmIvPct":57.8608,"termPremiumPp":-2.4094,"expectedMoveFrontPct":10.86,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.354,"putCallOiFrontRatio":0.226,"putCallVolumeFrontRatio":0,"optionVolume":38,"volumeOiRatio":0.125828,"netDeltaNormalized":0.34404,"dealerDeltaNormalized":-0.34404,"gexPer100kOi":4748913.907285,"vannaPer100kOi":1324.503311,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":14.9,"gammaFlipDistancePct":-8.633516,"maxPainDistancePct":-15.818324,"peakCallDistancePct":1.801096,"peakPutDistancePct":-6.029757},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPRX.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."}