{"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/SPXE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPXE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPXE.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":"SPXE","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":83.30000305175781,"previous_close":82.0999984741211,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":36,"previous_open_interest":36,"listed_contracts":3,"listed_calls":2,"listed_puts":1,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":32,"put_open_interest":4,"put_call_open_interest_ratio":0.125,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2027-01-15","nearest_expiration_max_pain_distance_pct":-3.9615881522926006,"all_expiration_max_pain":80,"net_gamma_exposure":7837.911702052831,"net_gamma_exposure_per_100k_open_interest":21771976.950146753,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":88,"call_wall_distance_pct":5.642253032478139,"put_wall":80,"put_wall_distance_pct":-3.9615881522926006,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5064},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SPXE","price":83.3,"totalOi":36,"analysisCoverage":0.6667,"avgIvPct":21.4,"ivRank":67.6,"iv52wHighPct":24.85,"iv52wLowPct":14.2,"frontDte":105,"frontAtmIvPct":17.7869,"backAtmIvPct":17.7869,"termPremiumPp":0,"expectedMoveFrontPct":9.54,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.125,"putCallOiFrontRatio":0.125,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.214167,"dealerDeltaNormalized":-0.214167,"gexPer100kOi":22470055.555556,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":22.3,"gammaFlipDistancePct":-2.304922,"maxPainDistancePct":-3.961585,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPXE.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."}