{"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/SPXL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPXL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPXL.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":"SPXL","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":288.6499938964844,"previous_close":282.6499938964844,"delta_neutral":223.8724224002563,"gamma_neutral":179.70556713090735,"gamma_max":299.59230621578456,"total_open_interest":63638,"previous_open_interest":67193,"listed_contracts":923,"listed_calls":595,"listed_puts":539,"gamma_max_distance_pct":3.7908583234629534,"delta_neutral_distance_pct":-22.44156343875018,"gamma_neutral_distance_pct":-37.742743484916424,"open_interest_change_1d_pct":-5.29072968910452,"call_open_interest":43761,"put_open_interest":19877,"put_call_open_interest_ratio":0.4542172253833322,"nearest_expiration_max_pain":282.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-2.1306059333193286,"all_expiration_max_pain":172,"net_gamma_exposure":3236911.843409303,"net_gamma_exposure_per_100k_open_interest":5086444.959629943,"gamma_exposure_flip":179.70556713090735,"gamma_exposure_flip_distance_pct":-37.742743484916424,"call_wall":300,"call_wall_distance_pct":3.9320998938201823,"put_wall":280,"put_wall_distance_pct":-2.9967067657678297,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":860},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SPXL","price":288.65,"totalOi":68204,"analysisCoverage":1,"avgIvPct":93.3,"ivRank":55.2,"iv52wHighPct":123.3,"iv52wLowPct":56.4,"frontDte":7,"frontAtmIvPct":35.0219,"backAtmIvPct":40.7755,"termPremiumPp":-5.7536,"expectedMoveFrontPct":4.85,"straddleFrontPct":3.43,"straddle30dPct":9.82,"riskReversalFrontPp":12.95,"riskReversal30dPp":8.84,"butterflyFrontPp":-4.13,"butterfly30dPp":4.8,"putCallOiRatio":0.48,"putCallOiFrontRatio":0.905,"putCallVolumeFrontRatio":0.979,"optionVolume":4794,"volumeOiRatio":0.070289,"netDeltaNormalized":0.333995,"dealerDeltaNormalized":-0.300896,"gexPer100kOi":23526647.982523,"vannaPer100kOi":-785.877661,"charmPer100kOi":-1096237.757316,"weekendDeltaShiftPer100kOi":-3288713.271949,"ivSurfaceRangePp":77.3,"gammaFlipDistancePct":-30.725792,"maxPainDistancePct":-35.562099,"peakCallDistancePct":2.199896,"peakPutDistancePct":-6.461112},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPXL.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."}