{"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/SPYT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SPYT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPYT.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":"SPYT","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":17.010000228881836,"previous_close":16.959999084472656,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":199,"previous_open_interest":197,"listed_contracts":18,"listed_calls":9,"listed_puts":9,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":1.015228426395939,"call_open_interest":139,"put_open_interest":60,"put_call_open_interest_ratio":0.4316546762589928,"nearest_expiration_max_pain":17,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.05879029245899845,"all_expiration_max_pain":17,"net_gamma_exposure":5739.61831389747,"net_gamma_exposure_per_100k_open_interest":2884230.3084911914,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":17,"call_wall_distance_pct":-0.05879029245899845,"put_wall":17,"put_wall_distance_pct":-0.05879029245899845,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4494},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SPYT","price":17.01,"totalOi":199,"analysisCoverage":0.7778,"avgIvPct":36.5,"ivRank":11.2,"iv52wHighPct":137.89,"iv52wLowPct":23.7,"frontDte":14,"frontAtmIvPct":9.7014,"backAtmIvPct":19.3779,"termPremiumPp":-9.6765,"expectedMoveFrontPct":1.9,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.432,"putCallOiFrontRatio":1.381,"putCallVolumeFrontRatio":0,"optionVolume":5,"volumeOiRatio":0.025126,"netDeltaNormalized":0.237789,"dealerDeltaNormalized":-0.237739,"gexPer100kOi":2588758.79397,"vannaPer100kOi":502.512563,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":42.7,"gammaFlipDistancePct":-4.938272,"maxPainDistancePct":-0.058789,"peakCallDistancePct":-0.058789,"peakPutDistancePct":5.820106},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SPYT.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."}