{"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/TSPY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TSPY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TSPY.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":"TSPY","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":25.540000915527344,"previous_close":25.3799991607666,"delta_neutral":25.127492962822906,"gamma_neutral":25.540000915527344,"gamma_max":26.848231894189105,"total_open_interest":271,"previous_open_interest":259,"listed_contracts":27,"listed_calls":12,"listed_puts":15,"gamma_max_distance_pct":5.122282426647867,"delta_neutral_distance_pct":-1.615144627710834,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":4.633204633204633,"call_open_interest":137,"put_open_interest":134,"put_call_open_interest_ratio":0.9781021897810219,"nearest_expiration_max_pain":26,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.8010926702551306,"all_expiration_max_pain":25,"net_gamma_exposure":-5449.131404344758,"net_gamma_exposure_per_100k_open_interest":-2010749.5956991727,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":26,"call_wall_distance_pct":1.8010926702551306,"put_wall":25,"put_wall_distance_pct":-2.114333970908528,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4360},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TSPY","price":25.54,"totalOi":271,"analysisCoverage":0.7778,"avgIvPct":23.3,"ivRank":9.1,"iv52wHighPct":68.15,"iv52wLowPct":18.8,"frontDte":14,"frontAtmIvPct":17.1052,"backAtmIvPct":21.0155,"termPremiumPp":-3.9103,"expectedMoveFrontPct":3.35,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.978,"putCallOiFrontRatio":3.846,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.01107,"netDeltaNormalized":0.108276,"dealerDeltaNormalized":-0.10428,"gexPer100kOi":1826712.177122,"vannaPer100kOi":369.00369,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":12.2,"gammaFlipDistancePct":0.626468,"maxPainDistancePct":-2.11433,"peakCallDistancePct":-6.029757,"peakPutDistancePct":-2.11433},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TSPY.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."}