The main goal of this clinical trial is to learn if the active study drug (code name: SP-624) has any effect on the electrical activity of the brain in adult healthy volunteers and in adults with major depression. Another goal of the study is to learn if SP-624 improves memory and learning in adults with major depression. The study will also provide additional information on the safety of SP-624 and how well it is tolerated in adult healthy volunteers and adults with major depression. Researchers will compare SP-624 to a placebo (a look-alike substance that contains no drug) to see if SP-624 has any effect on study tests. Study participants will: Take capsules of study drug (SP-624 or a placebo) once daily for 2 weeks; visit the clinic at Screening, Day 1 (first dose of study drug), and Day 15 (last dose of study drug) for checkups and tests; and have phone call check-ups on Day 7 and about 1 week after the last dose of study drug.