I know the answer for the question if the embedding in the question is from $I=[0,1]$ into $\mathbb{S}^2$ or from $\mathbb{S}^1$ into the sphere. It is direct from the Proposition 2B.1 from Chapter 2B of Hatcher Algebraic Topology.
However, I want to know the answer if $I=(0,1)$ is open. In more detail, if we have a simple non-closed curve in the sphere, what is the homology group of the complement of that curve.
EDIT: A friend of mine has showed me a proof that such a curve would divide the sphere into one or two connected components. I am not very familiar with algebraic topology but I suppose that means the group is either $0$ or $\mathbb{Z}$.