{"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/GLXY","markdown_url":"https://halfonadouble.com/stock/GLXY.md","history_url":"https://halfonadouble.com/api/v1/history/GLXY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GLXY.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":"GLXY","page_tier":"A","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":23.059999465942383,"previous_close":23.020000457763672,"delta_neutral":21.909379894190003,"gamma_neutral":20.595195759046213,"gamma_max":28.76918672643948,"total_open_interest":310702,"previous_open_interest":328287,"listed_contracts":366,"listed_calls":211,"listed_puts":191,"gamma_max_distance_pct":24.757967878225973,"delta_neutral_distance_pct":-4.989677356461975,"gamma_neutral_distance_pct":-10.688654657327598,"open_interest_change_1d_pct":-5.3565934685199235,"call_open_interest":204501,"put_open_interest":106201,"put_call_open_interest_ratio":0.5193177539474134,"nearest_expiration_max_pain":24,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":4.07632504695378,"all_expiration_max_pain":23.5,"net_gamma_exposure":3996640.632866584,"net_gamma_exposure_per_100k_open_interest":1286326.0078359921,"gamma_exposure_flip":20.595195759046213,"gamma_exposure_flip_distance_pct":-10.688654657327598,"call_wall":25,"call_wall_distance_pct":8.412838590576854,"put_wall":20,"put_wall_distance_pct":-13.269729127538518,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":298},"history_summary":{"first_date":"2025-05-23","last_date":"2026-10-02","session_count":343,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":0.3968253968253968,"gamma_max_cross_count":2,"delta_neutral_cross_count":32,"gamma_max_prior_sessions_closer_pct":61.50793650793651,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":25.793650793650798,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":34.92063492063492,"open_interest_change_1d_contracts":-17585,"open_interest_change_z_252":-0.5469747963233372,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":0.9546275717757763,"open_interest_change_21_sessions_pct":-28.107363915080697,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-7880,"put_change_contracts":-9705,"call_growth_pct":-3.7103130694365314,"put_growth_pct":-8.373164460856211,"call_minus_put_growth_pp":4.66285139141968},"five_sessions":{"call_change_contracts":7141,"put_change_contracts":-4203,"call_growth_pct":3.618261045804621,"put_growth_pct":-3.806927285243288,"call_minus_put_growth_pp":7.425188331047909},"call_change_surprise":{"z_score":-0.456529447564886,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.5085844380711216,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.43785348022945275,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":54.337792645927095,"directional_score":13.464566929133856,"catalyst_reasons":["smile convexity 20.8 pp","7d expected move +11.1%"],"features":{"symbol":"GLXY","price":23.06,"totalOi":332562,"analysisCoverage":1,"avgIvPct":357.9,"ivRank":80.1,"iv52wHighPct":420.9,"iv52wLowPct":104.59,"frontDte":7,"frontAtmIvPct":80.1531,"backAtmIvPct":86.9822,"termPremiumPp":-6.8291,"expectedMoveFrontPct":11.1,"straddleFrontPct":8.43,"straddle30dPct":17.95,"riskReversalFrontPp":-4.03,"riskReversal30dPp":-1.42,"butterflyFrontPp":20.75,"butterfly30dPp":16.29,"putCallOiRatio":0.555,"putCallOiFrontRatio":1.847,"putCallVolumeFrontRatio":0.547,"optionVolume":10396,"volumeOiRatio":0.03126,"netDeltaNormalized":0.076159,"dealerDeltaNormalized":-0.076057,"gexPer100kOi":169561.919281,"vannaPer100kOi":2632.591817,"charmPer100kOi":542463.360216,"weekendDeltaShiftPer100kOi":1627390.381342,"ivSurfaceRangePp":112.5,"gammaFlipDistancePct":-64.570685,"maxPainDistancePct":1.908066,"peakCallDistancePct":4.076323,"peakPutDistancePct":6.244579},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GLXY.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":[{"direction":"above","event_count":2,"completed_path_count":2,"latest_cross_date":"2026-01-15","horizons":[{"sessions":1,"sample_size":2,"median_return_pct":7.0985573980374745,"p25_return_pct":7.021700400319758,"p75_return_pct":7.175414395755192,"above_zero_pct":100,"median_interval_low_pct":null,"median_interval_high_pct":null,"median_interval_nominal_coverage_pct":null,"confidence_floor_pct":null},{"sessions":3,"sample_size":2,"median_return_pct":7.086793627050947,"p25_return_pct":4.2623730484621705,"p75_return_pct":9.911214205639723,"above_zero_pct":100,"median_interval_low_pct":null,"median_interval_high_pct":null,"median_interval_nominal_coverage_pct":null,"confidence_floor_pct":null},{"sessions":5,"sample_size":2,"median_return_pct":13.578579026153292,"p25_return_pct":6.648620314527376,"p75_return_pct":20.50853773777921,"above_zero_pct":50,"median_interval_low_pct":null,"median_interval_high_pct":null,"median_interval_nominal_coverage_pct":null,"confidence_floor_pct":null},{"sessions":10,"sample_size":2,"median_return_pct":3.5154037553586104,"p25_return_pct":-4.072244306946678,"p75_return_pct":11.1030518176639,"above_zero_pct":50,"median_interval_low_pct":null,"median_interval_high_pct":null,"median_interval_nominal_coverage_pct":null,"confidence_floor_pct":null}]},{"direction":"below","event_count":2,"completed_path_count":2,"latest_cross_date":"2026-01-16","horizons":[{"sessions":1,"sample_size":2,"median_return_pct":-4.838814971609295,"p25_return_pct":-5.64004696512907,"p75_return_pct":-4.037582978089521,"above_zero_pct":0,"median_interval_low_pct":null,"median_interval_high_pct":null,"median_interval_nominal_coverage_pct":null,"confidence_floor_pct":null},{"sessions":3,"sample_size":2,"median_return_pct":-7.702593841505927,"p25_return_pct":-8.791549268915285,"p75_return_pct":-6.61363841409657,"above_zero_pct":0,"median_interval_low_pct":null,"median_interval_high_pct":null,"median_interval_nominal_coverage_pct":null,"confidence_floor_pct":null},{"sessions":5,"sample_size":2,"median_return_pct":-10.479697908918961,"p25_return_pct":-11.30392377190832,"p75_return_pct":-9.655472045929603,"above_zero_pct":0,"median_interval_low_pct":null,"median_interval_high_pct":null,"median_interval_nominal_coverage_pct":null,"confidence_floor_pct":null},{"sessions":10,"sample_size":2,"median_return_pct":-16.061963604905237,"p25_return_pct":-19.499942053442123,"p75_return_pct":-12.623985156368356,"above_zero_pct":0,"median_interval_low_pct":null,"median_interval_high_pct":null,"median_interval_nominal_coverage_pct":null,"confidence_floor_pct":null}]}],"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."}