{"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/GOOG","markdown_url":"https://halfonadouble.com/stock/GOOG.md","history_url":"https://halfonadouble.com/api/v1/history/GOOG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GOOG.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":"GOOG","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":340.3500061035156,"previous_close":334.92999267578125,"delta_neutral":327.9189098555704,"gamma_neutral":331.23468752830695,"gamma_max":374.8830043554284,"total_open_interest":1749278,"previous_open_interest":1820659,"listed_contracts":1624,"listed_calls":1063,"listed_puts":914,"gamma_max_distance_pct":10.146319269173084,"delta_neutral_distance_pct":-3.652444843548605,"gamma_neutral_distance_pct":-2.6782190132931274,"open_interest_change_1d_pct":-3.920613360327222,"call_open_interest":1012609,"put_open_interest":736669,"put_call_open_interest_ratio":0.7274960028994409,"nearest_expiration_max_pain":337.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-0.8373750704881172,"all_expiration_max_pain":330,"net_gamma_exposure":40818715.666160874,"net_gamma_exposure_per_100k_open_interest":2333460.757304492,"gamma_exposure_flip":331.23468752830695,"gamma_exposure_flip_distance_pct":-2.6782190132931274,"call_wall":350,"call_wall_distance_pct":2.8353147417160267,"put_wall":340,"put_wall_distance_pct":-0.10283710804728839,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":60},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":2.380952380952381,"gamma_max_cross_count":6,"delta_neutral_cross_count":6,"gamma_max_prior_sessions_closer_pct":75,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":30.158730158730158,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":57.936507936507944,"open_interest_change_1d_contracts":-71381,"open_interest_change_z_252":-0.7513518289456443,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":3.8925913013730766,"open_interest_change_21_sessions_pct":-1.0988215725219412,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-43236,"put_change_contracts":-28145,"call_growth_pct":-4.094919235304424,"put_growth_pct":-3.679979707484434,"call_minus_put_growth_pp":-0.4149395278199899},"five_sessions":{"call_change_contracts":23409,"put_change_contracts":42132,"call_growth_pct":2.3664577436312175,"put_growth_pct":6.066199496931049,"call_minus_put_growth_pp":-3.699741753299832},"call_change_surprise":{"z_score":-0.785460761615047,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.6817404653253906,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.2649988492546297,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":34.8293030118245,"directional_score":-4.251968503937011,"catalyst_reasons":["volume/OI 0.12"],"features":{"symbol":"GOOG","price":340.35,"totalOi":1880453,"analysisCoverage":1,"avgIvPct":66.8,"ivRank":19.7,"iv52wHighPct":179.1,"iv52wLowPct":39.2,"frontDte":7,"frontAtmIvPct":29.1728,"backAtmIvPct":34.2525,"termPremiumPp":-5.0797,"expectedMoveFrontPct":4.04,"straddleFrontPct":2.87,"straddle30dPct":7.77,"riskReversalFrontPp":-0.04,"riskReversal30dPp":0.79,"butterflyFrontPp":3.15,"butterfly30dPp":2.19,"putCallOiRatio":0.711,"putCallOiFrontRatio":0.667,"putCallVolumeFrontRatio":0.417,"optionVolume":223030,"volumeOiRatio":0.118604,"netDeltaNormalized":0.12,"dealerDeltaNormalized":-0.118617,"gexPer100kOi":18831188.403007,"vannaPer100kOi":2176.443655,"charmPer100kOi":-408115.704035,"weekendDeltaShiftPer100kOi":-1224347.112105,"ivSurfaceRangePp":64.9,"gammaFlipDistancePct":-0.220361,"maxPainDistancePct":-3.040987,"peakCallDistancePct":0.631703,"peakPutDistancePct":-0.102835},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GOOG.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":16,"completed_path_count":16,"latest_cross_date":"2026-04-30","horizons":[{"sessions":1,"sample_size":16,"median_return_pct":0.16408120781495894,"p25_return_pct":-0.25693045999977404,"p75_return_pct":0.9523326513156127,"above_zero_pct":56.25,"median_interval_low_pct":-0.21858537111736354,"median_interval_high_pct":0.872537750002178,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":3,"sample_size":16,"median_return_pct":0.6410971127391196,"p25_return_pct":-0.23565395638711906,"p75_return_pct":1.9943011076139494,"above_zero_pct":68.75,"median_interval_low_pct":-0.18620120935047835,"median_interval_high_pct":1.7923610659364542,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":5,"sample_size":16,"median_return_pct":0.5958376802517873,"p25_return_pct":-1.062698183572769,"p75_return_pct":3.515070146062471,"above_zero_pct":62.5,"median_interval_low_pct":-1.0519063304785248,"median_interval_high_pct":3.466510485873031,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":10,"sample_size":16,"median_return_pct":1.8305627658684043,"p25_return_pct":-1.436090322966993,"p75_return_pct":5.330049777423879,"above_zero_pct":68.75,"median_interval_low_pct":-1.2622818470383934,"median_interval_high_pct":5.133858500356392,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0}]},{"direction":"below","event_count":16,"completed_path_count":16,"latest_cross_date":"2026-05-04","horizons":[{"sessions":1,"sample_size":16,"median_return_pct":0.00045227202695174995,"p25_return_pct":-1.069149076303269,"p75_return_pct":1.0892618898863948,"above_zero_pct":50,"median_interval_low_pct":-1.0381954384690473,"median_interval_high_pct":1.078825095559277,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":3,"sample_size":16,"median_return_pct":1.4467978917970359,"p25_return_pct":-0.6409383724737483,"p75_return_pct":2.0796273114514707,"above_zero_pct":68.75,"median_interval_low_pct":-0.492039758452556,"median_interval_high_pct":1.8569300166096037,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":5,"sample_size":16,"median_return_pct":1.3874010479633991,"p25_return_pct":-0.20075624784137713,"p75_return_pct":1.9612948289524257,"above_zero_pct":75,"median_interval_low_pct":0.22829353600770652,"median_interval_high_pct":1.9112268583548753,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0.22829353600770652},{"sessions":10,"sample_size":16,"median_return_pct":2.311128173962018,"p25_return_pct":-0.284552876372282,"p75_return_pct":4.140647281968207,"above_zero_pct":75,"median_interval_low_pct":0.22723876997914338,"median_interval_high_pct":3.3979542194545242,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0.22723876997914338}]}],"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."}