{"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/GPRO","markdown_url":"https://halfonadouble.com/stock/GPRO.md","history_url":"https://halfonadouble.com/api/v1/history/GPRO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GPRO.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":"GPRO","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":1.350000023841858,"previous_close":1.3300000429153442,"delta_neutral":1.0662264607311651,"gamma_neutral":1.350000023841858,"gamma_max":1.5036926436526714,"total_open_interest":442524,"previous_open_interest":443519,"listed_contracts":54,"listed_calls":39,"listed_puts":33,"gamma_max_distance_pct":11.384638303444756,"delta_neutral_distance_pct":-21.02026356289418,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.2243421364135471,"call_open_interest":350153,"put_open_interest":92371,"put_call_open_interest_ratio":0.2638018237741787,"nearest_expiration_max_pain":1.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":11.111109148818315,"all_expiration_max_pain":1,"net_gamma_exposure":11200967.841943074,"net_gamma_exposure_per_100k_open_interest":2531154.884693954,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1.5,"call_wall_distance_pct":11.111109148818315,"put_wall":1.5,"put_wall_distance_pct":11.111109148818315,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":229},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1255,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":62.301587301587304,"gamma_max_cross_count":39,"delta_neutral_cross_count":10,"gamma_max_prior_sessions_closer_pct":46.42857142857143,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":17.857142857142858,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":94.84126984126983,"open_interest_change_1d_contracts":-995,"open_interest_change_z_252":-0.09150014432160711,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":0.35058438289438476,"open_interest_change_21_sessions_pct":3.7300960359671924,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":3112,"put_change_contracts":-4107,"call_growth_pct":0.8967240181995788,"put_growth_pct":-4.256929040817595,"call_minus_put_growth_pp":5.153653059017174},"five_sessions":{"call_change_contracts":6114,"put_change_contracts":-4568,"call_growth_pct":1.7771241051159896,"put_growth_pct":-4.712241719019177,"call_minus_put_growth_pp":6.489365824135167},"call_change_surprise":{"z_score":null,"comparison_sessions":170},"put_change_surprise":{"z_score":null,"comparison_sessions":170},"call_minus_put_growth_surprise":{"z_score":null,"comparison_sessions":170}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":49.27196080820005,"directional_score":-5.039370078740163,"catalyst_reasons":["25Δ risk reversal 50.9 pp"],"features":{"symbol":"GPRO","price":1.35,"totalOi":442524,"analysisCoverage":0.7778,"avgIvPct":150.4,"ivRank":69.1,"iv52wHighPct":160.9,"iv52wLowPct":126.95,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":50.89,"riskReversal30dPp":50.89,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.264,"putCallOiFrontRatio":0.294,"putCallVolumeFrontRatio":21.79,"optionVolume":10346,"volumeOiRatio":0.02338,"netDeltaNormalized":0.260474,"dealerDeltaNormalized":-0.24661,"gexPer100kOi":45532.23554,"vannaPer100kOi":1516.97987,"charmPer100kOi":-492780.278584,"weekendDeltaShiftPer100kOi":-1478340.609775,"ivSurfaceRangePp":87,"gammaFlipDistancePct":-21.481481,"maxPainDistancePct":-25.925926,"peakCallDistancePct":-25.925926,"peakPutDistancePct":11.111111},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GPRO.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":34,"completed_path_count":34,"latest_cross_date":"2026-03-04","horizons":[{"sessions":1,"sample_size":34,"median_return_pct":-0.4854364437391179,"p25_return_pct":-3.5866251277275163,"p75_return_pct":4.9580148203588745,"above_zero_pct":44.11764705882353,"median_interval_low_pct":-2.53863670262805,"median_interval_high_pct":2.4793364003288243,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":3,"sample_size":34,"median_return_pct":-2.602708670235787,"p25_return_pct":-6.145993165873315,"p75_return_pct":1.9268568292169441,"above_zero_pct":35.294117647058826,"median_interval_low_pct":-5.769225478877493,"median_interval_high_pct":0.2824856093507577,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":5,"sample_size":34,"median_return_pct":1.618652053476688,"p25_return_pct":-6.962229114284183,"p75_return_pct":8.543890015470046,"above_zero_pct":55.88235294117647,"median_interval_low_pct":-2.3034150781437224,"median_interval_high_pct":5.295135698246867,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":10,"sample_size":34,"median_return_pct":-1.6144338115718249,"p25_return_pct":-13.640863911440071,"p75_return_pct":10.229475843313008,"above_zero_pct":47.05882352941176,"median_interval_low_pct":-8.285713195800781,"median_interval_high_pct":7.070700259442764,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0}]},{"direction":"below","event_count":34,"completed_path_count":34,"latest_cross_date":"2026-03-03","horizons":[{"sessions":1,"sample_size":34,"median_return_pct":-0.8372154269222276,"p25_return_pct":-2.982204841686503,"p75_return_pct":1.5686533280453663,"above_zero_pct":41.17647058823529,"median_interval_low_pct":-2.590671174878001,"median_interval_high_pct":0.775193082090686,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":3,"sample_size":34,"median_return_pct":-1.4267388826980865,"p25_return_pct":-4.473958000739431,"p75_return_pct":2.9295511688312956,"above_zero_pct":44.11764705882353,"median_interval_low_pct":-3.7333361307779978,"median_interval_high_pct":1.408449379940424,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":5,"sample_size":34,"median_return_pct":-1.1315003559076442,"p25_return_pct":-5.499996497080739,"p75_return_pct":4.357934720315148,"above_zero_pct":35.294117647058826,"median_interval_low_pct":-4.211389675195509,"median_interval_high_pct":0.6802714468455484,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":0},{"sessions":10,"sample_size":34,"median_return_pct":-4.552805977472374,"p25_return_pct":-8.14069347456371,"p75_return_pct":6.169133111880981,"above_zero_pct":32.35294117647059,"median_interval_low_pct":-6.242907656510555,"median_interval_high_pct":-0.9060014088027035,"median_interval_nominal_coverage_pct":94.23873270861804,"confidence_floor_pct":-0.9060014088027035}]}],"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."}