{"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/GS","markdown_url":"https://halfonadouble.com/stock/GS.md","history_url":"https://halfonadouble.com/api/v1/history/GS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GS.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":"GS","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":902.5599975585938,"previous_close":896.6699829101562,"delta_neutral":894.1754406362655,"gamma_neutral":910.4265507893649,"gamma_max":1088.3483925730413,"total_open_interest":445659,"previous_open_interest":462729,"listed_contracts":4420,"listed_calls":2619,"listed_puts":2182,"gamma_max_distance_pct":20.584603296955482,"delta_neutral_distance_pct":-0.9289750204981686,"gamma_neutral_distance_pct":0.8715823050046562,"open_interest_change_1d_pct":-3.6889842650882048,"call_open_interest":248023,"put_open_interest":197636,"put_call_open_interest_ratio":0.7968454538490382,"nearest_expiration_max_pain":915,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":1.378301993779494,"all_expiration_max_pain":925,"net_gamma_exposure":-1761788.9512276615,"net_gamma_exposure_per_100k_open_interest":-395322.1972915753,"gamma_exposure_flip":910.4265507893649,"gamma_exposure_flip_distance_pct":0.8715823050046562,"call_wall":1000,"call_wall_distance_pct":10.795958463146988,"put_wall":900,"put_wall_distance_pct":-0.2836373831677108,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":226},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":0.3968253968253968,"gamma_max_cross_count":2,"delta_neutral_cross_count":8,"gamma_max_prior_sessions_closer_pct":97.22222222222221,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":4.365079365079365,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":84.12698412698413,"open_interest_change_1d_contracts":-17070,"open_interest_change_z_252":-0.8653686949691896,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":3.0322996788758574,"open_interest_change_21_sessions_pct":-4.773717948717949,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-7167,"put_change_contracts":-9903,"call_growth_pct":-2.808495630706532,"put_growth_pct":-4.771633283382883,"call_minus_put_growth_pp":1.9631376526763509},"five_sessions":{"call_change_contracts":10005,"put_change_contracts":3111,"call_growth_pct":4.203463603593006,"put_growth_pct":1.5992802981621899,"call_minus_put_growth_pp":2.604183305430816},"call_change_surprise":{"z_score":-0.7516473360352844,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.9377254893010216,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.8745161418589967,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":45.94271170688156,"directional_score":-7.992125984251967,"catalyst_reasons":["smile convexity 13.3 pp","IV rank 89"],"features":{"symbol":"GS","price":902.56,"totalOi":469877,"analysisCoverage":1,"avgIvPct":75,"ivRank":89.1,"iv52wHighPct":79.1,"iv52wLowPct":41.4,"frontDte":7,"frontAtmIvPct":30.256,"backAtmIvPct":33.8158,"termPremiumPp":-3.5598,"expectedMoveFrontPct":4.19,"straddleFrontPct":3.04,"straddle30dPct":7.54,"riskReversalFrontPp":-0.04,"riskReversal30dPp":-0.09,"butterflyFrontPp":13.34,"butterfly30dPp":2.78,"putCallOiRatio":0.799,"putCallOiFrontRatio":1.017,"putCallVolumeFrontRatio":0.781,"optionVolume":26816,"volumeOiRatio":0.05707,"netDeltaNormalized":0.035597,"dealerDeltaNormalized":-0.03534,"gexPer100kOi":-8295596.553992,"vannaPer100kOi":4666.966036,"charmPer100kOi":2289298.475984,"weekendDeltaShiftPer100kOi":6867895.640774,"ivSurfaceRangePp":115.7,"gammaFlipDistancePct":null,"maxPainDistancePct":1.932282,"peakCallDistancePct":0.824322,"peakPutDistancePct":-0.283638},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GS.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":18,"completed_path_count":18,"latest_cross_date":"2025-12-11","horizons":[{"sessions":1,"sample_size":18,"median_return_pct":-0.19371074348885076,"p25_return_pct":-1.569200245111435,"p75_return_pct":0.6595247071178312,"above_zero_pct":38.88888888888889,"median_interval_low_pct":-1.2805589704620979,"median_interval_high_pct":0.53117535315097,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0},{"sessions":3,"sample_size":18,"median_return_pct":-0.26842683629675346,"p25_return_pct":-0.9973110076356678,"p75_return_pct":1.0162162095789573,"above_zero_pct":44.44444444444444,"median_interval_low_pct":-0.8867622948091292,"median_interval_high_pct":0.8633916705175659,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0},{"sessions":5,"sample_size":18,"median_return_pct":0.5306617933559465,"p25_return_pct":-1.8548254369401718,"p75_return_pct":2.681435288504097,"above_zero_pct":55.55555555555556,"median_interval_low_pct":-1.5499652134324693,"median_interval_high_pct":1.9733932484312655,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0},{"sessions":10,"sample_size":18,"median_return_pct":0.7411947091071291,"p25_return_pct":-1.6093645940695316,"p75_return_pct":4.379472906212789,"above_zero_pct":55.55555555555556,"median_interval_low_pct":-1.3632699831644834,"median_interval_high_pct":3.4418019178152015,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0}]},{"direction":"below","event_count":18,"completed_path_count":18,"latest_cross_date":"2025-12-12","horizons":[{"sessions":1,"sample_size":18,"median_return_pct":0.1597849876247226,"p25_return_pct":-0.8452355513788701,"p75_return_pct":1.5250023913285449,"above_zero_pct":55.55555555555556,"median_interval_low_pct":-0.7067938472858804,"median_interval_high_pct":1.2178619756427533,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0},{"sessions":3,"sample_size":18,"median_return_pct":1.3800413241096265,"p25_return_pct":-1.6547916762449129,"p75_return_pct":2.5982827185235315,"above_zero_pct":55.55555555555556,"median_interval_low_pct":-1.338521913757118,"median_interval_high_pct":2.4981824548861997,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0},{"sessions":5,"sample_size":18,"median_return_pct":0.544224763653467,"p25_return_pct":-0.4125246639971353,"p75_return_pct":2.5535941142976135,"above_zero_pct":72.22222222222221,"median_interval_low_pct":0.03678855411599624,"median_interval_high_pct":1.644462494705845,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0.03678855411599624},{"sessions":10,"sample_size":18,"median_return_pct":1.4808280747099611,"p25_return_pct":-0.16597798365105276,"p75_return_pct":5.332749244135815,"above_zero_pct":66.66666666666666,"median_interval_low_pct":-0.10577849045428911,"median_interval_high_pct":4.375151302974656,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0}]}],"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."}