{"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/RPRX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/RPRX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/RPRX.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":"RPRX","page_tier":"B","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":57.15999984741211,"previous_close":57.630001068115234,"delta_neutral":37.125291883160635,"gamma_neutral":27.519363880429736,"gamma_max":56.233081210287686,"total_open_interest":8821,"previous_open_interest":8817,"listed_contracts":88,"listed_calls":63,"listed_puts":38,"gamma_max_distance_pct":-1.6216211329580486,"delta_neutral_distance_pct":-35.05022396384512,"gamma_neutral_distance_pct":-51.855556413764305,"open_interest_change_1d_pct":0.04536690484291709,"call_open_interest":7701,"put_open_interest":1120,"put_call_open_interest_ratio":0.14543565770679132,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.7788660832368812,"all_expiration_max_pain":45,"net_gamma_exposure":978889.0239950517,"net_gamma_exposure_per_100k_open_interest":11097256.818898672,"gamma_exposure_flip":27.519363880429736,"gamma_exposure_flip_distance_pct":-51.855556413764305,"call_wall":55,"call_wall_distance_pct":-3.7788660832368812,"put_wall":32.5,"put_wall_distance_pct":-43.14205723100361,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2175},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"RPRX","price":57.16,"totalOi":8821,"analysisCoverage":1,"avgIvPct":57.7,"ivRank":62.3,"iv52wHighPct":66.95,"iv52wLowPct":42.4,"frontDte":14,"frontAtmIvPct":37.7845,"backAtmIvPct":31.9872,"termPremiumPp":5.7973,"expectedMoveFrontPct":7.4,"straddleFrontPct":6.47,"straddle30dPct":6.47,"riskReversalFrontPp":23.52,"riskReversal30dPp":23.52,"butterflyFrontPp":7.19,"butterfly30dPp":7.19,"putCallOiRatio":0.145,"putCallOiFrontRatio":0.061,"putCallVolumeFrontRatio":1,"optionVolume":19,"volumeOiRatio":0.002154,"netDeltaNormalized":0.50277,"dealerDeltaNormalized":-0.372476,"gexPer100kOi":6388559.913842,"vannaPer100kOi":34.009749,"charmPer100kOi":-967532.025847,"weekendDeltaShiftPer100kOi":-2902584.740959,"ivSurfaceRangePp":155.9,"gammaFlipDistancePct":-20.468859,"maxPainDistancePct":-21.273618,"peakCallDistancePct":-3.778866,"peakPutDistancePct":13.715885},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/RPRX.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":[],"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."}