{"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/UPRO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/UPRO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/UPRO.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":"UPRO","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":150.8800048828125,"previous_close":147.77000427246094,"delta_neutral":139.2473292721264,"gamma_neutral":139.42708876430794,"gamma_max":155.4345723344372,"total_open_interest":70650,"previous_open_interest":78893,"listed_contracts":735,"listed_calls":453,"listed_puts":408,"gamma_max_distance_pct":3.01866867989712,"delta_neutral_distance_pct":-7.709885494583016,"gamma_neutral_distance_pct":-7.59074479577328,"open_interest_change_1d_pct":-10.44832874906519,"call_open_interest":36534,"put_open_interest":34116,"put_call_open_interest_ratio":0.9338150763672196,"nearest_expiration_max_pain":144,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-4.559918253022429,"all_expiration_max_pain":120,"net_gamma_exposure":2902231.0373052997,"net_gamma_exposure_per_100k_open_interest":4107899.557403113,"gamma_exposure_flip":139.42708876430794,"gamma_exposure_flip_distance_pct":-7.59074479577328,"call_wall":154,"call_wall_distance_pct":2.067865201628791,"put_wall":135,"put_wall_distance_pct":-10.524923362208527,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":806},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"UPRO","price":150.88,"totalOi":79683,"analysisCoverage":1,"avgIvPct":118.9,"ivRank":74.2,"iv52wHighPct":141.4,"iv52wLowPct":54.22,"frontDte":7,"frontAtmIvPct":34.5164,"backAtmIvPct":38.5648,"termPremiumPp":-4.0484,"expectedMoveFrontPct":4.78,"straddleFrontPct":3.46,"straddle30dPct":8.32,"riskReversalFrontPp":10.05,"riskReversal30dPp":11.41,"butterflyFrontPp":1.37,"butterfly30dPp":10.48,"putCallOiRatio":0.98,"putCallOiFrontRatio":1.111,"putCallVolumeFrontRatio":1.099,"optionVolume":12392,"volumeOiRatio":0.155516,"netDeltaNormalized":0.245236,"dealerDeltaNormalized":-0.236277,"gexPer100kOi":7092386.406134,"vannaPer100kOi":131.772147,"charmPer100kOi":-1310767.66688,"weekendDeltaShiftPer100kOi":-3932304.255613,"ivSurfaceRangePp":141.5,"gammaFlipDistancePct":1.173118,"maxPainDistancePct":-17.152704,"peakCallDistancePct":25.92789,"peakPutDistancePct":-23.780488},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/UPRO.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."}