# GPRO: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/GPRO
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 1.35 |
| Delta neutral (USD/share) | 1.07 |
| Gamma neutral (USD/share) | 1.35 |
| Gamma max (USD/share) | 1.50 |
| Open interest (contracts) | 442,524 |
| Nearest-expiration max pain (USD/share) | 1.50 (2026-10-16) |
| All-expiration max pain (USD/share) | 1.00 |
| Net gamma exposure | 11,200,968 |
| Call wall (USD/share) | 1.50 |
| Put wall (USD/share) | 1.50 |
| Put/call open-interest ratio | 0.26 |
| Options catalyst-intensity score (0–100) | 49.3 |
| Options directional score (-100 to +100) | -5.0 |
| IV rank | 69.1 |
| Front ATM IV | – |
| Front-minus-back IV | – pp |
| Front expected move | – |
| Front ATM straddle / spot | – |
| Front 25-delta risk reversal | 50.9 pp |
| Call OI change, 1 session | +3,112 contracts · +0.9% |
| Put OI change, 1 session | -4,107 contracts · -4.3% |
| Call minus put OI growth, 1 session | +5.2 pp |
| Call OI change, 5 sessions | +6,114 contracts · +1.8% |
| Put OI change, 5 sessions | -4,568 contracts · -4.7% |
| Call minus put OI growth, 5 sessions | +6.5 pp |
| Daily call OI change surprise | — (170 prior changes) |
| Daily put OI change surprise | — (170 prior changes) |
| Daily call-minus-put growth surprise | — (170 prior changes) |
| Daily open interest change (contracts) | -995 |
| Daily open interest change z-score (prior 252) | -0.09σ (252 prior changes) |
| Gamma max distance from close | +11.4% |
| Delta neutral distance from close | -21.0% |
| Prior-year sessions closer to gamma max | 46.4% of 252 |
| Prior-year sessions closer to delta neutral | 17.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 34 | -0.5% | -3.6% to +5.0% | 44% | -2.5% to +2.5% | 0.0% |
| above | Day +3 | 34 | -2.6% | -6.1% to +1.9% | 35% | -5.8% to +0.3% | 0.0% |
| above | Day +5 | 34 | +1.6% | -7.0% to +8.5% | 56% | -2.3% to +5.3% | 0.0% |
| above | Day +10 | 34 | -1.6% | -13.6% to +10.2% | 47% | -8.3% to +7.1% | 0.0% |
| below | Day +1 | 34 | -0.8% | -3.0% to +1.6% | 41% | -2.6% to +0.8% | 0.0% |
| below | Day +3 | 34 | -1.4% | -4.5% to +2.9% | 44% | -3.7% to +1.4% | 0.0% |
| below | Day +5 | 34 | -1.1% | -5.5% to +4.4% | 35% | -4.2% to +0.7% | 0.0% |
| below | Day +10 | 34 | -4.6% | -8.1% to +6.2% | 32% | -6.2% to -0.9% | -0.9% |

Returns are close-to-close after the labelled number of subsequent trading sessions. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/GPRO.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/GPRO.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/GPRO.json?date=2026-10-02)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).