{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","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=2026-10-16&public_schema=4","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":146.38999938964844,"previous_close":151.5500030517578,"delta_neutral":137.47111745775777,"gamma_neutral":141.42701465434772,"gamma_max":160.81453783934543,"total_open_interest":74619,"previous_open_interest":86727,"listed_contracts":810,"listed_calls":489,"listed_puts":437,"gamma_max_distance_pct":9.85349990425438,"delta_neutral_distance_pct":-6.092548650233372,"gamma_neutral_distance_pct":-3.390248484181404,"open_interest_change_1d_pct":-13.961050191981736,"call_open_interest":37671,"put_open_interest":36948,"put_call_open_interest_ratio":0.9808075177192005,"nearest_expiration_max_pain":141,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-3.681945086495831,"all_expiration_max_pain":120,"net_gamma_exposure":789857.0331803313,"net_gamma_exposure_per_100k_open_interest":1058519.9924688502,"gamma_exposure_flip":141.42701465434772,"gamma_exposure_flip_distance_pct":-3.390248484181404,"call_wall":145,"call_wall_distance_pct":-0.9495179967510318,"put_wall":135,"put_wall_distance_pct":-7.78058572111303,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":745},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":146.39,"totalOi":87168,"analysisCoverage":1,"avgIvPct":96.7,"ivRank":51,"iv52wHighPct":141.4,"iv52wLowPct":50.2,"frontDte":7,"termPremiumPp":2.2867,"riskReversalFrontPp":18.75,"riskReversal30dPp":-58.2,"butterflyFrontPp":2.91,"butterfly30dPp":-10.72,"putCallOiRatio":0.938,"putCallOiFrontRatio":0.91,"putCallVolumeFrontRatio":0.827,"optionVolume":8660,"volumeOiRatio":0.099348,"netDeltaNormalized":0.167893,"dealerDeltaNormalized":-0.162238,"gexPer100kOi":1536884.315345,"vannaPer100kOi":301.716226,"charmPer100kOi":-1145794.328194,"weekendDeltaShiftPer100kOi":-3437382.984581,"ivSurfaceRangePp":118.6,"gammaFlipDistancePct":-28.458228,"maxPainDistancePct":-14.611654,"peakCallDistancePct":5.881549,"peakPutDistancePct":-21.442721},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/UPRO.json?date=2026-10-16&public_schema=4","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."}