bpo-35167: Specify program for gzip and json.tool command line options. (GH-10332)

diff --git a/Doc/library/gzip.rst b/Doc/library/gzip.rst
index a93f377..a57307b 100644
--- a/Doc/library/gzip.rst
+++ b/Doc/library/gzip.rst
@@ -211,6 +211,9 @@
       The basic data compression module needed to support the :program:`gzip` file
       format.
 
+
+.. program:: gzip
+
 Command Line Interface
 ----------------------