{"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/AAMI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AAMI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AAMI.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":"AAMI","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":94.16999816894531,"previous_close":94.05999755859375,"delta_neutral":65.82914696410751,"gamma_neutral":51.08274615938765,"gamma_max":85.31939787485577,"total_open_interest":1229,"previous_open_interest":828,"listed_contracts":29,"listed_calls":28,"listed_puts":10,"gamma_max_distance_pct":-9.398535060190998,"delta_neutral_distance_pct":-30.09541441637602,"gamma_neutral_distance_pct":-45.7547550678053,"open_interest_change_1d_pct":48.429951690821255,"call_open_interest":1189,"put_open_interest":40,"put_call_open_interest_ratio":0.0336417157275021,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-25.6663466485188,"all_expiration_max_pain":70,"net_gamma_exposure":236028.37936420756,"net_gamma_exposure_per_100k_open_interest":19204912.885614935,"gamma_exposure_flip":51.08274615938765,"gamma_exposure_flip_distance_pct":-45.7547550678053,"call_wall":100,"call_wall_distance_pct":6.190933359258855,"put_wall":100,"put_wall_distance_pct":6.190933359258855,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3553},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AAMI","price":94.17,"totalOi":1229,"analysisCoverage":0.8333,"avgIvPct":73.3,"ivRank":47.1,"iv52wHighPct":102.35,"iv52wLowPct":47.4,"frontDte":14,"frontAtmIvPct":49.5794,"backAtmIvPct":37.0654,"termPremiumPp":12.514,"expectedMoveFrontPct":9.71,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.034,"putCallOiFrontRatio":0.099,"putCallVolumeFrontRatio":0,"optionVolume":9,"volumeOiRatio":0.007323,"netDeltaNormalized":0.585566,"dealerDeltaNormalized":-0.585557,"gexPer100kOi":17712873.067535,"vannaPer100kOi":-1464.60537,"charmPer100kOi":-3696094.385679,"weekendDeltaShiftPer100kOi":-11088201.790073,"ivSurfaceRangePp":91.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-25.666348,"peakCallDistancePct":-9.737708,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AAMI.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."}