{"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/AM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AM.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":"AM","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":20.360000610351562,"previous_close":20.260000228881836,"delta_neutral":19.10712282850062,"gamma_neutral":9.01385621760159,"gamma_max":23.3260576715387,"total_open_interest":46857,"previous_open_interest":46872,"listed_contracts":102,"listed_calls":75,"listed_puts":51,"gamma_max_distance_pct":14.568059785219823,"delta_neutral_distance_pct":-6.153623498488232,"gamma_neutral_distance_pct":-55.727623048209985,"open_interest_change_1d_pct":-0.03200204813108039,"call_open_interest":32679,"put_open_interest":14178,"put_call_open_interest_ratio":0.4338566051592766,"nearest_expiration_max_pain":22,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":8.055006583912471,"all_expiration_max_pain":20,"net_gamma_exposure":1906195.9743555123,"net_gamma_exposure_per_100k_open_interest":4068113.5675683725,"gamma_exposure_flip":9.01385621760159,"gamma_exposure_flip_distance_pct":-55.727623048209985,"call_wall":22,"call_wall_distance_pct":8.055006583912471,"put_wall":20,"put_wall_distance_pct":-1.7681758328068453,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1024},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AM","price":20.36,"totalOi":46857,"analysisCoverage":1,"avgIvPct":68,"ivRank":100,"iv52wHighPct":68,"iv52wLowPct":34.2,"frontDte":14,"frontAtmIvPct":25.8875,"backAtmIvPct":27.1836,"termPremiumPp":-1.2961,"expectedMoveFrontPct":5.07,"straddleFrontPct":4.42,"straddle30dPct":4.42,"riskReversalFrontPp":-82.89,"riskReversal30dPp":-82.89,"butterflyFrontPp":6.6,"butterfly30dPp":6.6,"putCallOiRatio":0.434,"putCallOiFrontRatio":0.051,"putCallVolumeFrontRatio":0.653,"optionVolume":1703,"volumeOiRatio":0.036345,"netDeltaNormalized":0.145767,"dealerDeltaNormalized":-0.14233,"gexPer100kOi":1122313.250955,"vannaPer100kOi":2983.545682,"charmPer100kOi":-768331.305888,"weekendDeltaShiftPer100kOi":-2304991.783512,"ivSurfaceRangePp":132,"gammaFlipDistancePct":-17.534381,"maxPainDistancePct":-1.768173,"peakCallDistancePct":8.05501,"peakPutDistancePct":3.143418},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AM.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."}