{"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/AMBA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AMBA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMBA.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":"AMBA","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":68.6500015258789,"previous_close":70.30000305175781,"delta_neutral":64.70745187195654,"gamma_neutral":68.6500015258789,"gamma_max":74.8459826095685,"total_open_interest":63332,"previous_open_interest":74965,"listed_contracts":598,"listed_calls":355,"listed_puts":299,"gamma_max_distance_pct":9.025463868859344,"delta_neutral_distance_pct":-5.742970963279808,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-15.517908357233376,"call_open_interest":37814,"put_open_interest":25518,"put_call_open_interest_ratio":0.6748294282540858,"nearest_expiration_max_pain":69,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":0.5098302495873291,"all_expiration_max_pain":70,"net_gamma_exposure":2319699.472585693,"net_gamma_exposure_per_100k_open_interest":3662760.4885140103,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":70,"call_wall_distance_pct":1.9664944561030875,"put_wall":70,"put_wall_distance_pct":1.9664944561030875,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":863},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AMBA","price":68.65,"totalOi":76373,"analysisCoverage":1,"avgIvPct":196.2,"ivRank":81.6,"iv52wHighPct":222.1,"iv52wLowPct":81.22,"frontDte":7,"frontAtmIvPct":69.7549,"backAtmIvPct":71.2615,"termPremiumPp":-1.5066,"expectedMoveFrontPct":9.66,"straddleFrontPct":6.59,"straddle30dPct":14.79,"riskReversalFrontPp":-33.79,"riskReversal30dPp":-0.57,"butterflyFrontPp":27.03,"butterfly30dPp":2.33,"putCallOiRatio":0.637,"putCallOiFrontRatio":0.992,"putCallVolumeFrontRatio":0.403,"optionVolume":4142,"volumeOiRatio":0.054234,"netDeltaNormalized":0.092215,"dealerDeltaNormalized":-0.09212,"gexPer100kOi":2241286.514868,"vannaPer100kOi":2925.117515,"charmPer100kOi":-1454019.090516,"weekendDeltaShiftPer100kOi":-4362055.962186,"ivSurfaceRangePp":100.6,"gammaFlipDistancePct":-45.680991,"maxPainDistancePct":1.966497,"peakCallDistancePct":9.249818,"peakPutDistancePct":-6.773489},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMBA.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."}