{"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/AMWL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AMWL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMWL.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":"AMWL","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":12.390000343322754,"previous_close":12.819999694824219,"delta_neutral":7.688464994959881,"gamma_neutral":2.3574544496648397,"gamma_max":11.85278153647825,"total_open_interest":4008,"previous_open_interest":3994,"listed_contracts":32,"listed_calls":22,"listed_puts":13,"gamma_max_distance_pct":-4.335906311205411,"delta_neutral_distance_pct":-37.94620837840924,"gamma_neutral_distance_pct":-80.97292668005998,"open_interest_change_1d_pct":0.35052578868302453,"call_open_interest":3428,"put_open_interest":580,"put_call_open_interest_ratio":0.1691948658109685,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.8878099566520784,"all_expiration_max_pain":10,"net_gamma_exposure":246456.03337440162,"net_gamma_exposure_per_100k_open_interest":6149102.629101837,"gamma_exposure_flip":2.3574544496648397,"gamma_exposure_flip_distance_pct":-80.97292668005998,"call_wall":12.5,"call_wall_distance_pct":0.8878099566520784,"put_wall":10,"put_wall_distance_pct":-19.289752034678337,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2712},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AMWL","price":12.39,"totalOi":4008,"analysisCoverage":0.9444,"avgIvPct":96.6,"ivRank":49.3,"iv52wHighPct":118.54,"iv52wLowPct":75.3,"frontDte":14,"frontAtmIvPct":74.7521,"backAtmIvPct":79.6404,"termPremiumPp":-4.8883,"expectedMoveFrontPct":14.64,"straddleFrontPct":11.3,"straddle30dPct":11.3,"riskReversalFrontPp":-9.95,"riskReversal30dPp":-9.95,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.169,"putCallOiFrontRatio":0.958,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.000749,"netDeltaNormalized":0.355629,"dealerDeltaNormalized":-0.355629,"gexPer100kOi":702151.696607,"vannaPer100kOi":1646.706587,"charmPer100kOi":-10553.892216,"weekendDeltaShiftPer100kOi":-31686.626747,"ivSurfaceRangePp":69.1,"gammaFlipDistancePct":-34.059726,"maxPainDistancePct":-19.28975,"peakCallDistancePct":41.242938,"peakPutDistancePct":-19.28975},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMWL.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."}