{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","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=2026-10-16&public_schema=4","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":61.70000076293945,"previous_close":63.345001220703125,"delta_neutral":60.63261001389604,"gamma_neutral":57.53486135687791,"gamma_max":81.4739936387185,"total_open_interest":59738,"previous_open_interest":79706,"listed_contracts":576,"listed_calls":337,"listed_puts":285,"gamma_max_distance_pct":32.048610423448224,"delta_neutral_distance_pct":-1.7299687777063169,"gamma_neutral_distance_pct":-6.750631044665015,"open_interest_change_1d_pct":-25.052066343813518,"call_open_interest":37974,"put_open_interest":21764,"put_call_open_interest_ratio":0.5731289829883605,"nearest_expiration_max_pain":67,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":8.589950034885623,"all_expiration_max_pain":70,"net_gamma_exposure":518088.4041038484,"net_gamma_exposure_per_100k_open_interest":867267.742649316,"gamma_exposure_flip":57.53486135687791,"gamma_exposure_flip_distance_pct":-6.750631044665015,"call_wall":90,"call_wall_distance_pct":45.86709706178665,"put_wall":60,"put_wall_distance_pct":-2.755268625475562,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":842},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":61.7,"totalOi":83206,"analysisCoverage":1,"avgIvPct":214.9,"ivRank":91.8,"iv52wHighPct":227.6,"iv52wLowPct":72.4,"frontDte":7,"termPremiumPp":19.2079,"riskReversalFrontPp":-19.99,"riskReversal30dPp":-2.71,"butterflyFrontPp":5.69,"butterfly30dPp":5.69,"putCallOiRatio":0.545,"putCallOiFrontRatio":0.888,"putCallVolumeFrontRatio":0.764,"optionVolume":9291,"volumeOiRatio":0.111663,"netDeltaNormalized":0.010936,"dealerDeltaNormalized":-0.010931,"gexPer100kOi":-162590.810759,"vannaPer100kOi":2205.369805,"charmPer100kOi":-151204.240079,"weekendDeltaShiftPer100kOi":-453612.720237,"ivSurfaceRangePp":112.9,"gammaFlipDistancePct":null,"maxPainDistancePct":13.452188,"peakCallDistancePct":3.727715,"peakPutDistancePct":-5.996759},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMBA.json?date=2026-10-16&public_schema=4","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."}