{"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/AMD","markdown_url":"https://halfonadouble.com/stock/AMD.md","history_url":"https://halfonadouble.com/api/v1/history/AMD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMD.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":"AMD","page_tier":"A","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":528.75,"previous_close":562.22998046875,"delta_neutral":528.4511639011462,"gamma_neutral":549.2999720848177,"gamma_max":657.7511050876541,"total_open_interest":3042691,"previous_open_interest":3366107,"listed_contracts":4299,"listed_calls":2845,"listed_puts":2302,"gamma_max_distance_pct":24.397372120596515,"delta_neutral_distance_pct":-0.05651746550426972,"gamma_neutral_distance_pct":3.88651954322793,"open_interest_change_1d_pct":-9.608013054843473,"call_open_interest":1432740,"put_open_interest":1609951,"put_call_open_interest_ratio":1.123686781970211,"nearest_expiration_max_pain":575,"nearest_expiration_max_pain_expiry":"2026-10-19","nearest_expiration_max_pain_distance_pct":8.747044917257684,"all_expiration_max_pain":420,"net_gamma_exposure":-17211759.913718417,"net_gamma_exposure_per_100k_open_interest":-565675.5784178681,"gamma_exposure_flip":549.2999720848177,"gamma_exposure_flip_distance_pct":3.88651954322793,"call_wall":600,"call_wall_distance_pct":13.47517730496454,"put_wall":550,"put_wall_distance_pct":4.0189125295508275,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":32},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-16","session_count":1403,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":1.984126984126984,"gamma_max_cross_count":10,"delta_neutral_cross_count":16,"gamma_max_prior_sessions_closer_pct":93.65079365079364,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":0.7936507936507936,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":31.746031746031743,"open_interest_change_1d_contracts":-323416,"open_interest_change_z_252":-1.7028746062636682,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-2.8715961703964186,"open_interest_change_21_sessions_pct":-7.703351560966716,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-155288,"put_change_contracts":-168128,"call_growth_pct":-9.778668889969195,"put_growth_pct":-9.455597867136387,"call_minus_put_growth_pp":-0.3230710228328082},"five_sessions":{"call_change_contracts":-43200,"put_change_contracts":-46757,"call_growth_pct":-2.926948249928859,"put_growth_pct":-2.8222837096217317,"call_minus_put_growth_pp":-0.10466454030712713},"call_change_surprise":{"z_score":-1.6352696139061664,"comparison_sessions":252},"put_change_surprise":{"z_score":-1.7247948719378576,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.12853528152709665,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":46.76488281380561,"directional_score":-27.22585924713584,"catalyst_reasons":["volume/OI 0.23"],"features":{"price":528.75,"totalOi":3465050,"analysisCoverage":1,"avgIvPct":143.6,"ivRank":39.5,"iv52wHighPct":258.7,"iv52wLowPct":68.58,"frontDte":3,"termPremiumPp":1.112,"riskReversalFrontPp":5.28,"riskReversal30dPp":3.29,"butterflyFrontPp":7.95,"butterfly30dPp":0.49,"putCallOiRatio":1.099,"putCallOiFrontRatio":0.939,"putCallVolumeFrontRatio":0.655,"optionVolume":809133,"volumeOiRatio":0.233513,"netDeltaNormalized":0.105273,"dealerDeltaNormalized":-0.10152,"gexPer100kOi":-3264123.159839,"vannaPer100kOi":2474.30773,"charmPer100kOi":8438292.030418,"weekendDeltaShiftPer100kOi":25314876.120114,"ivSurfaceRangePp":138.1,"gammaFlipDistancePct":null,"maxPainDistancePct":-16.78487,"peakCallDistancePct":4.018913,"peakPutDistancePct":2.12766},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMD.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":[{"direction":"above","event_count":29,"completed_path_count":29,"latest_cross_date":"2026-09-21","horizons":[{"sessions":1,"sample_size":29,"median_return_pct":0.9008395025177363,"p25_return_pct":-0.9074958957897339,"p75_return_pct":2.2368905872836686,"above_zero_pct":62.06896551724138,"median_interval_low_pct":-0.7281079911916399,"median_interval_high_pct":2.1069927386615506,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0},{"sessions":3,"sample_size":29,"median_return_pct":2.232257245643887,"p25_return_pct":-0.2580018354366609,"p75_return_pct":3.942955742809895,"above_zero_pct":72.41379310344827,"median_interval_low_pct":0.5748971721206253,"median_interval_high_pct":3.0168427209260607,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0.5748971721206253},{"sessions":5,"sample_size":29,"median_return_pct":2.344058435800922,"p25_return_pct":-1.6759316536723134,"p75_return_pct":6.239257295264178,"above_zero_pct":62.06896551724138,"median_interval_low_pct":-1.2428554996291363,"median_interval_high_pct":5.72153694047004,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0},{"sessions":10,"sample_size":29,"median_return_pct":3.797257792077935,"p25_return_pct":-1.478890178461989,"p75_return_pct":14.028662518752345,"above_zero_pct":65.51724137931035,"median_interval_low_pct":-0.014439799703447331,"median_interval_high_pct":9.163346022129272,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0}]},{"direction":"below","event_count":30,"completed_path_count":30,"latest_cross_date":"2026-09-22","horizons":[{"sessions":1,"sample_size":30,"median_return_pct":-0.003698307762711739,"p25_return_pct":-1.6644551196620616,"p75_return_pct":2.2532842112221454,"above_zero_pct":50,"median_interval_low_pct":-1.0527379577363827,"median_interval_high_pct":1.560841623637299,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":3,"sample_size":30,"median_return_pct":0.6467428859615709,"p25_return_pct":-3.1890329822368364,"p75_return_pct":2.941056412810833,"above_zero_pct":53.333333333333336,"median_interval_low_pct":-1.8089220471722123,"median_interval_high_pct":2.323756984389158,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":5,"sample_size":30,"median_return_pct":1.7182062005468346,"p25_return_pct":-2.4291646168154797,"p75_return_pct":6.916523186708834,"above_zero_pct":60,"median_interval_low_pct":-0.8344148672213114,"median_interval_high_pct":4.268538965366564,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":10,"sample_size":30,"median_return_pct":3.8515933236615507,"p25_return_pct":-1.2081342742170125,"p75_return_pct":10.030172196593522,"above_zero_pct":66.66666666666666,"median_interval_low_pct":0.1737589990832955,"median_interval_high_pct":7.68604677402025,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0.1737589990832955}]}],"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."}