{"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/AMZN","markdown_url":"https://halfonadouble.com/stock/AMZN.md","history_url":"https://halfonadouble.com/api/v1/history/AMZN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMZN.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":"AMZN","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":250,"previous_close":254.75999450683594,"delta_neutral":236.88010274709399,"gamma_neutral":233.19098868560081,"gamma_max":270.8024653034323,"total_open_interest":4371692,"previous_open_interest":4976520,"listed_contracts":1668,"listed_calls":1046,"listed_puts":914,"gamma_max_distance_pct":8.320986121372925,"delta_neutral_distance_pct":-5.247958901162406,"gamma_neutral_distance_pct":-6.723604525759674,"open_interest_change_1d_pct":-12.15363346274103,"call_open_interest":2539130,"put_open_interest":1832562,"put_call_open_interest_ratio":0.7217283085151214,"nearest_expiration_max_pain":252.5,"nearest_expiration_max_pain_expiry":"2026-10-19","nearest_expiration_max_pain_distance_pct":1,"all_expiration_max_pain":245,"net_gamma_exposure":143154392.04657668,"net_gamma_exposure_per_100k_open_interest":3274576.343589088,"gamma_exposure_flip":233.19098868560081,"gamma_exposure_flip_distance_pct":-6.723604525759674,"call_wall":260,"call_wall_distance_pct":4,"put_wall":250,"put_wall_distance_pct":0,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":19},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-16","session_count":1403,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":1.5873015873015872,"gamma_max_cross_count":8,"delta_neutral_cross_count":4,"gamma_max_prior_sessions_closer_pct":71.03174603174604,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":31.349206349206348,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":21.428571428571427,"open_interest_change_1d_contracts":-604828,"open_interest_change_z_252":-2.7818533509727037,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-8.637556664066178,"open_interest_change_21_sessions_pct":-10.701737292229543,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-384611,"put_change_contracts":-220217,"call_growth_pct":-13.154756183943789,"put_growth_pct":-10.727750040311207,"call_minus_put_growth_pp":-2.427006143632582},"five_sessions":{"call_change_contracts":-286054,"put_change_contracts":-127253,"call_growth_pct":-10.125145831209577,"put_growth_pct":-6.493112870347456,"call_minus_put_growth_pp":-3.632032960862121},"call_change_surprise":{"z_score":-2.730848739413157,"comparison_sessions":252},"put_change_surprise":{"z_score":-2.741279891982818,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-1.248741464384096,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":48.25962541987316,"directional_score":-4.501757398513586,"catalyst_reasons":["volume/OI 0.17","smile convexity 15.2 pp"],"features":{"price":250,"totalOi":5037105,"analysisCoverage":1,"avgIvPct":100.7,"ivRank":92.6,"iv52wHighPct":105.3,"iv52wLowPct":43.55,"frontDte":3,"termPremiumPp":-6.3154,"riskReversalFrontPp":2.74,"riskReversal30dPp":3.8,"butterflyFrontPp":15.22,"butterfly30dPp":-1.06,"putCallOiRatio":0.702,"putCallOiFrontRatio":0.444,"putCallVolumeFrontRatio":0.949,"optionVolume":835576,"volumeOiRatio":0.165884,"netDeltaNormalized":0.080191,"dealerDeltaNormalized":-0.079969,"gexPer100kOi":1167593.028138,"vannaPer100kOi":3770.717505,"charmPer100kOi":-156881.264139,"weekendDeltaShiftPer100kOi":-470643.772564,"ivSurfaceRangePp":192.3,"gammaFlipDistancePct":-61.796,"maxPainDistancePct":-1,"peakCallDistancePct":2,"peakPutDistancePct":0},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AMZN.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":13,"completed_path_count":13,"latest_cross_date":"2026-08-03","horizons":[{"sessions":1,"sample_size":13,"median_return_pct":-0.4140432746599365,"p25_return_pct":-0.9421445336056933,"p75_return_pct":0.5669630590300789,"above_zero_pct":30.76923076923077,"median_interval_low_pct":-0.9421445336056933,"median_interval_high_pct":0.5669630590300789,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":3,"sample_size":13,"median_return_pct":-0.3383454604045544,"p25_return_pct":-1.707908319631113,"p75_return_pct":1.1861583727925673,"above_zero_pct":46.15384615384615,"median_interval_low_pct":-1.707908319631113,"median_interval_high_pct":1.1861583727925673,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":5,"sample_size":13,"median_return_pct":0.189405777598739,"p25_return_pct":-1.2336201119662715,"p75_return_pct":1.5365807736235526,"above_zero_pct":61.53846153846154,"median_interval_low_pct":-1.2336201119662715,"median_interval_high_pct":1.5365807736235526,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":10,"sample_size":13,"median_return_pct":-1.3386898809386372,"p25_return_pct":-3.904717595528473,"p75_return_pct":1.0817751057645042,"above_zero_pct":30.76923076923077,"median_interval_low_pct":-3.904717595528473,"median_interval_high_pct":1.0817751057645042,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0}]},{"direction":"below","event_count":13,"completed_path_count":13,"latest_cross_date":"2026-08-04","horizons":[{"sessions":1,"sample_size":13,"median_return_pct":-0.5298742220089303,"p25_return_pct":-0.9446770004527316,"p75_return_pct":0.5180898715319016,"above_zero_pct":30.76923076923077,"median_interval_low_pct":-0.9446770004527316,"median_interval_high_pct":0.5180898715319016,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":3,"sample_size":13,"median_return_pct":0.4852495480083041,"p25_return_pct":-1.0597658060355064,"p75_return_pct":1.5283219529005132,"above_zero_pct":53.84615384615385,"median_interval_low_pct":-1.0597658060355064,"median_interval_high_pct":1.5283219529005132,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":5,"sample_size":13,"median_return_pct":-0.4030792291650487,"p25_return_pct":-2.675565501678334,"p75_return_pct":3.025342318847346,"above_zero_pct":46.15384615384615,"median_interval_low_pct":-2.675565501678334,"median_interval_high_pct":3.025342318847346,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0},{"sessions":10,"sample_size":13,"median_return_pct":-1.6975583555977503,"p25_return_pct":-3.146139021670269,"p75_return_pct":1.2523207299865557,"above_zero_pct":38.46153846153847,"median_interval_low_pct":-3.146139021670269,"median_interval_high_pct":1.2523207299865557,"median_interval_nominal_coverage_pct":90.771484375,"confidence_floor_pct":0}]}],"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."}