This older stackoverflow question may be helpful in answering the question that I ask below, although I could not work it out.
For $n\geq 1$, let $X=\lbrace 1,2, \ldots ,n \rbrace$, $Y=X \cup (-X)$ (so that in $Y$ we have all integers between $-n$ and $n$, except zero). Let ${\mathfrak S}_Y$ denote the group of permutations on $Y$, and define a subgroup $G$ of ${\mathfrak S}_Y$ by
$ G=\lbrace \sigma \in {\mathfrak S}_Y | \forall x\in X, \sigma(-x)=-\sigma(x) \rbrace $
(so $G$ is the centralizer of the permutation that multiplies by $-1$). Does $G$ have a name in the literature ? (UPDATE : $G$ is the group of signed permutations on $X$, also known as the Coxeter group of type $B_n$).
We can easily decompose $G$ as a semi-direct product $ {\lbrace \pm 1 \rbrace}^n \rtimes {\mathfrak S}_X$, for on one hand there are two injective homomorphisms $i \ : \ {\lbrace \pm 1 \rbrace}^n \to G$ and $j: {\mathfrak S}_X \to G$, defined by $ i(\varepsilon_1,\varepsilon_2, \ldots ,\varepsilon_n)(x)=\varepsilon_x x \ ({\rm for}\ \varepsilon_k=\pm 1,\ x \in X) $ and $ j(\sigma)(x)=\sigma(x), \ j(\sigma)(-x)=-\sigma(x) \ ({\rm for}\ \sigma \in {\mathfrak S}_X,\ x\in X) $ and on the other hand there is a surjective homomorphism $ s \ : \ G \to {\mathfrak S}_X$, defined by $ s(\sigma)(x)=|\sigma(x)| \ ( {\rm for}\ \sigma \in G, x\in X). $ Since ${\sf Ker}(s)={\sf Im}(i)$ and $G={\sf Im}(i){\sf Im}(j)$, this yields a split exact sequence and hence $|G|=| {\lbrace \pm 1 \rbrace}^n | |{\mathfrak S}_X|=2^n n!$.
Then $s^{-1}({\cal A}_X)$ is a subgroup of index $2$ of $G$ because ${\cal A}_X$ is a subgroup of index $2$ in ${\mathfrak S}_X$. Are there any other subgroups of index $2$ in $G$ ?
UPDATE AT 17:30 : For $n\geq 3$, there are at least three distinct subgroups of index 2 ; they can be viewed as the kernels of three different homomorphisms $G \to \lbrace \pm 1\rbrace$.
The first homorphism is $t=\varepsilon \circ s$ (where $\varepsilon$ is the signature of a permutation of $X$). The kernel of $t$ is the subgroup already mentioned above.
The second homomorphism is $t'$, defined by $t'(\sigma)=|\sigma(X) \setminus X| {\sf mod} 2$ (this is the homomorphism suggested by "jug" in his answer below).
The third homomorphism is $t''=tt'$.
I checked with a computer that these are the only subgroups of index $2$ when $n=3,4$ or $5$.