{"feed":"hoad_options_analytics","schema_version":1,"data_date":"2026-10-02","generated_at":"2026-10-02T20:59:41Z","source_file":"greeks_20261002.gzip","symbol":"AFYA","summary":{"name":"AFYA","price":12.22,"total_oi":448,"call_oi":274,"put_oi":174,"pc_ratio":0.635,"net_gex":-1337.66,"avg_iv":160.6,"iv_rank":80.3,"iv_52w_high":189.4,"iv_52w_low":43.0,"gamma_flip":null,"max_pain":15.0},"features":{"symbol":"AFYA","price":12.22,"total_oi":448,"analysis_coverage":0.8889,"avg_iv_pct":160.6,"iv_rank":80.3,"iv_52w_high_pct":189.4,"iv_52w_low_pct":43.0,"front_dte":14,"front_atm_iv_pct":266.0236,"back_atm_iv_pct":132.6977,"term_premium_pp":133.3259,"expected_move_front_pct":52.1,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-214.13,"risk_reversal_30d_pp":-214.13,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.635,"put_call_oi_front_ratio":2.583,"put_call_volume_front_ratio":0.0,"option_volume":2,"volume_oi_ratio":0.004464,"net_delta_normalized":0.180737,"dealer_delta_normalized":-0.180737,"gex_per_100k_oi":-298584.821429,"vanna_per_100k_oi":-1785.714286,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":198.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":22.749591,"peak_call_distance_pct":2.291326,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":7.5,"call_gex":0.0,"put_gex":-2.24,"net_gex":-2.24,"call_oi":0,"put_oi":2},{"strike":10.0,"call_gex":11.92,"put_gex":-41.89,"net_gex":-29.97,"call_oi":1,"put_oi":9},{"strike":12.5,"call_gex":71.26,"put_gex":-2552.13,"net_gex":-2480.87,"call_oi":7,"put_oi":150},{"strike":15.0,"call_gex":572.42,"put_gex":-173.38,"net_gex":399.04,"call_oi":63,"put_oi":13},{"strike":17.5,"call_gex":771.06,"put_gex":0.0,"net_gex":771.06,"call_oi":202,"put_oi":0},{"strike":20.0,"call_gex":5.32,"put_gex":0.0,"net_gex":5.32,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":7.5,"call_value":0,"put_value":870.0,"total_value":870.0},{"strike":10.0,"call_value":0.0,"put_value":440.0,"total_value":440.0},{"strike":12.5,"call_value":2.5,"put_value":32.5,"total_value":35.0},{"strike":15.0,"call_value":22.5,"put_value":0.0,"total_value":22.5},{"strike":17.5,"call_value":200.0,"put_value":0.0,"total_value":200.0},{"strike":20.0,"call_value":882.5,"put_value":0,"total_value":882.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":310.7,"strike":8.75},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":null,"strike":null},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":266.0,"strike":12.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":132.7,"strike":12.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":83.8,"strike":12.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":null,"strike":null},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":null,"strike":null},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":null,"strike":null},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":366.3,"strike":15.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":72.3,"strike":15.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":163.1,"strike":16.88}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":35},{"expiration":"11/20/2026","dte":49,"iv":0.3542,"contract_count":1,"total_oi":9},{"expiration":"12/18/2026","dte":77,"iv":0.1174,"contract_count":2,"total_oi":107},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":2,"total_oi":6}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":52.1,"expected_move_2std":104.21,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":48.62,"expected_move_2std":97.24,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":38.49,"expected_move_2std":76.97,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":40.4,"expected_move_2std":80.79,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":12,"put_oi":31,"total_oi":43,"pc_ratio":2.583,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":15,"total_oi":15,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":251,"put_oi":118,"total_oi":369,"pc_ratio":0.47,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":11,"put_oi":10,"total_oi":21,"pc_ratio":0.909,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":7.5,"call_delta_oi":0,"put_delta_oi":-21.0,"dealer_delta":21.0,"call_oi":0,"put_oi":2},{"strike":10.0,"call_delta_oi":88.0,"put_delta_oi":-225.0,"dealer_delta":137.0,"call_oi":1,"put_oi":9},{"strike":12.5,"call_delta_oi":409.0,"put_delta_oi":-6870.0,"dealer_delta":6460.0,"call_oi":7,"put_oi":150},{"strike":15.0,"call_delta_oi":2906.0,"put_delta_oi":-866.0,"dealer_delta":-2040.0,"call_oi":63,"put_oi":13},{"strike":17.5,"call_delta_oi":12628.0,"put_delta_oi":0,"dealer_delta":-12628.0,"call_oi":202,"put_oi":0},{"strike":20.0,"call_delta_oi":47.0,"put_delta_oi":0,"dealer_delta":-47.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-8097.0,"total_call_delta":16079.0,"total_put_delta":-7982.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":12.220000267028809,"strikes":[{"strike":12.5,"moneyness":1.0229,"type":"put","iv":0.5317,"delta":-0.4743,"oi":105},{"strike":17.5,"moneyness":1.4321,"type":"call","iv":2.6731,"delta":0.6265,"oi":200}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4743,"call_gamma":0,"put_gamma":0.134274,"call_theta":0,"put_theta":-0.0069,"call_vega":0,"put_vega":0.0222,"call_oi":0,"put_oi":105}],"strikes":[12.5],"dtes":[77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":-214.13,"put_25d_iv":53.17,"call_25d_iv":267.31,"put_25d_strike":12.5,"call_25d_strike":17.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":12.5,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":105},{"strike":17.5,"call_vanna":-9.0,"put_vanna":0,"net_vanna":-9.0,"call_oi":200,"put_oi":0}],"net_vanna":-8.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":652.0,"put_delta":-1313.0,"net_delta":-661.0,"call_oi":12,"put_oi":31,"total_oi":43,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-818.0,"net_delta":-818.0,"call_oi":0,"put_oi":15,"total_oi":15,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":14813.0,"put_delta":-5519.0,"net_delta":9294.0,"call_oi":251,"put_oi":118,"total_oi":369,"total_volume":2,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":614.0,"put_delta":-332.0,"net_delta":282.0,"call_oi":11,"put_oi":10,"total_oi":21,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":9,"total_oi":10,"bias":"neutral"},{"strike":12.5,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":7,"put_oi":150,"total_oi":157,"bias":"bullish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":13,"total_oi":76,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":202,"put_oi":0,"total_oi":202,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":12.220000267028809,"peak_call_strike":12.5,"peak_put_strike":null,"total_call_volume":2,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.02,1.23],"y":[14,77],"z":[[251.54,null],[53.17,108.53]],"levels":[53.2,73.0,92.8,112.7,132.5,152.4,172.2,192.0,211.9,231.7,251.5],"min_iv":53.2,"max_iv":251.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":94.41},{"date":"2026-09-15","iv":104.88},{"date":"2026-09-16","iv":95.77},{"date":"2026-09-17","iv":44.05},{"date":"2026-09-18","iv":61.69},{"date":"2026-09-21","iv":45.46},{"date":"2026-09-22","iv":43.2},{"date":"2026-09-23","iv":43.6},{"date":"2026-09-24","iv":43.0},{"date":"2026-09-25","iv":145.1},{"date":"2026-09-28","iv":189.4},{"date":"2026-09-29","iv":138.7},{"date":"2026-09-30","iv":125.7},{"date":"2026-10-01","iv":143.0},{"date":"2026-10-02","iv":160.6}]}}