{"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":"AIFC","summary":{"name":"AIFC","price":0.5,"total_oi":22334,"call_oi":19764,"put_oi":2570,"pc_ratio":0.13,"net_gex":1566.44,"avg_iv":622.0,"iv_rank":85.8,"iv_52w_high":695.7,"iv_52w_low":176.0,"gamma_flip":null,"max_pain":0.5},"features":{"symbol":"AIFC","price":0.5,"total_oi":22334,"analysis_coverage":0.9444,"avg_iv_pct":622.0,"iv_rank":85.8,"iv_52w_high_pct":695.7,"iv_52w_low_pct":176.0,"front_dte":14,"front_atm_iv_pct":138.6284,"back_atm_iv_pct":121.8079,"term_premium_pp":16.8205,"expected_move_front_pct":27.15,"straddle_front_pct":34.74,"straddle_30d_pct":34.74,"risk_reversal_front_pp":-53.89,"risk_reversal_30d_pp":-53.89,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.13,"put_call_oi_front_ratio":1.0,"put_call_volume_front_ratio":0.0,"option_volume":11,"volume_oi_ratio":0.000493,"net_delta_normalized":0.506575,"dealer_delta_normalized":-0.506461,"gex_per_100k_oi":7013.701084,"vanna_per_100k_oi":1007.432614,"charm_per_100k_oi":-7884.839259,"weekend_delta_shift_per_100k_oi":-23650.040297,"iv_surface_range_pp":14.5,"gamma_flip_distance_pct":null,"max_pain_distance_pct":0.0,"peak_call_distance_pct":300.0,"peak_put_distance_pct":0.0},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":1057.7,"put_gex":-480.98,"net_gex":576.71,"call_oi":3260,"put_oi":1000},{"strike":1.0,"call_gex":571.04,"put_gex":-217.39,"net_gex":353.65,"call_oi":3627,"put_oi":1288},{"strike":1.5,"call_gex":0.03,"put_gex":-20.72,"net_gex":-20.68,"call_oi":1202,"put_oi":165},{"strike":2.0,"call_gex":343.01,"put_gex":-3.03,"net_gex":339.98,"call_oi":2796,"put_oi":25},{"strike":2.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":111,"put_oi":0},{"strike":3.0,"call_gex":136.23,"put_gex":-4.15,"net_gex":132.08,"call_oi":3255,"put_oi":43},{"strike":4.0,"call_gex":141.34,"put_gex":-4.58,"net_gex":136.75,"call_oi":2327,"put_oi":43},{"strike":5.0,"call_gex":0.04,"put_gex":-0.61,"net_gex":-0.57,"call_oi":1642,"put_oi":6},{"strike":7.0,"call_gex":48.52,"put_gex":0.0,"net_gex":48.52,"call_oi":1544,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":1131.5,"total_value":1131.5},{"strike":1.0,"call_value":1630.0,"put_value":346.5,"total_value":1976.5},{"strike":1.5,"call_value":5073.5,"put_value":205.5,"total_value":5279.0},{"strike":2.0,"call_value":9118.0,"put_value":147.0,"total_value":9265.0},{"strike":2.5,"call_value":14560.5,"put_value":101.0,"total_value":14661.5},{"strike":3.0,"call_value":20058.5,"put_value":55.0,"total_value":20113.5},{"strike":4.0,"call_value":34309.5,"put_value":6.0,"total_value":34315.5},{"strike":5.0,"call_value":50887.5,"put_value":0.0,"total_value":50887.5},{"strike":7.0,"call_value":87327.5,"put_value":0,"total_value":87327.5}],"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":null,"strike":null},{"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":138.6,"strike":0.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":121.8,"strike":0.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":107.3,"strike":0.5},{"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":173.2,"strike":1.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":183.5,"strike":1.67},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":210.1,"strike":2.81}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.899,"contract_count":1,"total_oi":3},{"expiration":"11/20/2026","dte":49,"iv":0.4162,"contract_count":2,"total_oi":2913},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":2,"total_oi":725},{"expiration":"02/19/2027","dte":140,"iv":0.5192,"contract_count":2,"total_oi":66},{"expiration":"05/21/2027","dte":231,"iv":0.0616,"contract_count":1,"total_oi":6},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":1,"total_oi":532}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":27.15,"expected_move_2std":54.31,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":44.63,"expected_move_2std":89.27,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":57.56,"expected_move_2std":115.12,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":77.67,"expected_move_2std":155.34,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":87.08,"expected_move_2std":174.16,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":162.35,"expected_move_2std":324.7,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":13,"put_oi":13,"total_oi":26,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":5157,"put_oi":1949,"total_oi":7106,"pc_ratio":0.378,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":8458,"put_oi":254,"total_oi":8712,"pc_ratio":0.03,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":180,"put_oi":4,"total_oi":184,"pc_ratio":0.022,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":6,"put_oi":1,"total_oi":7,"pc_ratio":0.167,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":5950,"put_oi":349,"total_oi":6299,"pc_ratio":0.059,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":210461.0,"put_delta_oi":-40416.0,"dealer_delta":-170045.0,"call_oi":3260,"put_oi":995},{"strike":1.0,"call_delta_oi":174292.0,"put_delta_oi":-109444.0,"dealer_delta":-64849.0,"call_oi":3627,"put_oi":1288},{"strike":1.5,"call_delta_oi":120188.0,"put_delta_oi":-8007.0,"dealer_delta":-112181.0,"call_oi":1202,"put_oi":165},{"strike":2.0,"call_delta_oi":114606.0,"put_delta_oi":-1324.0,"dealer_delta":-113283.0,"call_oi":2796,"put_oi":25},{"strike":2.5,"call_delta_oi":11099.0,"put_delta_oi":0,"dealer_delta":-11099.0,"call_oi":111,"put_oi":0},{"strike":3.0,"call_delta_oi":248940.0,"put_delta_oi":-3173.0,"dealer_delta":-245767.0,"call_oi":3255,"put_oi":43},{"strike":4.0,"call_delta_oi":127904.0,"put_delta_oi":-3353.0,"dealer_delta":-124551.0,"call_oi":2327,"put_oi":43},{"strike":5.0,"call_delta_oi":164183.0,"put_delta_oi":-450.0,"dealer_delta":-163732.0,"call_oi":1642,"put_oi":6},{"strike":7.0,"call_delta_oi":125624.0,"put_delta_oi":0,"dealer_delta":-125624.0,"call_oi":1544,"put_oi":0}],"net_dealer_delta":-1131131.0,"total_call_delta":1297298.0,"total_put_delta":-166167.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":0.5037000179290771,"strikes":[{"strike":0.5,"moneyness":0.9927,"type":"call","iv":1.1481,"delta":0.6324,"oi":632},{"strike":2.0,"moneyness":3.9706,"type":"call","iv":2.0502,"delta":0.2414,"oi":1484},{"strike":4.0,"moneyness":7.9412,"type":"call","iv":2.5994,"delta":0.2145,"oi":1334}]},{"expiration":"01/21/2028","underlying_price":0.5037000179290771,"strikes":[{"strike":0.5,"moneyness":0.9927,"type":"call","iv":1.4217,"delta":0.8022,"oi":532},{"strike":1.0,"moneyness":1.9853,"type":"call","iv":1.3035,"delta":0.6253,"oi":1029},{"strike":1.0,"moneyness":1.9853,"type":"put","iv":1.224,"delta":-0.4026,"oi":163},{"strike":1.5,"moneyness":2.978,"type":"put","iv":1.433,"delta":-0.4271,"oi":142},{"strike":2.0,"moneyness":3.9706,"type":"call","iv":1.4101,"delta":0.4926,"oi":912},{"strike":3.0,"moneyness":5.9559,"type":"call","iv":1.232,"delta":0.2989,"oi":1084},{"strike":7.0,"moneyness":13.8972,"type":"call","iv":1.8805,"delta":0.449,"oi":522}]},{"expiration":"11/20/2026","underlying_price":0.5037000179290771,"strikes":[{"strike":0.5,"moneyness":0.9927,"type":"call","iv":1.3493,"delta":0.6069,"oi":2018},{"strike":0.5,"moneyness":0.9927,"type":"put","iv":1.0871,"delta":-0.409,"oi":895},{"strike":1.0,"moneyness":1.9853,"type":"put","iv":1.1228,"delta":-0.9288,"oi":1029},{"strike":1.0,"moneyness":1.9853,"type":"call","iv":1.626,"delta":0.1952,"oi":1862}]}],"greeks_heatmap":{"data":[{"strike":0.5,"dte":49,"expiration":"11/20/2026","call_delta":0.6069,"put_delta":-0.409,"call_gamma":1.560287,"put_gamma":1.956624,"call_theta":-0.001,"put_theta":-0.0008,"call_vega":0.0007,"put_vega":0.0007,"call_oi":2018,"put_oi":895}],"strikes":[0.5],"dtes":[49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":-53.89,"put_25d_iv":108.71,"call_25d_iv":162.6,"put_25d_strike":0.5,"call_25d_strike":1.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-105.21,"put_25d_iv":99.81,"call_25d_iv":205.02,"put_25d_strike":0.5,"call_25d_strike":2.0,"skew":"call_skew"},{"expiration":"01/21/2028","dte":476,"risk_reversal":-0.8,"put_25d_iv":122.4,"call_25d_iv":123.2,"put_25d_strike":1.0,"call_25d_strike":3.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-200.0,"put_vanna":27.0,"net_vanna":-173.0,"call_oi":3244,"put_oi":988},{"strike":1.0,"call_vanna":2.0,"put_vanna":-37.0,"net_vanna":-35.0,"call_oi":3622,"put_oi":1278},{"strike":1.5,"call_vanna":-0.0,"put_vanna":9.0,"net_vanna":9.0,"call_oi":1202,"put_oi":142},{"strike":2.0,"call_vanna":110.0,"put_vanna":0,"net_vanna":110.0,"call_oi":2796,"put_oi":0},{"strike":2.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":111,"put_oi":0},{"strike":3.0,"call_vanna":172.0,"put_vanna":0,"net_vanna":172.0,"call_oi":3221,"put_oi":0},{"strike":4.0,"call_vanna":118.0,"put_vanna":0,"net_vanna":118.0,"call_oi":2318,"put_oi":0},{"strike":5.0,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":1637,"put_oi":0},{"strike":7.0,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":1544,"put_oi":0}],"net_vanna":225.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":0.5,"call_charm":-922.0,"put_charm":210.0,"net_charm":-712.0,"call_oi":2018,"put_oi":895},{"strike":1.0,"call_charm":-233.0,"put_charm":127.0,"net_charm":-107.0,"call_oi":1862,"put_oi":1029},{"strike":1.5,"call_charm":-10.0,"put_charm":0,"net_charm":-10.0,"call_oi":834,"put_oi":0},{"strike":2.0,"call_charm":-932.0,"put_charm":0,"net_charm":-932.0,"call_oi":400,"put_oi":0}],"net_charm":-1761.0,"weekend_delta_shift":-5282.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1172.0,"put_delta":-1104.0,"net_delta":69.0,"call_oi":13,"put_oi":13,"total_oi":26,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":279825.0,"put_delta":-134433.0,"net_delta":145392.0,"call_oi":5157,"put_oi":1949,"total_oi":7106,"total_volume":4,"bias":"bullish"},{"expiration":"01/15/2027","dte":105,"call_delta":605156.0,"put_delta":-15892.0,"net_delta":589264.0,"call_oi":8458,"put_oi":254,"total_oi":8712,"total_volume":1,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":15869.0,"put_delta":-133.0,"net_delta":15736.0,"call_oi":180,"put_oi":4,"total_oi":184,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":409.0,"put_delta":-68.0,"net_delta":341.0,"call_oi":6,"put_oi":1,"total_oi":7,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":394866.0,"put_delta":-14536.0,"net_delta":380330.0,"call_oi":5950,"put_oi":344,"total_oi":6294,"total_volume":6,"bias":"bullish"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":0.5,"straddle_price":0.18,"straddle_pct":34.74,"implied_move":34.74,"avg_iv":121.8},{"expiration":"01/15/2027","dte":105,"strike":0.5,"straddle_price":0.23,"straddle_pct":44.67,"implied_move":44.67,"avg_iv":107.3}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":3,"put_volume":2,"total_volume":5,"call_oi":3260,"put_oi":1000,"total_oi":4260,"bias":"neutral"},{"strike":1.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":3627,"put_oi":1288,"total_oi":4915,"bias":"bullish"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1202,"put_oi":165,"total_oi":1367,"bias":"neutral"},{"strike":2.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":2796,"put_oi":25,"total_oi":2821,"bias":"bullish"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":111,"put_oi":0,"total_oi":111,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3255,"put_oi":43,"total_oi":3298,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2327,"put_oi":43,"total_oi":2370,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1642,"put_oi":6,"total_oi":1648,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1544,"put_oi":0,"total_oi":1544,"bias":"neutral"}],"underlying_price":0.5037000179290771,"peak_call_strike":2.0,"peak_put_strike":0.5,"total_call_volume":9,"total_put_volume":2,"volume_pc_ratio":0.222},"iv_contours":{"x":[0.99],"y":[49,105,140],"z":[[121.82],[107.31],[120.25]],"levels":[107.3,108.8,110.2,111.7,113.1,114.6,116.0,117.5,118.9,120.4,121.8],"min_iv":107.3,"max_iv":121.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":182.28},{"date":"2026-09-15","iv":193.79},{"date":"2026-09-16","iv":188.02},{"date":"2026-09-17","iv":223.72},{"date":"2026-09-18","iv":209.67},{"date":"2026-09-21","iv":176.0},{"date":"2026-09-22","iv":489.9},{"date":"2026-09-23","iv":673.5},{"date":"2026-09-24","iv":453.2},{"date":"2026-09-25","iv":478.7},{"date":"2026-09-28","iv":487.6},{"date":"2026-09-29","iv":344.9},{"date":"2026-09-30","iv":636.1},{"date":"2026-10-01","iv":695.7},{"date":"2026-10-02","iv":622.0}]}}