{"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":"AMPY","summary":{"name":"AMPY","price":4.36,"total_oi":20827,"call_oi":18261,"put_oi":2566,"pc_ratio":0.141,"net_gex":57045.79,"avg_iv":221.9,"iv_rank":28.8,"iv_52w_high":525.2,"iv_52w_low":99.25,"gamma_flip":2.04,"max_pain":4.0},"features":{"symbol":"AMPY","price":4.36,"total_oi":20827,"analysis_coverage":0.8333,"avg_iv_pct":221.9,"iv_rank":28.8,"iv_52w_high_pct":525.2,"iv_52w_low_pct":99.25,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-193.2,"risk_reversal_30d_pp":-193.2,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.141,"put_call_oi_front_ratio":0.308,"put_call_volume_front_ratio":0.0,"option_volume":333,"volume_oi_ratio":0.015989,"net_delta_normalized":0.356532,"dealer_delta_normalized":-0.35619,"gex_per_100k_oi":273903.05853,"vanna_per_100k_oi":1195.563451,"charm_per_100k_oi":-1135209.103567,"weekend_delta_shift_per_100k_oi":-3405627.310702,"iv_surface_range_pp":21.0,"gamma_flip_distance_pct":-53.211009,"max_pain_distance_pct":-8.256881,"peak_call_distance_pct":14.678899,"peak_put_distance_pct":-8.256881},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.0,"put_gex":-40.09,"net_gex":-40.09,"call_oi":5,"put_oi":151},{"strike":2.0,"call_gex":38.38,"put_gex":-134.02,"net_gex":-95.65,"call_oi":78,"put_oi":163},{"strike":3.0,"call_gex":3124.39,"put_gex":-26.08,"net_gex":3098.31,"call_oi":1830,"put_oi":12},{"strike":4.0,"call_gex":19905.38,"put_gex":-9989.8,"net_gex":9915.59,"call_oi":2386,"put_oi":1731},{"strike":5.0,"call_gex":28695.27,"put_gex":-2520.45,"net_gex":26174.81,"call_oi":5586,"put_oi":493},{"strike":6.0,"call_gex":3074.34,"put_gex":-22.46,"net_gex":3051.88,"call_oi":1195,"put_oi":6},{"strike":7.0,"call_gex":13995.56,"put_gex":-18.48,"net_gex":13977.09,"call_oi":6055,"put_oi":8},{"strike":8.0,"call_gex":3.95,"put_gex":0.0,"net_gex":3.95,"call_oi":32,"put_oi":0},{"strike":9.0,"call_gex":142.69,"put_gex":0.0,"net_gex":142.69,"call_oi":100,"put_oi":0},{"strike":10.0,"call_gex":819.93,"put_gex":-2.71,"net_gex":817.22,"call_oi":994,"put_oi":2}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":7448.0,"total_value":7448.0},{"strike":2.0,"call_value":5.0,"put_value":5033.0,"total_value":5038.0},{"strike":3.0,"call_value":88.0,"put_value":2781.0,"total_value":2869.0},{"strike":4.0,"call_value":2001.0,"put_value":541.0,"total_value":2542.0},{"strike":5.0,"call_value":6300.0,"put_value":32.0,"total_value":6332.0},{"strike":6.0,"call_value":16185.0,"put_value":16.0,"total_value":16201.0},{"strike":7.0,"call_value":27265.0,"put_value":6.0,"total_value":27271.0},{"strike":8.0,"call_value":44400.0,"put_value":4.0,"total_value":44404.0},{"strike":9.0,"call_value":61567.0,"put_value":2.0,"total_value":61569.0},{"strike":10.0,"call_value":78834.0,"put_value":0,"total_value":78834.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":285.7,"strike":2.5},{"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":118.2,"strike":2.25},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":72.8,"strike":4.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":61.3,"strike":4.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":55.1,"strike":4.0},{"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":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":null,"strike":null},{"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":188.3,"strike":7.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":51.8,"strike":5.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":63.6,"strike":6.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.5732,"contract_count":2,"total_oi":2452},{"expiration":"11/20/2026","dte":49,"iv":0.2016,"contract_count":2,"total_oi":7},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":2,"total_oi":555},{"expiration":"04/16/2027","dte":196,"iv":0.0826,"contract_count":2,"total_oi":334},{"expiration":"01/21/2028","dte":476,"iv":1.0,"contract_count":2,"total_oi":769}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3654,"put_oi":1127,"total_oi":4781,"pc_ratio":0.308,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":145,"put_oi":2,"total_oi":147,"pc_ratio":0.014,"pc_ratio_volume":0.003,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":8792,"put_oi":758,"total_oi":9550,"pc_ratio":0.086,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":3030,"put_oi":10,"total_oi":3040,"pc_ratio":0.003,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":2640,"put_oi":669,"total_oi":3309,"pc_ratio":0.253,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":0,"put_delta_oi":-471.0,"dealer_delta":471.0,"call_oi":0,"put_oi":151},{"strike":2.0,"call_delta_oi":6399.0,"put_delta_oi":-1159.0,"dealer_delta":-5240.0,"call_oi":66,"put_oi":163},{"strike":3.0,"call_delta_oi":154632.0,"put_delta_oi":-119.0,"dealer_delta":-154513.0,"call_oi":1827,"put_oi":12},{"strike":4.0,"call_delta_oi":180010.0,"put_delta_oi":-44347.0,"dealer_delta":-135663.0,"call_oi":2386,"put_oi":1731},{"strike":5.0,"call_delta_oi":224515.0,"put_delta_oi":-29102.0,"dealer_delta":-195413.0,"call_oi":5586,"put_oi":493},{"strike":6.0,"call_delta_oi":51684.0,"put_delta_oi":-498.0,"dealer_delta":-51186.0,"call_oi":1195,"put_oi":6},{"strike":7.0,"call_delta_oi":125017.0,"put_delta_oi":-517.0,"dealer_delta":-124499.0,"call_oi":6055,"put_oi":8},{"strike":8.0,"call_delta_oi":3066.0,"put_delta_oi":0,"dealer_delta":-3066.0,"call_oi":32,"put_oi":0},{"strike":9.0,"call_delta_oi":3068.0,"put_delta_oi":0,"dealer_delta":-3068.0,"call_oi":100,"put_oi":0},{"strike":10.0,"call_delta_oi":69842.0,"put_delta_oi":-182.0,"dealer_delta":-69660.0,"call_oi":994,"put_oi":2}],"net_dealer_delta":-741836.0,"total_call_delta":818232.0,"total_put_delta":-76396.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.360000133514404,"strikes":[{"strike":1.0,"moneyness":0.2294,"type":"put","iv":2.1612,"delta":-0.0312,"oi":151},{"strike":3.0,"moneyness":0.6881,"type":"call","iv":0.7,"delta":0.8887,"oi":427},{"strike":4.0,"moneyness":0.9174,"type":"call","iv":0.5309,"delta":0.6874,"oi":495},{"strike":5.0,"moneyness":1.1468,"type":"call","iv":0.5492,"delta":0.39,"oi":1856},{"strike":5.0,"moneyness":1.1468,"type":"put","iv":0.6818,"delta":-0.564,"oi":436},{"strike":6.0,"moneyness":1.3761,"type":"call","iv":0.5691,"delta":0.1951,"oi":618},{"strike":7.0,"moneyness":1.6055,"type":"call","iv":0.6381,"delta":0.1182,"oi":5017}]},{"expiration":"01/21/2028","underlying_price":4.360000133514404,"strikes":[{"strike":3.0,"moneyness":0.6881,"type":"call","iv":0.6417,"delta":0.8295,"oi":1295},{"strike":4.0,"moneyness":0.9174,"type":"call","iv":0.6437,"delta":0.7122,"oi":119},{"strike":4.0,"moneyness":0.9174,"type":"put","iv":1.0766,"delta":-0.2329,"oi":650},{"strike":5.0,"moneyness":1.1468,"type":"call","iv":0.618,"delta":0.5935,"oi":292},{"strike":7.0,"moneyness":1.6055,"type":"call","iv":0.6949,"delta":0.4478,"oi":190},{"strike":10.0,"moneyness":2.2936,"type":"call","iv":1.2449,"delta":0.5653,"oi":676}]},{"expiration":"04/16/2027","underlying_price":4.360000133514404,"strikes":[{"strike":3.0,"moneyness":0.6881,"type":"call","iv":0.5521,"delta":0.8819,"oi":105},{"strike":4.0,"moneyness":0.9174,"type":"call","iv":0.5656,"delta":0.6809,"oi":324},{"strike":5.0,"moneyness":1.1468,"type":"call","iv":0.5683,"delta":0.4731,"oi":2600}]},{"expiration":"10/16/2026","underlying_price":4.360000133514404,"strikes":[{"strike":4.0,"moneyness":0.9174,"type":"call","iv":0.5983,"delta":0.7976,"oi":1443},{"strike":4.0,"moneyness":0.9174,"type":"put","iv":0.8581,"delta":-0.2668,"oi":1009},{"strike":5.0,"moneyness":1.1468,"type":"call","iv":0.5707,"delta":0.1144,"oi":699}]},{"expiration":"11/20/2026","underlying_price":4.360000133514404,"strikes":[{"strike":5.0,"moneyness":1.1468,"type":"call","iv":0.5184,"delta":0.2726,"oi":139}]}],"greeks_heatmap":{"data":[{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7976,"put_delta":-0.2668,"call_gamma":0.572769,"put_gamma":0.465512,"call_theta":-0.0057,"put_theta":-0.0088,"call_vega":0.0023,"put_vega":0.0027,"call_oi":1443,"put_oi":1009},{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1144,"put_delta":-0.7995,"call_gamma":0.411668,"put_gamma":0.433911,"call_theta":-0.0035,"put_theta":-0.0065,"call_vega":0.0016,"put_vega":0.0023,"call_oi":699,"put_oi":56},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2726,"put_delta":0,"call_gamma":0.405358,"put_gamma":0,"call_theta":-0.003,"put_theta":0,"call_vega":0.0053,"put_vega":0,"call_oi":139,"put_oi":0}],"strikes":[4.0,5.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-193.2,"put_25d_iv":85.81,"call_25d_iv":279.01,"put_25d_strike":4.0,"call_25d_strike":9.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":0.19,"put_25d_iv":57.1,"call_25d_iv":56.91,"put_25d_strike":4.0,"call_25d_strike":6.0,"skew":"neutral"},{"expiration":"01/21/2028","dte":476,"risk_reversal":38.17,"put_25d_iv":107.66,"call_25d_iv":69.49,"put_25d_strike":4.0,"call_25d_strike":7.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":1.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":151},{"strike":2.0,"call_vanna":-5.0,"put_vanna":6.0,"net_vanna":1.0,"call_oi":66,"put_oi":100},{"strike":3.0,"call_vanna":-292.0,"put_vanna":0,"net_vanna":-292.0,"call_oi":1827,"put_oi":0},{"strike":4.0,"call_vanna":-131.0,"put_vanna":154.0,"net_vanna":23.0,"call_oi":2381,"put_oi":1719},{"strike":5.0,"call_vanna":127.0,"put_vanna":-14.0,"net_vanna":114.0,"call_oi":5586,"put_oi":492},{"strike":6.0,"call_vanna":41.0,"put_vanna":0,"net_vanna":41.0,"call_oi":1194,"put_oi":0},{"strike":7.0,"call_vanna":394.0,"put_vanna":0,"net_vanna":394.0,"call_oi":6055,"put_oi":0},{"strike":9.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":80,"put_oi":0},{"strike":10.0,"call_vanna":-40.0,"put_vanna":0,"net_vanna":-40.0,"call_oi":992,"put_oi":0}],"net_vanna":249.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":4.0,"call_charm":-17086.0,"put_charm":6159.0,"net_charm":-10927.0,"call_oi":1443,"put_oi":1009},{"strike":5.0,"call_charm":-823.0,"put_charm":756.0,"net_charm":-66.0,"call_oi":838,"put_oi":56},{"strike":6.0,"call_charm":-87404.0,"put_charm":0,"net_charm":-87404.0,"call_oi":576,"put_oi":0},{"strike":7.0,"call_charm":-137502.0,"put_charm":0,"net_charm":-137502.0,"call_oi":848,"put_oi":0},{"strike":9.0,"call_charm":-531.0,"put_charm":0,"net_charm":-531.0,"call_oi":80,"put_oi":0}],"net_charm":-236430.0,"weekend_delta_shift":-709290.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":221262.0,"put_delta":-32349.0,"net_delta":188913.0,"call_oi":3652,"put_oi":1127,"total_oi":4779,"total_volume":0,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":4142.0,"put_delta":-61.0,"net_delta":4081.0,"call_oi":144,"put_oi":2,"total_oi":146,"total_volume":326,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":252111.0,"put_delta":-28102.0,"net_delta":224009.0,"call_oi":8777,"put_oi":758,"total_oi":9535,"total_volume":3,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":154361.0,"put_delta":-320.0,"net_delta":154041.0,"call_oi":3030,"put_oi":10,"total_oi":3040,"total_volume":3,"bias":"bullish"},{"expiration":"01/21/2028","dte":476,"call_delta":186355.0,"put_delta":-15564.0,"net_delta":170792.0,"call_oi":2638,"put_oi":669,"total_oi":3307,"total_volume":0,"bias":"bullish"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":151,"total_oi":156,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":78,"put_oi":163,"total_oi":241,"bias":"neutral"},{"strike":3.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":1830,"put_oi":12,"total_oi":1842,"bias":"bullish"},{"strike":4.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":2386,"put_oi":1731,"total_oi":4117,"bias":"bearish"},{"strike":5.0,"call_volume":325,"put_volume":0,"total_volume":325,"call_oi":5586,"put_oi":493,"total_oi":6079,"bias":"bullish"},{"strike":6.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1195,"put_oi":6,"total_oi":1201,"bias":"bullish"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6055,"put_oi":8,"total_oi":6063,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":0,"total_oi":32,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":100,"put_oi":0,"total_oi":100,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":994,"put_oi":2,"total_oi":996,"bias":"neutral"}],"underlying_price":4.360000133514404,"peak_call_strike":5.0,"peak_put_strike":4.0,"total_call_volume":332,"total_put_volume":1,"volume_pc_ratio":0.003},"iv_contours":{"x":[0.92,1.15],"y":[14,49,105],"z":[[72.82,67.8],[null,51.84],[55.09,61.55]],"levels":[51.8,53.9,56.0,58.1,60.2,62.3,64.4,66.5,68.6,70.7,72.8],"min_iv":51.8,"max_iv":72.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":99.25},{"date":"2026-09-15","iv":103.37},{"date":"2026-09-16","iv":103.65},{"date":"2026-09-17","iv":117.13},{"date":"2026-09-18","iv":130.21},{"date":"2026-09-21","iv":119.01},{"date":"2026-09-22","iv":144.9},{"date":"2026-09-23","iv":149.9},{"date":"2026-09-24","iv":401.3},{"date":"2026-09-25","iv":172.3},{"date":"2026-09-28","iv":169.9},{"date":"2026-09-29","iv":525.2},{"date":"2026-09-30","iv":133.3},{"date":"2026-10-01","iv":129.5},{"date":"2026-10-02","iv":221.9}]}}