{"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":"AOUT","summary":{"name":"AOUT","price":16.35,"total_oi":873,"call_oi":369,"put_oi":504,"pc_ratio":1.366,"net_gex":-622.54,"avg_iv":129.7,"iv_rank":100.0,"iv_52w_high":129.7,"iv_52w_low":94.94,"gamma_flip":10.33,"max_pain":15.0},"features":{"symbol":"AOUT","price":16.35,"total_oi":873,"analysis_coverage":0.8333,"avg_iv_pct":129.7,"iv_rank":100.0,"iv_52w_high_pct":129.7,"iv_52w_low_pct":94.94,"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":5.2,"risk_reversal_30d_pp":5.2,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":1.366,"put_call_oi_front_ratio":1.686,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.001145,"net_delta_normalized":0.000848,"dealer_delta_normalized":-0.000848,"gex_per_100k_oi":-71310.423826,"vanna_per_100k_oi":-572.737686,"charm_per_100k_oi":-612829.32417,"weekend_delta_shift_per_100k_oi":-1838487.972509,"iv_surface_range_pp":89.7,"gamma_flip_distance_pct":-36.819572,"max_pain_distance_pct":-8.256881,"peak_call_distance_pct":7.033639,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.51,"put_gex":0.0,"net_gex":0.51,"call_oi":1,"put_oi":0},{"strike":5.0,"call_gex":0.0,"put_gex":-69.31,"net_gex":-69.31,"call_oi":0,"put_oi":49},{"strike":7.5,"call_gex":47.89,"put_gex":-125.28,"net_gex":-77.39,"call_oi":15,"put_oi":44},{"strike":10.0,"call_gex":87.58,"put_gex":-52.84,"net_gex":34.73,"call_oi":15,"put_oi":9},{"strike":12.5,"call_gex":1193.16,"put_gex":-346.65,"net_gex":846.51,"call_oi":103,"put_oi":30},{"strike":15.0,"call_gex":5131.12,"put_gex":-4326.68,"net_gex":804.44,"call_oi":166,"put_oi":121},{"strike":17.5,"call_gex":1777.34,"put_gex":-1370.48,"net_gex":406.87,"call_oi":51,"put_oi":40},{"strike":20.0,"call_gex":189.97,"put_gex":-2831.53,"net_gex":-2641.56,"call_oi":11,"put_oi":210},{"strike":22.5,"call_gex":49.09,"put_gex":0.0,"net_gex":49.09,"call_oi":4,"put_oi":0},{"strike":25.0,"call_gex":35.37,"put_gex":-11.8,"net_gex":23.57,"call_oi":3,"put_oi":1}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":6520.0,"total_value":6520.0},{"strike":5.0,"call_value":2.5,"put_value":5260.0,"total_value":5262.5},{"strike":7.5,"call_value":5.0,"put_value":4122.5,"total_value":4127.5},{"strike":10.0,"call_value":45.0,"put_value":3095.0,"total_value":3140.0},{"strike":12.5,"call_value":122.5,"put_value":2090.0,"total_value":2212.5},{"strike":15.0,"call_value":457.5,"put_value":1160.0,"total_value":1617.5},{"strike":17.5,"call_value":1207.5,"put_value":532.5,"total_value":1740.0},{"strike":20.0,"call_value":2085.0,"put_value":5.0,"total_value":2090.0},{"strike":22.5,"call_value":2990.0,"put_value":2.5,"total_value":2992.5},{"strike":25.0,"call_value":3905.0,"put_value":0,"total_value":3905.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":255.1,"strike":10.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":161.1,"strike":8.75},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":135.5,"strike":8.57},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":66.0,"strike":15.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":56.1,"strike":15.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":64.0,"strike":15.0},{"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":54.5,"strike":17.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":52.6,"strike":17.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":56.5,"strike":17.5},{"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":59.5,"strike":20.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":40.5,"strike":20.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":49.8,"strike":20.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.9994,"contract_count":4,"total_oi":256},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":3,"total_oi":3},{"expiration":"01/15/2027","dte":105,"iv":1.0,"contract_count":4,"total_oi":69},{"expiration":"04/16/2027","dte":196,"iv":0.5562,"contract_count":4,"total_oi":50}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":210,"put_oi":354,"total_oi":564,"pc_ratio":1.686,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":3,"put_oi":38,"total_oi":41,"pc_ratio":12.667,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":70,"put_oi":69,"total_oi":139,"pc_ratio":0.986,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"04/16/2027","dte":196,"call_oi":86,"put_oi":43,"total_oi":129,"pc_ratio":0.5,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":1,"put_oi":0},{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-273.0,"dealer_delta":273.0,"call_oi":0,"put_oi":49},{"strike":7.5,"call_delta_oi":1384.0,"put_delta_oi":-313.0,"dealer_delta":-1072.0,"call_oi":15,"put_oi":44},{"strike":10.0,"call_delta_oi":1323.0,"put_delta_oi":-93.0,"dealer_delta":-1230.0,"call_oi":15,"put_oi":9},{"strike":12.5,"call_delta_oi":8744.0,"put_delta_oi":-480.0,"dealer_delta":-8264.0,"call_oi":103,"put_oi":30},{"strike":15.0,"call_delta_oi":12363.0,"put_delta_oi":-2905.0,"dealer_delta":-9458.0,"call_oi":166,"put_oi":121},{"strike":17.5,"call_delta_oi":2065.0,"put_delta_oi":-2389.0,"dealer_delta":324.0,"call_oi":51,"put_oi":40},{"strike":20.0,"call_delta_oi":400.0,"put_delta_oi":-19983.0,"dealer_delta":19583.0,"call_oi":11,"put_oi":210},{"strike":22.5,"call_delta_oi":147.0,"put_delta_oi":0,"dealer_delta":-147.0,"call_oi":4,"put_oi":0},{"strike":25.0,"call_delta_oi":64.0,"put_delta_oi":-80.0,"dealer_delta":15.0,"call_oi":3,"put_oi":1}],"net_dealer_delta":-74.0,"total_call_delta":26589.0,"total_put_delta":-26515.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":16.350000381469727,"strikes":[{"strike":15.0,"moneyness":0.9174,"type":"call","iv":0.6336,"delta":0.7862,"oi":103},{"strike":15.0,"moneyness":0.9174,"type":"put","iv":0.6856,"delta":-0.2289,"oi":106},{"strike":20.0,"moneyness":1.2232,"type":"put","iv":0.5947,"delta":-0.9578,"oi":200}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.8797,"put_delta":0,"call_gamma":0.047398,"put_gamma":0,"call_theta":-0.0338,"put_theta":0,"call_vega":0.0062,"put_vega":0,"call_oi":52,"put_oi":0},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.7862,"put_delta":-0.2289,"call_gamma":0.148987,"put_gamma":0.143155,"call_theta":-0.0232,"put_theta":-0.0242,"call_vega":0.009,"put_vega":0.0093,"call_oi":103,"put_oi":106},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.9578,"call_gamma":0,"put_gamma":0.049032,"call_theta":0,"put_theta":-0.0041,"call_vega":0,"put_vega":0.0028,"call_oi":0,"put_oi":200}],"strikes":[12.5,15.0,20.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":5.2,"put_25d_iv":68.56,"call_25d_iv":63.36,"put_25d_strike":15.0,"call_25d_strike":15.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":12.5,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":52,"put_oi":0},{"strike":15.0,"call_vanna":-3.0,"put_vanna":3.0,"net_vanna":0.0,"call_oi":103,"put_oi":106},{"strike":20.0,"call_vanna":0,"put_vanna":-3.0,"net_vanna":-3.0,"call_oi":0,"put_oi":200}],"net_vanna":-5.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":12.5,"call_charm":-4027.0,"put_charm":0,"net_charm":-4027.0,"call_oi":52,"put_oi":0},{"strike":15.0,"call_charm":-4900.0,"put_charm":1529.0,"net_charm":-3371.0,"call_oi":103,"put_oi":106},{"strike":20.0,"call_charm":0,"put_charm":2048.0,"net_charm":2048.0,"call_oi":0,"put_oi":200}],"net_charm":-5350.0,"weekend_delta_shift":-16050.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":15825.0,"put_delta":-23157.0,"net_delta":-7332.0,"call_oi":210,"put_oi":354,"total_oi":564,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":218.0,"put_delta":-729.0,"net_delta":-510.0,"call_oi":3,"put_oi":38,"total_oi":41,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":4677.0,"put_delta":-1363.0,"net_delta":3314.0,"call_oi":70,"put_oi":69,"total_oi":139,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":5868.0,"put_delta":-1266.0,"net_delta":4602.0,"call_oi":86,"put_oi":43,"total_oi":129,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":49,"total_oi":49,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":44,"total_oi":59,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":9,"total_oi":24,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":103,"put_oi":30,"total_oi":133,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":166,"put_oi":121,"total_oi":287,"bias":"neutral"},{"strike":17.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":51,"put_oi":40,"total_oi":91,"bias":"bullish"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":210,"total_oi":221,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":1,"total_oi":4,"bias":"neutral"}],"underlying_price":16.350000381469727,"peak_call_strike":17.5,"peak_put_strike":null,"total_call_volume":1,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.77,0.92,1.07,1.22],"y":[14,105],"z":[[144.22,65.96,54.53,59.47],[77.02,64.0,null,null]],"levels":[54.5,63.5,72.5,81.4,90.4,99.4,108.3,117.3,126.3,135.3,144.2],"min_iv":54.5,"max_iv":144.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":112.37},{"date":"2026-09-15","iv":112.3},{"date":"2026-09-16","iv":105.79},{"date":"2026-09-17","iv":94.94},{"date":"2026-09-18","iv":101.38},{"date":"2026-09-21","iv":98.86},{"date":"2026-09-22","iv":115.2},{"date":"2026-09-23","iv":103.6},{"date":"2026-09-24","iv":105.4},{"date":"2026-09-25","iv":119.9},{"date":"2026-09-28","iv":123.0},{"date":"2026-09-29","iv":122.7},{"date":"2026-09-30","iv":121.8},{"date":"2026-10-01","iv":111.7},{"date":"2026-10-02","iv":129.7}]}}