{"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":"ARX","summary":{"name":"ARX","price":19.73,"total_oi":2970,"call_oi":2148,"put_oi":822,"pc_ratio":0.383,"net_gex":1027836.43,"avg_iv":92.6,"iv_rank":27.0,"iv_52w_high":122.86,"iv_52w_low":81.4,"gamma_flip":10.55,"max_pain":15.0},"features":{"symbol":"ARX","price":19.73,"total_oi":2970,"analysis_coverage":0.8889,"avg_iv_pct":92.6,"iv_rank":27.0,"iv_52w_high_pct":122.86,"iv_52w_low_pct":81.4,"front_dte":14,"front_atm_iv_pct":176.0045,"back_atm_iv_pct":87.5827,"term_premium_pp":88.4218,"expected_move_front_pct":34.47,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":42.98,"risk_reversal_30d_pp":42.98,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.383,"put_call_oi_front_ratio":1.5,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.000337,"net_delta_normalized":0.465863,"dealer_delta_normalized":-0.459589,"gex_per_100k_oi":34607287.205387,"vanna_per_100k_oi":-1986.531987,"charm_per_100k_oi":-214612.794613,"weekend_delta_shift_per_100k_oi":-643872.053872,"iv_surface_range_pp":72.8,"gamma_flip_distance_pct":-46.52813,"max_pain_distance_pct":-23.973644,"peak_call_distance_pct":-11.302585,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":3.24,"put_gex":0.0,"net_gex":3.24,"call_oi":8,"put_oi":30},{"strike":5.0,"call_gex":1.3,"put_gex":0.0,"net_gex":1.3,"call_oi":2,"put_oi":0},{"strike":7.5,"call_gex":21.81,"put_gex":-165.24,"net_gex":-143.42,"call_oi":9,"put_oi":180},{"strike":10.0,"call_gex":17.11,"put_gex":-138.17,"net_gex":-121.06,"call_oi":4,"put_oi":54},{"strike":12.5,"call_gex":1258.51,"put_gex":-72.82,"net_gex":1185.7,"call_oi":178,"put_oi":13},{"strike":15.0,"call_gex":4044.13,"put_gex":-1537.4,"net_gex":2506.73,"call_oi":361,"put_oi":189},{"strike":17.5,"call_gex":2542.0,"put_gex":-4154.74,"net_gex":-1612.74,"call_oi":87,"put_oi":291},{"strike":20.0,"call_gex":1027816.34,"put_gex":-2472.92,"net_gex":1025343.42,"call_oi":1460,"put_oi":65},{"strike":22.5,"call_gex":524.27,"put_gex":0.0,"net_gex":524.27,"call_oi":29,"put_oi":0},{"strike":25.0,"call_gex":148.99,"put_gex":0.0,"net_gex":148.99,"call_oi":10,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":9300.0,"total_value":9300.0},{"strike":5.0,"call_value":20.0,"put_value":7320.0,"total_value":7340.0},{"strike":7.5,"call_value":45.0,"put_value":5340.0,"total_value":5385.0},{"strike":10.0,"call_value":92.5,"put_value":3810.0,"total_value":3902.5},{"strike":12.5,"call_value":150.0,"put_value":2415.0,"total_value":2565.0},{"strike":15.0,"call_value":652.5,"put_value":1052.5,"total_value":1705.0},{"strike":17.5,"call_value":2057.5,"put_value":162.5,"total_value":2220.0},{"strike":20.0,"call_value":3680.0,"put_value":0.0,"total_value":3680.0},{"strike":22.5,"call_value":8952.5,"put_value":0.0,"total_value":8952.5},{"strike":25.0,"call_value":14297.5,"put_value":0,"total_value":14297.5}],"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":130.2,"strike":11.43},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":149.3,"strike":10.42},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":38.1,"strike":17.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":79.6,"strike":17.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":56.2,"strike":17.5},{"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":176.0,"strike":20.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":87.6,"strike":20.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":20.2,"strike":20.0},{"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":null,"strike":null},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":121.7,"strike":22.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":89.8,"strike":23.75}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":2},{"expiration":"11/20/2026","dte":49,"iv":0.4526,"contract_count":2,"total_oi":488},{"expiration":"01/15/2027","dte":105,"iv":0.0356,"contract_count":2,"total_oi":199},{"expiration":"02/19/2027","dte":140,"iv":0.03,"contract_count":2,"total_oi":832},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":1,"total_oi":4}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":34.47,"expected_move_2std":68.94,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":32.09,"expected_move_2std":64.17,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":10.85,"expected_move_2std":21.7,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":11.97,"expected_move_2std":23.93,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":11.52,"expected_move_2std":23.04,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":3,"total_oi":5,"pc_ratio":1.5,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":1000,"put_oi":305,"total_oi":1305,"pc_ratio":0.305,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":267,"put_oi":188,"total_oi":455,"pc_ratio":0.704,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":871,"put_oi":322,"total_oi":1193,"pc_ratio":0.37,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":8,"put_oi":4,"total_oi":12,"pc_ratio":0.5,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":792.0,"put_delta_oi":0,"dealer_delta":-792.0,"call_oi":8,"put_oi":0},{"strike":5.0,"call_delta_oi":97.0,"put_delta_oi":0,"dealer_delta":-97.0,"call_oi":1,"put_oi":0},{"strike":7.5,"call_delta_oi":864.0,"put_delta_oi":-135.0,"dealer_delta":-729.0,"call_oi":9,"put_oi":180},{"strike":10.0,"call_delta_oi":378.0,"put_delta_oi":-351.0,"dealer_delta":-27.0,"call_oi":4,"put_oi":54},{"strike":12.5,"call_delta_oi":16617.0,"put_delta_oi":-217.0,"dealer_delta":-16399.0,"call_oi":177,"put_oi":13},{"strike":15.0,"call_delta_oi":34073.0,"put_delta_oi":-2692.0,"dealer_delta":-31381.0,"call_oi":361,"put_oi":189},{"strike":17.5,"call_delta_oi":7202.0,"put_delta_oi":-8810.0,"dealer_delta":1609.0,"call_oi":79,"put_oi":291},{"strike":20.0,"call_delta_oi":89811.0,"put_delta_oi":-2950.0,"dealer_delta":-86860.0,"call_oi":1460,"put_oi":65},{"strike":22.5,"call_delta_oi":1387.0,"put_delta_oi":0,"dealer_delta":-1387.0,"call_oi":29,"put_oi":0},{"strike":25.0,"call_delta_oi":434.0,"put_delta_oi":0,"dealer_delta":-434.0,"call_oi":10,"put_oi":0}],"net_dealer_delta":-136498.0,"total_call_delta":151654.0,"total_put_delta":-15156.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":19.729999542236328,"strikes":[{"strike":15.0,"moneyness":0.7603,"type":"put","iv":1.2659,"delta":-0.2232,"oi":113},{"strike":20.0,"moneyness":1.0137,"type":"call","iv":0.1224,"delta":0.504,"oi":184}]},{"expiration":"02/19/2027","underlying_price":19.729999542236328,"strikes":[{"strike":7.5,"moneyness":0.3801,"type":"put","iv":0.7211,"delta":-0.0075,"oi":180},{"strike":20.0,"moneyness":1.0137,"type":"call","iv":0.0093,"delta":0.6761,"oi":801}]},{"expiration":"11/20/2026","underlying_price":19.729999542236328,"strikes":[{"strike":12.5,"moneyness":0.6336,"type":"call","iv":0.9248,"delta":0.9389,"oi":173},{"strike":15.0,"moneyness":0.7603,"type":"call","iv":0.4698,"delta":0.9579,"oi":280},{"strike":17.5,"moneyness":0.887,"type":"put","iv":1.3336,"delta":-0.3081,"oi":175},{"strike":20.0,"moneyness":1.0137,"type":"call","iv":0.9038,"delta":0.5555,"oi":473}]}],"greeks_heatmap":{"data":[{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.9579,"put_delta":-0.0224,"call_gamma":0.026728,"put_gamma":0.018671,"call_theta":-0.0048,"put_theta":-0.0015,"call_vega":0.0064,"put_vega":0.0038,"call_oi":280,"put_oi":76},{"strike":17.5,"dte":49,"expiration":"11/20/2026","call_delta":0.9173,"put_delta":-0.3081,"call_gamma":0.082504,"put_gamma":0.036873,"call_theta":-0.0048,"put_theta":-0.034,"call_vega":0.0109,"put_vega":0.0252,"call_oi":68,"put_oi":175},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5555,"put_delta":0,"call_gamma":0.061099,"put_gamma":0,"call_theta":-0.0276,"put_theta":0,"call_vega":0.0283,"put_vega":0,"call_oi":473,"put_oi":0}],"strikes":[15.0,17.5,20.0],"dtes":[49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":42.98,"put_25d_iv":133.36,"call_25d_iv":90.38,"put_25d_strike":17.5,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":114.35,"put_25d_iv":126.59,"call_25d_iv":12.24,"put_25d_strike":15.0,"call_25d_strike":20.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":79.56,"put_25d_iv":80.48,"call_25d_iv":0.93,"put_25d_strike":17.5,"call_25d_strike":20.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":180},{"strike":12.5,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":173,"put_oi":0},{"strike":15.0,"call_vanna":-8.0,"put_vanna":11.0,"net_vanna":3.0,"call_oi":280,"put_oi":189},{"strike":17.5,"call_vanna":-3.0,"put_vanna":16.0,"net_vanna":12.0,"call_oi":68,"put_oi":256},{"strike":20.0,"call_vanna":-70.0,"put_vanna":0,"net_vanna":-70.0,"call_oi":1458,"put_oi":0}],"net_vanna":-59.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":12.5,"call_charm":-1164.0,"put_charm":0,"net_charm":-1164.0,"call_oi":173,"put_oi":0},{"strike":15.0,"call_charm":-955.0,"put_charm":2.0,"net_charm":-953.0,"call_oi":280,"put_oi":76},{"strike":17.5,"call_charm":-221.0,"put_charm":1364.0,"net_charm":1143.0,"call_oi":68,"put_oi":175},{"strike":20.0,"call_charm":-5401.0,"put_charm":0,"net_charm":-5401.0,"call_oi":473,"put_oi":0}],"net_charm":-6374.0,"weekend_delta_shift":-19123.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":110.0,"put_delta":-13.0,"net_delta":98.0,"call_oi":2,"put_oi":3,"total_oi":5,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":76050.0,"put_delta":-6464.0,"net_delta":69586.0,"call_oi":1000,"put_oi":305,"total_oi":1305,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":15739.0,"put_delta":-4424.0,"net_delta":11315.0,"call_oi":265,"put_oi":178,"total_oi":443,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":59754.0,"put_delta":-4082.0,"net_delta":55672.0,"call_oi":871,"put_oi":302,"total_oi":1173,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":0,"put_delta":-173.0,"net_delta":-173.0,"call_oi":0,"put_oi":4,"total_oi":4,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":30,"total_oi":38,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":180,"total_oi":189,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":54,"total_oi":58,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":178,"put_oi":13,"total_oi":191,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":361,"put_oi":189,"total_oi":550,"bias":"neutral"},{"strike":17.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":87,"put_oi":291,"total_oi":378,"bias":"bullish"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1460,"put_oi":65,"total_oi":1525,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":0,"total_oi":29,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"}],"underlying_price":19.729999542236328,"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":[0.76,0.89,1.01,1.14],"y":[49,105,140],"z":[[43.42,79.59,87.57,null],[85.97,92.11,20.23,81.6],[43.71,80.48,19.32,null]],"levels":[19.3,26.6,33.9,41.2,48.4,55.7,63.0,70.3,77.6,84.8,92.1],"min_iv":19.3,"max_iv":92.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":109.23},{"date":"2026-09-15","iv":103.79},{"date":"2026-09-16","iv":122.86},{"date":"2026-09-17","iv":92.94},{"date":"2026-09-18","iv":91.06},{"date":"2026-09-21","iv":94.43},{"date":"2026-09-22","iv":108.6},{"date":"2026-09-23","iv":81.4},{"date":"2026-09-24","iv":91.1},{"date":"2026-09-25","iv":91.6},{"date":"2026-09-28","iv":109.5},{"date":"2026-09-29","iv":91.6},{"date":"2026-09-30","iv":83.6},{"date":"2026-10-01","iv":108.0},{"date":"2026-10-02","iv":92.6}]}}