{"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":"AVIR","summary":{"name":"AVIR","price":5.13,"total_oi":7254,"call_oi":6680,"put_oi":574,"pc_ratio":0.086,"net_gex":74645.88,"avg_iv":125.7,"iv_rank":18.8,"iv_52w_high":237.6,"iv_52w_low":99.8,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"AVIR","price":5.13,"total_oi":7254,"analysis_coverage":0.9444,"avg_iv_pct":125.7,"iv_rank":18.8,"iv_52w_high_pct":237.6,"iv_52w_low_pct":99.8,"front_dte":14,"front_atm_iv_pct":100.7928,"back_atm_iv_pct":81.4145,"term_premium_pp":19.3783,"expected_move_front_pct":19.74,"straddle_front_pct":36.06,"straddle_30d_pct":36.06,"risk_reversal_front_pp":-58.29,"risk_reversal_30d_pp":-58.29,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.086,"put_call_oi_front_ratio":0.013,"put_call_volume_front_ratio":0.0,"option_volume":80,"volume_oi_ratio":0.011028,"net_delta_normalized":0.508185,"dealer_delta_normalized":-0.506854,"gex_per_100k_oi":1029030.603805,"vanna_per_100k_oi":-55.141991,"charm_per_100k_oi":-1658836.503998,"weekend_delta_shift_per_100k_oi":-4976495.726496,"iv_surface_range_pp":14.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-2.534113,"peak_call_distance_pct":-2.534113,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":24.2,"put_gex":-6.28,"net_gex":17.92,"call_oi":33,"put_oi":18},{"strike":5.0,"call_gex":74018.97,"put_gex":-1210.88,"net_gex":72808.08,"call_oi":6144,"put_oi":556},{"strike":7.5,"call_gex":1770.48,"put_gex":0.0,"net_gex":1770.48,"call_oi":475,"put_oi":0},{"strike":10.0,"call_gex":49.4,"put_gex":0.0,"net_gex":49.4,"call_oi":28,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":1390.0,"total_value":1390.0},{"strike":5.0,"call_value":82.5,"put_value":0.0,"total_value":82.5},{"strike":7.5,"call_value":15525.0,"put_value":0.0,"total_value":15525.0},{"strike":10.0,"call_value":32155.0,"put_value":0,"total_value":32155.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":246.8,"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":172.6,"strike":2.5},{"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":100.8,"strike":5.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":81.4,"strike":5.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":86.8,"strike":5.0},{"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":190.6,"strike":8.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":100.2,"strike":8.75}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.2938,"contract_count":2,"total_oi":6093},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":1,"total_oi":1},{"expiration":"01/15/2027","dte":105,"iv":0.081,"contract_count":2,"total_oi":77},{"expiration":"04/16/2027","dte":196,"iv":0.1593,"contract_count":1,"total_oi":1},{"expiration":"12/17/2027","dte":441,"iv":1.0,"contract_count":2,"total_oi":528}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":19.74,"expected_move_2std":39.49,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":29.83,"expected_move_2std":59.66,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":46.53,"expected_move_2std":93.07,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":67.36,"expected_move_2std":134.73,"contract_count":1},{"expiration":"12/17/2027","dte":441,"expected_move_1std":162.04,"expected_move_2std":324.08,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":6475,"put_oi":83,"total_oi":6558,"pc_ratio":0.013,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":103,"put_oi":22,"total_oi":125,"pc_ratio":0.214,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":11,"put_oi":1,"total_oi":12,"pc_ratio":0.091,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":90,"put_oi":468,"total_oi":558,"pc_ratio":5.2,"pc_ratio_volume":0.0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":2283.0,"put_delta_oi":-29.0,"dealer_delta":-2254.0,"call_oi":24,"put_oi":8},{"strike":5.0,"call_delta_oi":369199.0,"put_delta_oi":-13253.0,"dealer_delta":-355947.0,"call_oi":6144,"put_oi":556},{"strike":7.5,"call_delta_oi":9248.0,"put_delta_oi":0,"dealer_delta":-9248.0,"call_oi":475,"put_oi":0},{"strike":10.0,"call_delta_oi":223.0,"put_delta_oi":0,"dealer_delta":-223.0,"call_oi":28,"put_oi":0}],"net_dealer_delta":-367672.0,"total_call_delta":380954.0,"total_put_delta":-13281.0,"bias":"bearish"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":5.130000114440918,"strikes":[{"strike":5.0,"moneyness":0.9747,"type":"call","iv":0.8581,"delta":0.5982,"oi":6017},{"strike":7.5,"moneyness":1.462,"type":"call","iv":1.7409,"delta":0.1618,"oi":409}]},{"expiration":"12/17/2027","underlying_price":5.130000114440918,"strikes":[{"strike":5.0,"moneyness":0.9747,"type":"put","iv":1.4195,"delta":-0.2037,"oi":458}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5982,"put_delta":-0.4076,"call_gamma":0.465556,"put_gamma":0.346258,"call_theta":-0.0127,"put_theta":-0.0165,"call_vega":0.0037,"put_vega":0.0038,"call_oi":6017,"put_oi":76}],"strikes":[5.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-58.29,"put_25d_iv":115.8,"call_25d_iv":174.09,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"call_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":-10.94,"put_25d_iv":141.95,"call_25d_iv":152.89,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-102.0,"put_vanna":85.0,"net_vanna":-17.0,"call_oi":6143,"put_oi":534},{"strike":7.5,"call_vanna":13.0,"put_vanna":0,"net_vanna":13.0,"call_oi":409,"put_oi":0}],"net_vanna":-4.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-118905.0,"put_charm":1329.0,"net_charm":-117576.0,"call_oi":6017,"put_oi":76},{"strike":7.5,"call_charm":-2756.0,"put_charm":0,"net_charm":-2756.0,"call_oi":409,"put_oi":0}],"net_charm":-120332.0,"weekend_delta_shift":-360995.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":369031.0,"put_delta":-3116.0,"net_delta":365914.0,"call_oi":6475,"put_oi":83,"total_oi":6558,"total_volume":40,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":60.0,"put_delta":0,"net_delta":60.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":4637.0,"put_delta":-803.0,"net_delta":3834.0,"call_oi":94,"put_oi":22,"total_oi":116,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":427.0,"put_delta":-34.0,"net_delta":393.0,"call_oi":11,"put_oi":1,"total_oi":12,"total_volume":0,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":6799.0,"put_delta":-9328.0,"net_delta":-2529.0,"call_oi":90,"put_oi":458,"total_oi":548,"total_volume":40,"bias":"neutral"}],"straddle_pricing":[{"expiration":"01/15/2027","dte":105,"strike":5.0,"straddle_price":1.85,"straddle_pct":36.06,"implied_move":36.06,"avg_iv":86.8},{"expiration":"12/17/2027","dte":441,"strike":5.0,"straddle_price":5.75,"straddle_pct":112.09,"implied_move":112.09,"avg_iv":147.4}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":18,"total_oi":51,"bias":"neutral"},{"strike":5.0,"call_volume":80,"put_volume":0,"total_volume":80,"call_oi":6144,"put_oi":556,"total_oi":6700,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":475,"put_oi":0,"total_oi":475,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"}],"underlying_price":5.130000114440918,"peak_call_strike":5.0,"peak_put_strike":null,"total_call_volume":80,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.97],"y":[14,105],"z":[[100.81],[86.76]],"levels":[86.8,88.2,89.6,91.0,92.4,93.8,95.2,96.6,98.0,99.4,100.8],"min_iv":86.8,"max_iv":100.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":114.53},{"date":"2026-09-15","iv":160.9},{"date":"2026-09-16","iv":135.58},{"date":"2026-09-17","iv":141.29},{"date":"2026-09-18","iv":117.38},{"date":"2026-09-21","iv":136.95},{"date":"2026-09-22","iv":99.8},{"date":"2026-09-23","iv":160.1},{"date":"2026-09-24","iv":187.3},{"date":"2026-09-25","iv":172.1},{"date":"2026-09-28","iv":147.8},{"date":"2026-09-29","iv":237.6},{"date":"2026-09-30","iv":153.5},{"date":"2026-10-01","iv":166.2},{"date":"2026-10-02","iv":125.7}]}}