{"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":"AVO","summary":{"name":"AVO","price":12.81,"total_oi":9299,"call_oi":8801,"put_oi":498,"pc_ratio":0.057,"net_gex":136974.66,"avg_iv":77.0,"iv_rank":21.8,"iv_52w_high":128.2,"iv_52w_low":62.7,"gamma_flip":null,"max_pain":12.5},"features":{"symbol":"AVO","price":12.81,"total_oi":9299,"analysis_coverage":0.9444,"avg_iv_pct":77.0,"iv_rank":21.8,"iv_52w_high_pct":128.2,"iv_52w_low_pct":62.7,"front_dte":14,"front_atm_iv_pct":69.3397,"back_atm_iv_pct":36.7634,"term_premium_pp":32.5763,"expected_move_front_pct":13.58,"straddle_front_pct":10.54,"straddle_30d_pct":10.54,"risk_reversal_front_pp":-27.54,"risk_reversal_30d_pp":-27.54,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.057,"put_call_oi_front_ratio":0.27,"put_call_volume_front_ratio":0.0,"option_volume":284,"volume_oi_ratio":0.030541,"net_delta_normalized":0.232984,"dealer_delta_normalized":-0.232985,"gex_per_100k_oi":1473004.193999,"vanna_per_100k_oi":4763.953113,"charm_per_100k_oi":-239574.147758,"weekend_delta_shift_per_100k_oi":-718733.197118,"iv_surface_range_pp":63.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-2.419984,"peak_call_distance_pct":17.096019,"peak_put_distance_pct":-2.419984},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":1.09,"put_gex":0.0,"net_gex":1.09,"call_oi":2,"put_oi":0},{"strike":7.5,"call_gex":12.33,"put_gex":0.0,"net_gex":12.33,"call_oi":3,"put_oi":0},{"strike":10.0,"call_gex":1344.2,"put_gex":-497.77,"net_gex":846.43,"call_oi":140,"put_oi":51},{"strike":12.5,"call_gex":39087.79,"put_gex":-22466.22,"net_gex":16621.57,"call_oi":1165,"put_oi":401},{"strike":15.0,"call_gex":93255.86,"put_gex":-814.87,"net_gex":92440.99,"call_oi":4504,"put_oi":45},{"strike":17.5,"call_gex":11877.65,"put_gex":-5.94,"net_gex":11871.71,"call_oi":1036,"put_oi":1},{"strike":20.0,"call_gex":13027.43,"put_gex":0.0,"net_gex":13027.43,"call_oi":1641,"put_oi":0},{"strike":22.5,"call_gex":2147.59,"put_gex":0.0,"net_gex":2147.59,"call_oi":309,"put_oi":0},{"strike":25.0,"call_gex":5.52,"put_gex":0.0,"net_gex":5.52,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":3725.0,"total_value":3725.0},{"strike":7.5,"call_value":5.0,"put_value":2480.0,"total_value":2485.0},{"strike":10.0,"call_value":17.5,"put_value":1235.0,"total_value":1252.5},{"strike":12.5,"call_value":380.0,"put_value":117.5,"total_value":497.5},{"strike":15.0,"call_value":3655.0,"put_value":2.5,"total_value":3657.5},{"strike":17.5,"call_value":18190.0,"put_value":0.0,"total_value":18190.0},{"strike":20.0,"call_value":35315.0,"put_value":0.0,"total_value":35315.0},{"strike":22.5,"call_value":56542.5,"put_value":0.0,"total_value":56542.5},{"strike":25.0,"call_value":78542.5,"put_value":0,"total_value":78542.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":173.8,"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":104.5,"strike":8.33},{"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":69.3,"strike":12.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":36.8,"strike":12.5},{"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":67.9,"strike":15.83},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":124.1,"strike":19.17},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":478},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":943},{"expiration":"02/19/2027","dte":140,"iv":0.0489,"contract_count":2,"total_oi":144},{"expiration":"05/21/2027","dte":231,"iv":0.0471,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":13.58,"expected_move_2std":27.16,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":13.47,"expected_move_2std":26.93,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":23.75,"expected_move_2std":47.5,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":30.46,"expected_move_2std":60.92,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1251,"put_oi":338,"total_oi":1589,"pc_ratio":0.27,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":4508,"put_oi":74,"total_oi":4582,"pc_ratio":0.016,"pc_ratio_volume":1.2,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":3029,"put_oi":83,"total_oi":3112,"pc_ratio":0.027,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":13,"put_oi":3,"total_oi":16,"pc_ratio":0.231,"pc_ratio_volume":0.006,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":199.0,"put_delta_oi":0,"dealer_delta":-199.0,"call_oi":2,"put_oi":0},{"strike":7.5,"call_delta_oi":272.0,"put_delta_oi":0,"dealer_delta":-272.0,"call_oi":3,"put_oi":0},{"strike":10.0,"call_delta_oi":11499.0,"put_delta_oi":-820.0,"dealer_delta":-10678.0,"call_oi":140,"put_oi":51},{"strike":12.5,"call_delta_oi":71290.0,"put_delta_oi":-14441.0,"dealer_delta":-56849.0,"call_oi":1165,"put_oi":401},{"strike":15.0,"call_delta_oi":85085.0,"put_delta_oi":-3375.0,"dealer_delta":-81711.0,"call_oi":4504,"put_oi":45},{"strike":17.5,"call_delta_oi":15288.0,"put_delta_oi":-97.0,"dealer_delta":-15192.0,"call_oi":1036,"put_oi":1},{"strike":20.0,"call_delta_oi":46264.0,"put_delta_oi":0,"dealer_delta":-46264.0,"call_oi":1641,"put_oi":0},{"strike":22.5,"call_delta_oi":5450.0,"put_delta_oi":0,"dealer_delta":-5450.0,"call_oi":309,"put_oi":0},{"strike":25.0,"call_delta_oi":38.0,"put_delta_oi":0,"dealer_delta":-38.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-216653.0,"total_call_delta":235385.0,"total_put_delta":-18733.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":12.8100004196167,"strikes":[{"strike":12.5,"moneyness":0.9758,"type":"call","iv":0.4396,"delta":0.6124,"oi":125},{"strike":15.0,"moneyness":1.171,"type":"call","iv":0.3842,"delta":0.316,"oi":1223},{"strike":17.5,"moneyness":1.3661,"type":"call","iv":0.3823,"delta":0.128,"oi":595},{"strike":20.0,"moneyness":1.5613,"type":"call","iv":0.6581,"delta":0.1966,"oi":992}]},{"expiration":"10/16/2026","underlying_price":12.8100004196167,"strikes":[{"strike":12.5,"moneyness":0.9758,"type":"put","iv":0.4126,"delta":-0.3546,"oi":326},{"strike":12.5,"moneyness":0.9758,"type":"call","iv":0.9743,"delta":0.5923,"oi":152},{"strike":15.0,"moneyness":1.171,"type":"call","iv":0.6881,"delta":0.1274,"oi":1099}]},{"expiration":"11/20/2026","underlying_price":12.8100004196167,"strikes":[{"strike":12.5,"moneyness":0.9758,"type":"call","iv":0.3662,"delta":0.6152,"oi":887},{"strike":15.0,"moneyness":1.171,"type":"call","iv":0.376,"delta":0.1473,"oi":2170},{"strike":17.5,"moneyness":1.3661,"type":"call","iv":0.782,"delta":0.174,"oi":441},{"strike":20.0,"moneyness":1.5613,"type":"call","iv":2.0473,"delta":0.4124,"oi":649},{"strike":22.5,"moneyness":1.7564,"type":"call","iv":1.3167,"delta":0.1764,"oi":309}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.5923,"put_delta":-0.3546,"call_gamma":0.164819,"put_gamma":0.373052,"call_theta":-0.0359,"put_theta":-0.0137,"call_vega":0.0094,"put_vega":0.009,"call_oi":152,"put_oi":326},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1274,"put_delta":0,"call_gamma":0.125398,"put_gamma":0,"call_theta":-0.0135,"put_theta":0,"call_vega":0.005,"put_vega":0,"call_oi":1099,"put_oi":0},{"strike":12.5,"dte":49,"expiration":"11/20/2026","call_delta":0.6152,"put_delta":-0.3852,"call_gamma":0.224661,"put_gamma":0.223133,"call_theta":-0.0076,"put_theta":-0.0062,"call_vega":0.0178,"put_vega":0.0178,"call_oi":887,"put_oi":56},{"strike":15.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1473,"put_delta":0,"call_gamma":0.131847,"put_gamma":0,"call_theta":-0.0044,"put_theta":0,"call_vega":0.0107,"put_vega":0,"call_oi":2170,"put_oi":0}],"strikes":[12.5,15.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-27.54,"put_25d_iv":41.26,"call_25d_iv":68.81,"put_25d_strike":12.5,"call_25d_strike":15.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-94.79,"put_25d_iv":36.88,"call_25d_iv":131.67,"put_25d_strike":12.5,"call_25d_strike":22.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":-9.0,"put_vanna":0,"net_vanna":-9.0,"call_oi":91,"put_oi":0},{"strike":12.5,"call_vanna":-37.0,"put_vanna":8.0,"net_vanna":-29.0,"call_oi":1164,"put_oi":382},{"strike":15.0,"call_vanna":259.0,"put_vanna":0,"net_vanna":259.0,"call_oi":4492,"put_oi":0},{"strike":17.5,"call_vanna":84.0,"put_vanna":0,"net_vanna":84.0,"call_oi":1036,"put_oi":0},{"strike":20.0,"call_vanna":119.0,"put_vanna":0,"net_vanna":119.0,"call_oi":1641,"put_oi":0},{"strike":22.5,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":309,"put_oi":0}],"net_vanna":443.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":12.5,"call_charm":-11517.0,"put_charm":4234.0,"net_charm":-7282.0,"call_oi":1039,"put_oi":382},{"strike":15.0,"call_charm":-5983.0,"put_charm":0,"net_charm":-5983.0,"call_oi":3269,"put_oi":0},{"strike":17.5,"call_charm":-568.0,"put_charm":0,"net_charm":-568.0,"call_oi":441,"put_oi":0},{"strike":20.0,"call_charm":-7766.0,"put_charm":0,"net_charm":-7766.0,"call_oi":649,"put_oi":0},{"strike":22.5,"call_charm":-679.0,"put_charm":0,"net_charm":-679.0,"call_oi":309,"put_oi":0}],"net_charm":-22278.0,"weekend_delta_shift":-66835.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":23003.0,"put_delta":-12626.0,"net_delta":10377.0,"call_oi":1251,"put_oi":338,"total_oi":1589,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":130680.0,"put_delta":-2805.0,"net_delta":127875.0,"call_oi":4508,"put_oi":74,"total_oi":4582,"total_volume":11,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":81156.0,"put_delta":-3240.0,"net_delta":77916.0,"call_oi":3029,"put_oi":83,"total_oi":3112,"total_volume":6,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":546.0,"put_delta":-62.0,"net_delta":484.0,"call_oi":13,"put_oi":3,"total_oi":16,"total_volume":166,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":12.5,"straddle_price":1.35,"straddle_pct":10.54,"implied_move":10.54,"avg_iv":69.3},{"expiration":"11/20/2026","dte":49,"strike":12.5,"straddle_price":1.38,"straddle_pct":10.73,"implied_move":10.73,"avg_iv":36.8},{"expiration":"02/19/2027","dte":140,"strike":12.5,"straddle_price":2.4,"straddle_pct":18.74,"implied_move":18.74,"avg_iv":38.3}],"volume_profile":{"profile":[{"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":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":10.0,"call_volume":1,"put_volume":1,"total_volume":2,"call_oi":140,"put_oi":51,"total_oi":191,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":7,"total_volume":7,"call_oi":1165,"put_oi":401,"total_oi":1566,"bias":"bearish"},{"strike":15.0,"call_volume":175,"put_volume":0,"total_volume":175,"call_oi":4504,"put_oi":45,"total_oi":4549,"bias":"bullish"},{"strike":17.5,"call_volume":100,"put_volume":0,"total_volume":100,"call_oi":1036,"put_oi":1,"total_oi":1037,"bias":"bullish"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1641,"put_oi":0,"total_oi":1641,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":309,"put_oi":0,"total_oi":309,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":12.8100004196167,"peak_call_strike":15.0,"peak_put_strike":12.5,"total_call_volume":276,"total_put_volume":8,"volume_pc_ratio":0.029},"iv_contours":{"x":[0.78,0.98,1.17],"y":[14,49,140],"z":[[null,69.34,68.81],[99.75,36.75,37.6],[51.86,38.34,38.88]],"levels":[36.8,43.0,49.4,55.6,62.0,68.2,74.5,80.8,87.2,93.4,99.8],"min_iv":36.8,"max_iv":99.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":99.26},{"date":"2026-09-15","iv":88.16},{"date":"2026-09-16","iv":87.0},{"date":"2026-09-17","iv":88.97},{"date":"2026-09-18","iv":68.26},{"date":"2026-09-21","iv":66.36},{"date":"2026-09-22","iv":68.7},{"date":"2026-09-23","iv":87.5},{"date":"2026-09-24","iv":62.7},{"date":"2026-09-25","iv":94.9},{"date":"2026-09-28","iv":107.1},{"date":"2026-09-29","iv":72.4},{"date":"2026-09-30","iv":81.7},{"date":"2026-10-01","iv":128.2},{"date":"2026-10-02","iv":77.0}]}}