{"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":"DAVA","summary":{"name":"DAVA","price":1.92,"total_oi":2627,"call_oi":1870,"put_oi":757,"pc_ratio":0.405,"net_gex":-60.27,"avg_iv":728.7,"iv_rank":100.0,"iv_52w_high":728.7,"iv_52w_low":165.61,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"DAVA","price":1.92,"total_oi":2627,"analysis_coverage":0.6667,"avg_iv_pct":728.7,"iv_rank":100.0,"iv_52w_high_pct":728.7,"iv_52w_low_pct":165.61,"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":-20.87,"risk_reversal_30d_pp":-20.87,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.405,"put_call_oi_front_ratio":0.49,"put_call_volume_front_ratio":0.0,"option_volume":11,"volume_oi_ratio":0.004187,"net_delta_normalized":0.346783,"dealer_delta_normalized":-0.338066,"gex_per_100k_oi":-2294.251998,"vanna_per_100k_oi":1065.854587,"charm_per_100k_oi":680662.352493,"weekend_delta_shift_per_100k_oi":2042025.123715,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":30.208333,"peak_call_distance_pct":30.208333,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":398.48,"put_gex":-450.49,"net_gex":-52.0,"call_oi":555,"put_oi":381},{"strike":5.0,"call_gex":230.36,"put_gex":-257.56,"net_gex":-27.2,"call_oi":1164,"put_oi":372},{"strike":7.5,"call_gex":20.05,"put_gex":-1.12,"net_gex":18.93,"call_oi":60,"put_oi":4},{"strike":10.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":91,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":950.0,"total_value":950.0},{"strike":5.0,"call_value":1387.5,"put_value":10.0,"total_value":1397.5},{"strike":7.5,"call_value":5685.0,"put_value":0.0,"total_value":5685.0},{"strike":10.0,"call_value":10132.5,"put_value":0,"total_value":10132.5}],"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":null,"strike":null},{"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":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":272.7,"strike":5.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":153.5,"strike":3.33},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":137.9,"strike":6.25}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":997,"put_oi":489,"total_oi":1486,"pc_ratio":0.49,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":21,"put_oi":115,"total_oi":136,"pc_ratio":5.476,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":505,"put_oi":68,"total_oi":573,"pc_ratio":0.135,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":347,"put_oi":85,"total_oi":432,"pc_ratio":0.245,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":39010.0,"put_delta_oi":-18819.0,"dealer_delta":-20191.0,"call_oi":555,"put_oi":315},{"strike":5.0,"call_delta_oi":84869.0,"put_delta_oi":-25474.0,"dealer_delta":-59395.0,"call_oi":1164,"put_oi":372},{"strike":7.5,"call_delta_oi":501.0,"put_delta_oi":-377.0,"dealer_delta":-124.0,"call_oi":60,"put_oi":4},{"strike":10.0,"call_delta_oi":9100.0,"put_delta_oi":0,"dealer_delta":-9100.0,"call_oi":91,"put_oi":0}],"net_dealer_delta":-88810.0,"total_call_delta":133480.0,"total_put_delta":-44670.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":1.9199999570846558,"strikes":[{"strike":5.0,"moneyness":2.6042,"type":"call","iv":1.1557,"delta":0.1106,"oi":215}]},{"expiration":"04/16/2027","underlying_price":1.9199999570846558,"strikes":[{"strike":2.5,"moneyness":1.3021,"type":"call","iv":0.8349,"delta":0.464,"oi":195},{"strike":5.0,"moneyness":2.6042,"type":"call","iv":0.9947,"delta":0.1784,"oi":151}]},{"expiration":"10/16/2026","underlying_price":1.9199999570846558,"strikes":[{"strike":2.5,"moneyness":1.3021,"type":"put","iv":1.8475,"delta":-0.7185,"oi":124}]},{"expiration":"11/20/2026","underlying_price":1.9199999570846558,"strikes":[{"strike":2.5,"moneyness":1.3021,"type":"put","iv":1.7513,"delta":-0.5356,"oi":114}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-20.87,"put_25d_iv":184.75,"call_25d_iv":205.62,"put_25d_strike":2.5,"call_25d_strike":2.5,"skew":"call_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":-2.37,"put_25d_iv":97.1,"call_25d_iv":99.47,"put_25d_strike":2.5,"call_25d_strike":5.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":6.0,"put_vanna":-4.0,"net_vanna":1.0,"call_oi":534,"put_oi":315},{"strike":5.0,"call_vanna":35.0,"put_vanna":-9.0,"net_vanna":27.0,"call_oi":1164,"put_oi":362},{"strike":10.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":91,"put_oi":0}],"net_vanna":28.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-571.0,"put_charm":2182.0,"net_charm":1611.0,"call_oi":68,"put_oi":238},{"strike":5.0,"call_charm":-145.0,"put_charm":16433.0,"net_charm":16287.0,"call_oi":798,"put_oi":362},{"strike":10.0,"call_charm":-17.0,"put_charm":0,"net_charm":-17.0,"call_oi":91,"put_oi":0}],"net_charm":17881.0,"weekend_delta_shift":53644.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":91261.0,"put_delta":-33852.0,"net_delta":57409.0,"call_oi":997,"put_oi":489,"total_oi":1486,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":721.0,"put_delta":-6195.0,"net_delta":-5473.0,"call_oi":21,"put_oi":115,"total_oi":136,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":29656.0,"put_delta":-173.0,"net_delta":29483.0,"call_oi":505,"put_oi":2,"total_oi":507,"total_volume":9,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":11842.0,"put_delta":-4450.0,"net_delta":7392.0,"call_oi":347,"put_oi":85,"total_oi":432,"total_volume":2,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":555,"put_oi":381,"total_oi":936,"bias":"bullish"},{"strike":5.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1164,"put_oi":372,"total_oi":1536,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":60,"put_oi":4,"total_oi":64,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":91,"put_oi":0,"total_oi":91,"bias":"neutral"}],"underlying_price":1.9199999570846558,"peak_call_strike":2.5,"peak_put_strike":null,"total_call_volume":11,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":180.27},{"date":"2026-09-15","iv":191.53},{"date":"2026-09-16","iv":192.98},{"date":"2026-09-17","iv":232.58},{"date":"2026-09-18","iv":165.61},{"date":"2026-09-21","iv":182.4},{"date":"2026-09-22","iv":182.3},{"date":"2026-09-23","iv":242.0},{"date":"2026-09-24","iv":495.4},{"date":"2026-09-25","iv":682.1},{"date":"2026-09-28","iv":411.7},{"date":"2026-09-29","iv":470.8},{"date":"2026-09-30","iv":368.3},{"date":"2026-10-01","iv":248.2},{"date":"2026-10-02","iv":728.7}]}}