{"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":"DRN","summary":{"name":"DRN","price":8.21,"total_oi":3538,"call_oi":1975,"put_oi":1563,"pc_ratio":0.791,"net_gex":8276.38,"avg_iv":96.8,"iv_rank":37.4,"iv_52w_high":153.0,"iv_52w_low":63.27,"gamma_flip":8.07,"max_pain":9.0},"features":{"symbol":"DRN","price":8.21,"total_oi":3538,"analysis_coverage":0.9444,"avg_iv_pct":96.8,"iv_rank":37.4,"iv_52w_high_pct":153.0,"iv_52w_low_pct":63.27,"front_dte":14,"front_atm_iv_pct":53.409,"back_atm_iv_pct":52.8116,"term_premium_pp":0.5974,"expected_move_front_pct":10.46,"straddle_front_pct":15.23,"straddle_30d_pct":15.23,"risk_reversal_front_pp":-46.6,"risk_reversal_30d_pp":-46.6,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.791,"put_call_oi_front_ratio":0.089,"put_call_volume_front_ratio":0.0,"option_volume":34,"volume_oi_ratio":0.00961,"net_delta_normalized":-0.093036,"dealer_delta_normalized":0.093033,"gex_per_100k_oi":233928.208027,"vanna_per_100k_oi":-197.851894,"charm_per_100k_oi":-127897.117015,"weekend_delta_shift_per_100k_oi":-383691.351046,"iv_surface_range_pp":72.9,"gamma_flip_distance_pct":-1.705238,"max_pain_distance_pct":9.622412,"peak_call_distance_pct":-2.557856,"peak_put_distance_pct":-2.557856},"analyses":{"gamma_walls":[{"strike":4.0,"call_gex":1.75,"put_gex":0.0,"net_gex":1.75,"call_oi":1,"put_oi":0},{"strike":5.0,"call_gex":0.0,"put_gex":-4.83,"net_gex":-4.83,"call_oi":0,"put_oi":3},{"strike":6.0,"call_gex":20.32,"put_gex":-278.13,"net_gex":-257.81,"call_oi":4,"put_oi":58},{"strike":7.0,"call_gex":330.23,"put_gex":-488.43,"net_gex":-158.2,"call_oi":31,"put_oi":50},{"strike":8.0,"call_gex":862.85,"put_gex":-1217.66,"net_gex":-354.8,"call_oi":57,"put_oi":77},{"strike":9.0,"call_gex":20383.59,"put_gex":-9954.51,"net_gex":10429.09,"call_oi":1313,"put_oi":623},{"strike":10.0,"call_gex":3628.08,"put_gex":-4803.62,"net_gex":-1175.54,"call_oi":336,"put_oi":520},{"strike":11.0,"call_gex":790.08,"put_gex":-1439.39,"net_gex":-649.31,"call_oi":104,"put_oi":208},{"strike":12.0,"call_gex":252.82,"put_gex":-118.62,"net_gex":134.2,"call_oi":40,"put_oi":19},{"strike":13.0,"call_gex":161.84,"put_gex":-4.24,"net_gex":157.59,"call_oi":45,"put_oi":1},{"strike":14.0,"call_gex":60.35,"put_gex":-18.03,"net_gex":42.32,"call_oi":15,"put_oi":4},{"strike":15.0,"call_gex":85.3,"put_gex":0.0,"net_gex":85.3,"call_oi":20,"put_oi":0},{"strike":16.0,"call_gex":11.78,"put_gex":0.0,"net_gex":11.78,"call_oi":3,"put_oi":0},{"strike":19.0,"call_gex":11.93,"put_gex":0.0,"net_gex":11.93,"call_oi":5,"put_oi":0},{"strike":21.0,"call_gex":2.92,"put_gex":0.0,"net_gex":2.92,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":4.0,"call_value":0,"put_value":8469.0,"total_value":8469.0},{"strike":5.0,"call_value":1.0,"put_value":6906.0,"total_value":6907.0},{"strike":6.0,"call_value":2.0,"put_value":5346.0,"total_value":5348.0},{"strike":7.0,"call_value":7.0,"put_value":3844.0,"total_value":3851.0},{"strike":8.0,"call_value":43.0,"put_value":2392.0,"total_value":2435.0},{"strike":9.0,"call_value":136.0,"put_value":1017.0,"total_value":1153.0},{"strike":10.0,"call_value":1542.0,"put_value":265.0,"total_value":1807.0},{"strike":11.0,"call_value":3284.0,"put_value":33.0,"total_value":3317.0},{"strike":12.0,"call_value":5130.0,"put_value":9.0,"total_value":5139.0},{"strike":13.0,"call_value":7016.0,"put_value":4.0,"total_value":7020.0},{"strike":14.0,"call_value":8947.0,"put_value":0.0,"total_value":8947.0},{"strike":15.0,"call_value":10893.0,"put_value":0.0,"total_value":10893.0},{"strike":16.0,"call_value":12859.0,"put_value":0.0,"total_value":12859.0},{"strike":19.0,"call_value":18766.0,"put_value":0.0,"total_value":18766.0},{"strike":21.0,"call_value":22714.0,"put_value":0,"total_value":22714.0}],"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":154.6,"strike":6.2},{"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":53.4,"strike":8.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":52.8,"strike":8.0},{"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":43.0,"strike":9.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":53.3,"strike":9.0},{"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":92.2,"strike":10.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":120.2,"strike":13.17},{"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":0.0,"contract_count":4,"total_oi":116},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":1803},{"expiration":"02/19/2027","dte":140,"iv":0.2248,"contract_count":3,"total_oi":127},{"expiration":"05/21/2027","dte":231,"iv":0.2543,"contract_count":2,"total_oi":24}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.46,"expected_move_2std":20.91,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":19.35,"expected_move_2std":38.71,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":29.53,"expected_move_2std":59.06,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":359,"put_oi":32,"total_oi":391,"pc_ratio":0.089,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1520,"put_oi":887,"total_oi":2407,"pc_ratio":0.584,"pc_ratio_volume":0.04,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":85,"put_oi":614,"total_oi":699,"pc_ratio":7.224,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":11,"put_oi":30,"total_oi":41,"pc_ratio":2.727,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":4.0,"call_delta_oi":92.0,"put_delta_oi":0,"dealer_delta":-92.0,"call_oi":1,"put_oi":0},{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-37.0,"dealer_delta":37.0,"call_oi":0,"put_oi":3},{"strike":6.0,"call_delta_oi":363.0,"put_delta_oi":-966.0,"dealer_delta":603.0,"call_oi":4,"put_oi":58},{"strike":7.0,"call_delta_oi":2546.0,"put_delta_oi":-1007.0,"dealer_delta":-1540.0,"call_oi":31,"put_oi":50},{"strike":8.0,"call_delta_oi":3469.0,"put_delta_oi":-2999.0,"dealer_delta":-470.0,"call_oi":57,"put_oi":77},{"strike":9.0,"call_delta_oi":47956.0,"put_delta_oi":-39854.0,"dealer_delta":-8102.0,"call_oi":1313,"put_oi":623},{"strike":10.0,"call_delta_oi":7881.0,"put_delta_oi":-34918.0,"dealer_delta":27037.0,"call_oi":336,"put_oi":520},{"strike":11.0,"call_delta_oi":2712.0,"put_delta_oi":-18671.0,"dealer_delta":15959.0,"call_oi":104,"put_oi":208},{"strike":12.0,"call_delta_oi":940.0,"put_delta_oi":-1509.0,"dealer_delta":570.0,"call_oi":40,"put_oi":19},{"strike":13.0,"call_delta_oi":264.0,"put_delta_oi":-92.0,"dealer_delta":-172.0,"call_oi":45,"put_oi":1},{"strike":14.0,"call_delta_oi":503.0,"put_delta_oi":-316.0,"dealer_delta":-187.0,"call_oi":15,"put_oi":4},{"strike":15.0,"call_delta_oi":390.0,"put_delta_oi":0,"dealer_delta":-390.0,"call_oi":20,"put_oi":0},{"strike":16.0,"call_delta_oi":56.0,"put_delta_oi":0,"dealer_delta":-56.0,"call_oi":3,"put_oi":0},{"strike":19.0,"call_delta_oi":265.0,"put_delta_oi":0,"dealer_delta":-265.0,"call_oi":5,"put_oi":0},{"strike":21.0,"call_delta_oi":16.0,"put_delta_oi":0,"dealer_delta":-16.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":32915.0,"total_call_delta":67454.0,"total_put_delta":-100369.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":8.210000038146973,"strikes":[{"strike":10.0,"moneyness":1.218,"type":"put","iv":0.538,"delta":-0.6478,"oi":472}]},{"expiration":"10/16/2026","underlying_price":8.210000038146973,"strikes":[{"strike":10.0,"moneyness":1.218,"type":"call","iv":1.1589,"delta":0.2161,"oi":266}]},{"expiration":"11/20/2026","underlying_price":8.210000038146973,"strikes":[{"strike":9.0,"moneyness":1.0962,"type":"call","iv":0.5729,"delta":0.3777,"oi":1219},{"strike":9.0,"moneyness":1.0962,"type":"put","iv":0.4924,"delta":-0.6532,"oi":516},{"strike":11.0,"moneyness":1.3398,"type":"put","iv":0.5659,"delta":-0.9025,"oi":202}]}],"greeks_heatmap":{"data":[{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1837,"put_delta":0,"call_gamma":0.339958,"put_gamma":0,"call_theta":-0.0082,"put_theta":0,"call_vega":0.0041,"put_vega":0,"call_oi":88,"put_oi":0},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2161,"put_delta":0,"call_gamma":0.163197,"put_gamma":0,"call_theta":-0.0204,"put_theta":0,"call_vega":0.0045,"put_vega":0,"call_oi":266,"put_oi":0},{"strike":9.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3777,"put_delta":-0.6532,"call_gamma":0.222825,"put_gamma":0.251805,"call_theta":-0.0071,"put_theta":-0.0049,"call_vega":0.0113,"put_vega":0.011,"call_oi":1219,"put_oi":516}],"strikes":[9.0,10.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":-46.6,"put_25d_iv":49.24,"call_25d_iv":95.84,"put_25d_strike":9.0,"call_25d_strike":11.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":9.0,"call_vanna":44.0,"put_vanna":-22.0,"net_vanna":22.0,"call_oi":1307,"put_oi":589},{"strike":10.0,"call_vanna":8.0,"put_vanna":-32.0,"net_vanna":-24.0,"call_oi":266,"put_oi":472},{"strike":11.0,"call_vanna":5.0,"put_vanna":-10.0,"net_vanna":-5.0,"call_oi":93,"put_oi":202}],"net_vanna":-7.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":9.0,"call_charm":-2768.0,"put_charm":1228.0,"net_charm":-1540.0,"call_oi":1307,"put_oi":516},{"strike":10.0,"call_charm":-3060.0,"put_charm":0,"net_charm":-3060.0,"call_oi":266,"put_oi":0},{"strike":11.0,"call_charm":-174.0,"put_charm":249.0,"net_charm":75.0,"call_oi":93,"put_oi":202}],"net_charm":-4525.0,"weekend_delta_shift":-13575.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":7671.0,"put_delta":-2509.0,"net_delta":5162.0,"call_oi":359,"put_oi":32,"total_oi":391,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":56015.0,"put_delta":-58843.0,"net_delta":-2828.0,"call_oi":1520,"put_oi":887,"total_oi":2407,"total_volume":26,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":3288.0,"put_delta":-37726.0,"net_delta":-34438.0,"call_oi":85,"put_oi":614,"total_oi":699,"total_volume":1,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":479.0,"put_delta":-1292.0,"net_delta":-812.0,"call_oi":11,"put_oi":30,"total_oi":41,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":8.0,"straddle_price":1.25,"straddle_pct":15.23,"implied_move":15.23,"avg_iv":52.8},{"expiration":"02/19/2027","dte":140,"strike":8.0,"straddle_price":1.9,"straddle_pct":23.14,"implied_move":23.14,"avg_iv":47.7}],"volume_profile":{"profile":[{"strike":4.0,"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":3,"total_oi":3,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":58,"total_oi":62,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":50,"total_oi":81,"bias":"neutral"},{"strike":8.0,"call_volume":25,"put_volume":7,"total_volume":32,"call_oi":57,"put_oi":77,"total_oi":134,"bias":"bullish"},{"strike":9.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":1313,"put_oi":623,"total_oi":1936,"bias":"bearish"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":336,"put_oi":520,"total_oi":856,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":104,"put_oi":208,"total_oi":312,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":19,"total_oi":59,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":1,"total_oi":46,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":4,"total_oi":19,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":8.210000038146973,"peak_call_strike":8.0,"peak_put_strike":8.0,"total_call_volume":25,"total_put_volume":9,"volume_pc_ratio":0.36},"iv_contours":{"x":[0.73,0.85,0.97,1.1,1.22],"y":[14,49,140],"z":[[null,null,null,42.98,115.89],[115.93,57.02,52.82,53.27,58.79],[null,null,47.68,52.48,49.83]],"levels":[43.0,50.3,57.6,64.9,72.2,79.5,86.8,94.0,101.3,108.6,115.9],"min_iv":43.0,"max_iv":115.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":94.94},{"date":"2026-09-15","iv":104.19},{"date":"2026-09-16","iv":105.54},{"date":"2026-09-17","iv":87.25},{"date":"2026-09-18","iv":78.06},{"date":"2026-09-21","iv":63.27},{"date":"2026-09-22","iv":80.0},{"date":"2026-09-23","iv":80.3},{"date":"2026-09-24","iv":117.3},{"date":"2026-09-25","iv":94.2},{"date":"2026-09-28","iv":84.6},{"date":"2026-09-29","iv":153.0},{"date":"2026-09-30","iv":88.8},{"date":"2026-10-01","iv":102.1},{"date":"2026-10-02","iv":96.8}]}}