{"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":"DTIL","summary":{"name":"DTIL","price":6.31,"total_oi":1262,"call_oi":1213,"put_oi":49,"pc_ratio":0.04,"net_gex":4199.5,"avg_iv":225.6,"iv_rank":80.9,"iv_52w_high":234.9,"iv_52w_low":186.15,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"DTIL","price":6.31,"total_oi":1262,"analysis_coverage":0.7222,"avg_iv_pct":225.6,"iv_rank":80.9,"iv_52w_high_pct":234.9,"iv_52w_low_pct":186.15,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.04,"put_call_oi_front_ratio":0.007,"put_call_volume_front_ratio":0.0,"option_volume":7,"volume_oi_ratio":0.005547,"net_delta_normalized":0.498574,"dealer_delta_normalized":-0.498582,"gex_per_100k_oi":332765.451664,"vanna_per_100k_oi":-1030.110935,"charm_per_100k_oi":-359667.194929,"weekend_delta_shift_per_100k_oi":-1079080.824089,"iv_surface_range_pp":81.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-60.380349,"peak_call_distance_pct":98.098257,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":47.82,"put_gex":0.0,"net_gex":47.82,"call_oi":52,"put_oi":0},{"strike":5.0,"call_gex":290.56,"put_gex":-12.06,"net_gex":278.5,"call_oi":122,"put_oi":11},{"strike":7.5,"call_gex":3121.58,"put_gex":-88.16,"net_gex":3033.42,"call_oi":674,"put_oi":25},{"strike":10.0,"call_gex":494.26,"put_gex":-39.25,"net_gex":455.01,"call_oi":135,"put_oi":10},{"strike":12.5,"call_gex":306.3,"put_gex":-5.42,"net_gex":300.88,"call_oi":189,"put_oi":2},{"strike":15.0,"call_gex":77.16,"put_gex":-2.05,"net_gex":75.11,"call_oi":35,"put_oi":1},{"strike":17.5,"call_gex":8.76,"put_gex":0.0,"net_gex":8.76,"call_oi":6,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":260.0,"total_value":260.0},{"strike":5.0,"call_value":130.0,"put_value":137.5,"total_value":267.5},{"strike":7.5,"call_value":565.0,"put_value":42.5,"total_value":607.5},{"strike":10.0,"call_value":2685.0,"put_value":10.0,"total_value":2695.0},{"strike":12.5,"call_value":5142.5,"put_value":2.5,"total_value":5145.0},{"strike":15.0,"call_value":8072.5,"put_value":0.0,"total_value":8072.5},{"strike":17.5,"call_value":11090.0,"put_value":0,"total_value":11090.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":414.3,"strike":5.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":314.2,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":220.4,"strike":4.5},{"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":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":274.3,"strike":7.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":286.0,"strike":11.07},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":197.3,"strike":11.07}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":145,"put_oi":1,"total_oi":146,"pc_ratio":0.007,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":17,"put_oi":19,"total_oi":36,"pc_ratio":1.118,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":13,"put_oi":10,"total_oi":23,"pc_ratio":0.769,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":1007,"put_oi":18,"total_oi":1025,"pc_ratio":0.018,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":23,"put_oi":1,"total_oi":24,"pc_ratio":0.043,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":8,"put_oi":0,"total_oi":8,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":4877.0,"put_delta_oi":0,"dealer_delta":-4877.0,"call_oi":52,"put_oi":0},{"strike":5.0,"call_delta_oi":9292.0,"put_delta_oi":-198.0,"dealer_delta":-9094.0,"call_oi":122,"put_oi":11},{"strike":7.5,"call_delta_oi":33101.0,"put_delta_oi":-1129.0,"dealer_delta":-31972.0,"call_oi":674,"put_oi":25},{"strike":10.0,"call_delta_oi":4719.0,"put_delta_oi":-852.0,"dealer_delta":-3867.0,"call_oi":135,"put_oi":10},{"strike":12.5,"call_delta_oi":11626.0,"put_delta_oi":-175.0,"dealer_delta":-11452.0,"call_oi":189,"put_oi":2},{"strike":15.0,"call_delta_oi":1393.0,"put_delta_oi":-89.0,"dealer_delta":-1303.0,"call_oi":35,"put_oi":1},{"strike":17.5,"call_delta_oi":356.0,"put_delta_oi":0,"dealer_delta":-356.0,"call_oi":6,"put_oi":0}],"net_dealer_delta":-62921.0,"total_call_delta":65363.0,"total_put_delta":-2443.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":6.309999942779541,"strikes":[{"strike":7.5,"moneyness":1.1886,"type":"call","iv":1.1623,"delta":0.5204,"oi":519},{"strike":10.0,"moneyness":1.5848,"type":"call","iv":1.158,"delta":0.3386,"oi":130},{"strike":12.5,"moneyness":1.981,"type":"call","iv":2.7883,"delta":0.6153,"oi":184}]},{"expiration":"10/16/2026","underlying_price":6.309999942779541,"strikes":[{"strike":7.5,"moneyness":1.1886,"type":"call","iv":1.8432,"delta":0.3751,"oi":144}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0.3751,"put_delta":0,"call_gamma":0.172772,"put_gamma":0,"call_theta":-0.0322,"put_theta":0,"call_vega":0.0045,"put_vega":0,"call_oi":144,"put_oi":0}],"strikes":[7.5],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-3.0,"put_vanna":0,"net_vanna":-3.0,"call_oi":51,"put_oi":0},{"strike":5.0,"call_vanna":-8.0,"put_vanna":0,"net_vanna":-8.0,"call_oi":93,"put_oi":0},{"strike":7.5,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":663,"put_oi":0},{"strike":10.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":130,"put_oi":0},{"strike":12.5,"call_vanna":-9.0,"put_vanna":0,"net_vanna":-9.0,"call_oi":184,"put_oi":0}],"net_vanna":-13.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":-4539.0,"put_charm":0,"net_charm":-4539.0,"call_oi":144,"put_oi":0}],"net_charm":-4539.0,"weekend_delta_shift":-13618.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":5477.0,"put_delta":-46.0,"net_delta":5431.0,"call_oi":145,"put_oi":1,"total_oi":146,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1103.0,"put_delta":-893.0,"net_delta":210.0,"call_oi":17,"put_oi":19,"total_oi":36,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":890.0,"put_delta":-404.0,"net_delta":486.0,"call_oi":13,"put_oi":10,"total_oi":23,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":55668.0,"put_delta":-1056.0,"net_delta":54612.0,"call_oi":1007,"put_oi":18,"total_oi":1025,"total_volume":2,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":1715.0,"put_delta":-44.0,"net_delta":1671.0,"call_oi":23,"put_oi":1,"total_oi":24,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":510.0,"put_delta":0,"net_delta":510.0,"call_oi":8,"put_oi":0,"total_oi":8,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":0,"total_oi":52,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":122,"put_oi":11,"total_oi":133,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":674,"put_oi":25,"total_oi":699,"bias":"neutral"},{"strike":10.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":135,"put_oi":10,"total_oi":145,"bias":"bullish"},{"strike":12.5,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":189,"put_oi":2,"total_oi":191,"bias":"bullish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":1,"total_oi":36,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"}],"underlying_price":6.309999942779541,"peak_call_strike":12.5,"peak_put_strike":null,"total_call_volume":7,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.79,1.19],"y":[14,49,105,140],"z":[[null,184.32],[null,197.53],[148.91,116.23],[161.56,null]],"levels":[116.2,124.4,132.5,140.6,148.8,156.9,165.0,173.1,181.3,189.4,197.5],"min_iv":116.2,"max_iv":197.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":209.31},{"date":"2026-09-15","iv":202.11},{"date":"2026-09-16","iv":206.46},{"date":"2026-09-17","iv":186.15},{"date":"2026-09-18","iv":201.61},{"date":"2026-09-21","iv":202.32},{"date":"2026-09-22","iv":192.0},{"date":"2026-09-23","iv":224.2},{"date":"2026-09-24","iv":223.3},{"date":"2026-09-25","iv":205.3},{"date":"2026-09-28","iv":232.8},{"date":"2026-09-29","iv":234.9},{"date":"2026-09-30","iv":216.0},{"date":"2026-10-01","iv":214.8},{"date":"2026-10-02","iv":225.6}]}}