{"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":"FDUS","summary":{"name":"FDUS","price":19.26,"total_oi":3526,"call_oi":3241,"put_oi":285,"pc_ratio":0.088,"net_gex":174037.98,"avg_iv":42.9,"iv_rank":9.9,"iv_52w_high":121.28,"iv_52w_low":34.3,"gamma_flip":17.65,"max_pain":19.809999465942383},"features":{"symbol":"FDUS","price":19.26,"total_oi":3526,"analysis_coverage":0.9444,"avg_iv_pct":42.9,"iv_rank":9.9,"iv_52w_high_pct":121.28,"iv_52w_low_pct":34.3,"front_dte":14,"front_atm_iv_pct":45.4436,"back_atm_iv_pct":21.6705,"term_premium_pp":23.7731,"expected_move_front_pct":8.9,"straddle_front_pct":6.23,"straddle_30d_pct":6.23,"risk_reversal_front_pp":5.23,"risk_reversal_30d_pp":5.23,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.088,"put_call_oi_front_ratio":0.006,"put_call_volume_front_ratio":0.0,"option_volume":17,"volume_oi_ratio":0.004821,"net_delta_normalized":0.200862,"dealer_delta_normalized":-0.200865,"gex_per_100k_oi":4935847.419172,"vanna_per_100k_oi":6494.611458,"charm_per_100k_oi":-101389.676687,"weekend_delta_shift_per_100k_oi":-304169.030062,"iv_surface_range_pp":46.7,"gamma_flip_distance_pct":-8.359294,"max_pain_distance_pct":2.855657,"peak_call_distance_pct":16.82243,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":12.3100004196167,"call_gex":0.0,"put_gex":-62.42,"net_gex":-62.42,"call_oi":0,"put_oi":8},{"strike":14.8100004196167,"call_gex":0.0,"put_gex":-697.7,"net_gex":-697.7,"call_oi":0,"put_oi":47},{"strike":15.0,"call_gex":0.0,"put_gex":-70.07,"net_gex":-70.07,"call_oi":0,"put_oi":5},{"strike":17.309999465942383,"call_gex":0.0,"put_gex":-3122.64,"net_gex":-3122.64,"call_oi":0,"put_oi":91},{"strike":17.5,"call_gex":905.4,"put_gex":-579.1,"net_gex":326.3,"call_oi":25,"put_oi":22},{"strike":19.809999465942383,"call_gex":60107.53,"put_gex":-5081.36,"net_gex":55026.17,"call_oi":538,"put_oi":56},{"strike":20.0,"call_gex":46939.98,"put_gex":0.0,"net_gex":46939.98,"call_oi":537,"put_oi":0},{"strike":22.309999465942383,"call_gex":52696.41,"put_gex":-1404.33,"net_gex":51292.08,"call_oi":1462,"put_oi":41},{"strike":22.5,"call_gex":24576.97,"put_gex":0.0,"net_gex":24576.97,"call_oi":678,"put_oi":0},{"strike":25.0,"call_gex":20.86,"put_gex":0.0,"net_gex":20.86,"call_oi":1,"put_oi":0},{"strike":29.809999465942383,"call_gex":0.0,"put_gex":-11.52,"net_gex":-11.52,"call_oi":0,"put_oi":1},{"strike":30.0,"call_gex":0.0,"put_gex":-180.03,"net_gex":-180.03,"call_oi":0,"put_oi":14}],"pain_by_strike":[{"strike":12.3100004196167,"call_value":0,"put_value":1795.29,"total_value":1795.29},{"strike":14.8100004196167,"call_value":0.0,"put_value":1102.79,"total_value":1102.79},{"strike":15.0,"call_value":0.0,"put_value":1059.09,"total_value":1059.09},{"strike":17.309999465942383,"call_value":0.0,"put_value":539.34,"total_value":539.34},{"strike":17.5,"call_value":0.0,"put_value":513.88,"total_value":513.88},{"strike":19.809999465942383,"call_value":57.75,"put_value":255.16,"total_value":312.91},{"strike":20.0,"call_value":164.72,"put_value":244.52,"total_value":409.24},{"strike":22.309999465942383,"call_value":2705.72,"put_value":115.16,"total_value":2820.88},{"strike":22.5,"call_value":3192.5,"put_value":112.31,"total_value":3304.81},{"strike":25.0,"call_value":11292.5,"put_value":74.81,"total_value":11367.31},{"strike":29.809999465942383,"call_value":26881.71,"put_value":2.66,"total_value":26884.37},{"strike":30.0,"call_value":27497.5,"put_value":0,"total_value":27497.5}],"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":73.2,"strike":13.56},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":94.4,"strike":17.5},{"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":36.1,"strike":17.31},{"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":45.5,"strike":20.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":21.7,"strike":20.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":16.4,"strike":19.81},{"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":null,"strike":null},{"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":45.4,"strike":24.81}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":156},{"expiration":"11/20/2026","dte":49,"iv":0.0986,"contract_count":1,"total_oi":62},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":2,"total_oi":594},{"expiration":"03/19/2027","dte":168,"iv":0.1372,"contract_count":3,"total_oi":366}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.9,"expected_move_2std":17.8,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":7.94,"expected_move_2std":15.89,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":7.53,"expected_move_2std":15.07,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":8.57,"expected_move_2std":17.14,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":155,"put_oi":1,"total_oi":156,"pc_ratio":0.006,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":62,"put_oi":0,"total_oi":62,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":2000,"put_oi":244,"total_oi":2244,"pc_ratio":0.122,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1024,"put_oi":40,"total_oi":1064,"pc_ratio":0.039,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":12.3100004196167,"call_delta_oi":0,"put_delta_oi":-71.0,"dealer_delta":71.0,"call_oi":0,"put_oi":8},{"strike":14.8100004196167,"call_delta_oi":0,"put_delta_oi":-599.0,"dealer_delta":599.0,"call_oi":0,"put_oi":47},{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-87.0,"dealer_delta":87.0,"call_oi":0,"put_oi":5},{"strike":17.309999465942383,"call_delta_oi":0,"put_delta_oi":-1969.0,"dealer_delta":1969.0,"call_oi":0,"put_oi":91},{"strike":17.5,"call_delta_oi":2012.0,"put_delta_oi":-612.0,"dealer_delta":-1401.0,"call_oi":25,"put_oi":22},{"strike":19.809999465942383,"call_delta_oi":21447.0,"put_delta_oi":-3223.0,"dealer_delta":-18223.0,"call_oi":538,"put_oi":56},{"strike":20.0,"call_delta_oi":21497.0,"put_delta_oi":0,"dealer_delta":-21497.0,"call_oi":537,"put_oi":0},{"strike":22.309999465942383,"call_delta_oi":26463.0,"put_delta_oi":-3105.0,"dealer_delta":-23358.0,"call_oi":1462,"put_oi":41},{"strike":22.5,"call_delta_oi":10152.0,"put_delta_oi":0,"dealer_delta":-10152.0,"call_oi":678,"put_oi":0},{"strike":25.0,"call_delta_oi":25.0,"put_delta_oi":0,"dealer_delta":-25.0,"call_oi":1,"put_oi":0},{"strike":29.809999465942383,"call_delta_oi":0,"put_delta_oi":-89.0,"dealer_delta":89.0,"call_oi":0,"put_oi":1},{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-1015.0,"dealer_delta":1015.0,"call_oi":0,"put_oi":14}],"net_dealer_delta":-70825.0,"total_call_delta":81596.0,"total_put_delta":-10770.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":19.260000228881836,"strikes":[{"strike":20.0,"moneyness":1.0384,"type":"call","iv":0.1263,"delta":0.4321,"oi":320},{"strike":22.5,"moneyness":1.1682,"type":"call","iv":0.1829,"delta":0.1497,"oi":678}]},{"expiration":"10/16/2026","underlying_price":19.260000228881836,"strikes":[{"strike":20.0,"moneyness":1.0384,"type":"call","iv":0.4546,"delta":0.3524,"oi":155}]},{"expiration":"12/18/2026","underlying_price":19.260000228881836,"strikes":[{"strike":19.809999465942383,"moneyness":1.0286,"type":"call","iv":0.1458,"delta":0.3986,"oi":538},{"strike":22.309999465942383,"moneyness":1.1584,"type":"call","iv":0.3084,"delta":0.181,"oi":1462}]}],"greeks_heatmap":{"data":[{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3524,"put_delta":0,"call_gamma":0.224729,"put_gamma":0,"call_theta":-0.0243,"put_theta":0,"call_vega":0.0135,"put_vega":0,"call_oi":155,"put_oi":0},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.356,"put_delta":0,"call_gamma":0.246107,"put_gamma":0,"call_theta":-0.0066,"put_theta":0,"call_vega":0.026,"put_vega":0,"call_oi":62,"put_oi":0},{"strike":17.309999465942383,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.2163,"call_gamma":0,"put_gamma":0.092506,"call_theta":0,"put_theta":-0.0056,"call_vega":0,"put_vega":0.0258,"call_oi":0,"put_oi":91},{"strike":19.809999465942383,"dte":77,"expiration":"12/18/2026","call_delta":0.3986,"put_delta":-0.5756,"call_gamma":0.301185,"put_gamma":0.244613,"call_theta":-0.0041,"put_theta":-0.0027,"call_vega":0.0339,"put_vega":0.0344,"call_oi":538,"put_oi":56},{"strike":22.309999465942383,"dte":77,"expiration":"12/18/2026","call_delta":0.181,"put_delta":0,"call_gamma":0.097168,"put_gamma":0,"call_theta":-0.0051,"put_theta":0,"call_vega":0.0231,"put_vega":0,"call_oi":1462,"put_oi":0}],"strikes":[17.309999465942383,19.809999465942383,20.0,22.309999465942383],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":5.23,"put_25d_iv":36.07,"call_25d_iv":30.84,"put_25d_strike":17.309999465942383,"call_25d_strike":22.309999465942383,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":17.309999465942383,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":91},{"strike":19.809999465942383,"call_vanna":19.0,"put_vanna":-2.0,"net_vanna":18.0,"call_oi":538,"put_oi":56},{"strike":20.0,"call_vanna":17.0,"put_vanna":0,"net_vanna":17.0,"call_oi":537,"put_oi":0},{"strike":22.309999465942383,"call_vanna":112.0,"put_vanna":0,"net_vanna":112.0,"call_oi":1462,"put_oi":0},{"strike":22.5,"call_vanna":75.0,"put_vanna":0,"net_vanna":75.0,"call_oi":678,"put_oi":0}],"net_vanna":229.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":20.0,"call_charm":-3575.0,"put_charm":0,"net_charm":-3575.0,"call_oi":217,"put_oi":0}],"net_charm":-3575.0,"weekend_delta_shift":-10725.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":5462.0,"put_delta":-26.0,"net_delta":5435.0,"call_oi":155,"put_oi":1,"total_oi":156,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":2207.0,"put_delta":0,"net_delta":2207.0,"call_oi":62,"put_oi":0,"total_oi":62,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":47910.0,"put_delta":-9057.0,"net_delta":38853.0,"call_oi":2000,"put_oi":244,"total_oi":2244,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":26017.0,"put_delta":-1687.0,"net_delta":24329.0,"call_oi":1024,"put_oi":40,"total_oi":1064,"total_volume":16,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":19.809999465942383,"straddle_price":1.2,"straddle_pct":6.23,"implied_move":6.23,"avg_iv":16.4}],"volume_profile":{"profile":[{"strike":12.3100004196167,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":8,"total_oi":8,"bias":"neutral"},{"strike":14.8100004196167,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":47,"total_oi":47,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":17.309999465942383,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":91,"total_oi":91,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":22,"total_oi":47,"bias":"neutral"},{"strike":19.809999465942383,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":538,"put_oi":56,"total_oi":594,"bias":"bullish"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":537,"put_oi":0,"total_oi":537,"bias":"neutral"},{"strike":22.309999465942383,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1462,"put_oi":41,"total_oi":1503,"bias":"neutral"},{"strike":22.5,"call_volume":16,"put_volume":0,"total_volume":16,"call_oi":678,"put_oi":0,"total_oi":678,"bias":"bullish"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":29.809999465942383,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":14,"total_oi":14,"bias":"neutral"}],"underlying_price":19.260000228881836,"peak_call_strike":22.5,"peak_put_strike":null,"total_call_volume":17,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.77,0.9,0.91,1.03,1.04,1.16,1.17],"y":[14,49,77,168],"z":[[null,null,null,null,45.46,null,null],[null,null,null,null,21.68,null,null],[59.34,36.07,null,16.4,null,34.69,null],[null,null,29.3,null,12.63,null,18.29]],"levels":[12.6,17.3,22.0,26.6,31.3,36.0,40.7,45.3,50.0,54.7,59.3],"min_iv":12.6,"max_iv":59.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":121.28},{"date":"2026-09-15","iv":82.4},{"date":"2026-09-16","iv":93.19},{"date":"2026-09-17","iv":90.0},{"date":"2026-09-18","iv":100.36},{"date":"2026-09-21","iv":37.63},{"date":"2026-09-22","iv":40.4},{"date":"2026-09-23","iv":34.3},{"date":"2026-09-24","iv":38.8},{"date":"2026-09-25","iv":35.8},{"date":"2026-09-28","iv":46.1},{"date":"2026-09-29","iv":41.1},{"date":"2026-09-30","iv":44.9},{"date":"2026-10-01","iv":51.2},{"date":"2026-10-02","iv":42.9}]}}