{"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":"FEM","summary":{"name":"FEM","price":32.71,"total_oi":33,"call_oi":25,"put_oi":8,"pc_ratio":0.32,"net_gex":1542.08,"avg_iv":47.3,"iv_rank":52.4,"iv_52w_high":52.48,"iv_52w_low":41.6,"gamma_flip":30.67,"max_pain":28.0},"features":{"symbol":"FEM","price":32.71,"total_oi":33,"analysis_coverage":0.6111,"avg_iv_pct":47.3,"iv_rank":52.4,"iv_52w_high_pct":52.48,"iv_52w_low_pct":41.6,"front_dte":49,"front_atm_iv_pct":20.0056,"back_atm_iv_pct":20.0056,"term_premium_pp":0.0,"expected_move_front_pct":7.33,"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":0.32,"put_call_oi_front_ratio":0.28,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.171613,"dealer_delta_normalized":-0.161212,"gex_per_100k_oi":4672969.69697,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":null,"gamma_flip_distance_pct":-6.236625,"max_pain_distance_pct":-14.399266,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":22.0,"call_gex":0.0,"put_gex":-15.65,"net_gex":-15.65,"call_oi":0,"put_oi":1},{"strike":23.0,"call_gex":0.0,"put_gex":-34.78,"net_gex":-34.78,"call_oi":0,"put_oi":2},{"strike":25.0,"call_gex":0.0,"put_gex":-49.8,"net_gex":-49.8,"call_oi":0,"put_oi":2},{"strike":26.0,"call_gex":0.0,"put_gex":-59.16,"net_gex":-59.16,"call_oi":0,"put_oi":2},{"strike":28.0,"call_gex":0.0,"put_gex":-43.46,"net_gex":-43.46,"call_oi":1,"put_oi":1},{"strike":29.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":32.0,"call_gex":363.67,"put_gex":0.0,"net_gex":363.67,"call_oi":2,"put_oi":0},{"strike":33.0,"call_gex":162.06,"put_gex":0.0,"net_gex":162.06,"call_oi":1,"put_oi":0},{"strike":35.0,"call_gex":125.24,"put_gex":0.0,"net_gex":125.24,"call_oi":1,"put_oi":0},{"strike":36.0,"call_gex":159.56,"put_gex":0.0,"net_gex":159.56,"call_oi":2,"put_oi":0},{"strike":37.0,"call_gex":199.86,"put_gex":0.0,"net_gex":199.86,"call_oi":3,"put_oi":0},{"strike":38.0,"call_gex":285.78,"put_gex":0.0,"net_gex":285.78,"call_oi":5,"put_oi":0},{"strike":39.0,"call_gex":448.77,"put_gex":0.0,"net_gex":448.77,"call_oi":9,"put_oi":0}],"pain_by_strike":[{"strike":22.0,"call_value":0,"put_value":22.0,"total_value":22.0},{"strike":23.0,"call_value":0.0,"put_value":15.0,"total_value":15.0},{"strike":25.0,"call_value":0.0,"put_value":5.0,"total_value":5.0},{"strike":26.0,"call_value":0.0,"put_value":2.0,"total_value":2.0},{"strike":28.0,"call_value":0.0,"put_value":0.0,"total_value":0.0},{"strike":29.0,"call_value":1.0,"put_value":0.0,"total_value":1.0},{"strike":32.0,"call_value":7.0,"put_value":0.0,"total_value":7.0},{"strike":33.0,"call_value":11.0,"put_value":0.0,"total_value":11.0},{"strike":35.0,"call_value":21.0,"put_value":0.0,"total_value":21.0},{"strike":36.0,"call_value":27.0,"put_value":0.0,"total_value":27.0},{"strike":37.0,"call_value":35.0,"put_value":0.0,"total_value":35.0},{"strike":38.0,"call_value":46.0,"put_value":0.0,"total_value":46.0},{"strike":39.0,"call_value":62.0,"put_value":0,"total_value":62.0}],"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":78.5,"strike":24.8},{"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":20.0,"strike":32.5},{"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":21.7,"strike":35.0},{"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":38.0,"strike":36.0},{"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":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":47.5,"strike":38.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":3,"total_oi":4}],"expected_move":[{"expiration":"11/20/2026","dte":49,"expected_move_1std":7.33,"expected_move_2std":14.66,"contract_count":2}],"pc_skew":[{"expiration":"11/20/2026","dte":49,"call_oi":25,"put_oi":7,"total_oi":32,"pc_ratio":0.28,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":0,"put_oi":1,"total_oi":1,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":22.0,"call_delta_oi":0,"put_delta_oi":-10.0,"dealer_delta":10.0,"call_oi":0,"put_oi":1},{"strike":23.0,"call_delta_oi":0,"put_delta_oi":-26.0,"dealer_delta":26.0,"call_oi":0,"put_oi":2},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-26.0,"dealer_delta":26.0,"call_oi":0,"put_oi":2},{"strike":26.0,"call_delta_oi":0,"put_delta_oi":-29.0,"dealer_delta":29.0,"call_oi":0,"put_oi":2},{"strike":28.0,"call_delta_oi":0,"put_delta_oi":-18.0,"dealer_delta":18.0,"call_oi":0,"put_oi":1},{"strike":32.0,"call_delta_oi":135.0,"put_delta_oi":0,"dealer_delta":-135.0,"call_oi":2,"put_oi":0},{"strike":33.0,"call_delta_oi":50.0,"put_delta_oi":0,"dealer_delta":-50.0,"call_oi":1,"put_oi":0},{"strike":35.0,"call_delta_oi":23.0,"put_delta_oi":0,"dealer_delta":-23.0,"call_oi":1,"put_oi":0},{"strike":36.0,"call_delta_oi":56.0,"put_delta_oi":0,"dealer_delta":-56.0,"call_oi":2,"put_oi":0},{"strike":37.0,"call_delta_oi":75.0,"put_delta_oi":0,"dealer_delta":-75.0,"call_oi":3,"put_oi":0},{"strike":38.0,"call_delta_oi":113.0,"put_delta_oi":0,"dealer_delta":-113.0,"call_oi":5,"put_oi":0},{"strike":39.0,"call_delta_oi":189.0,"put_delta_oi":0,"dealer_delta":-189.0,"call_oi":9,"put_oi":0}],"net_dealer_delta":-532.0,"total_call_delta":640.0,"total_put_delta":-109.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"11/20/2026","dte":49,"call_delta":640.0,"put_delta":-93.0,"net_delta":547.0,"call_oi":23,"put_oi":7,"total_oi":30,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":0,"put_delta":-15.0,"net_delta":-15.0,"call_oi":0,"put_oi":1,"total_oi":1,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"}],"underlying_price":32.709999084472656,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":48.86},{"date":"2026-09-15","iv":51.91},{"date":"2026-09-16","iv":49.73},{"date":"2026-09-17","iv":52.23},{"date":"2026-09-18","iv":52.48},{"date":"2026-09-21","iv":52.18},{"date":"2026-09-22","iv":41.6},{"date":"2026-09-23","iv":42.0},{"date":"2026-09-24","iv":48.3},{"date":"2026-09-25","iv":47.2},{"date":"2026-09-28","iv":49.5},{"date":"2026-09-29","iv":50.0},{"date":"2026-09-30","iv":50.3},{"date":"2026-10-01","iv":49.5},{"date":"2026-10-02","iv":47.3}]}}