{"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":"FMAT","summary":{"name":"FMAT","price":56.17,"total_oi":38,"call_oi":23,"put_oi":15,"pc_ratio":0.652,"net_gex":603.74,"avg_iv":37.4,"iv_rank":5.7,"iv_52w_high":151.79,"iv_52w_low":30.5,"gamma_flip":42.6,"max_pain":52.0},"features":{"symbol":"FMAT","price":56.17,"total_oi":38,"analysis_coverage":0.6111,"avg_iv_pct":37.4,"iv_rank":5.7,"iv_52w_high_pct":151.79,"iv_52w_low_pct":30.5,"front_dte":14,"front_atm_iv_pct":24.8663,"back_atm_iv_pct":22.7737,"term_premium_pp":2.0926,"expected_move_front_pct":4.87,"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":0.652,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.141053,"dealer_delta_normalized":-0.141053,"gex_per_100k_oi":1588789.473684,"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":-24.158804,"max_pain_distance_pct":-7.423892,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":40.0,"call_gex":0.0,"put_gex":-46.94,"net_gex":-46.94,"call_oi":0,"put_oi":2},{"strike":45.0,"call_gex":142.31,"put_gex":-52.17,"net_gex":90.14,"call_oi":4,"put_oi":1},{"strike":52.0,"call_gex":0.0,"put_gex":-1343.32,"net_gex":-1343.32,"call_oi":0,"put_oi":10},{"strike":56.0,"call_gex":0.0,"put_gex":-398.93,"net_gex":-398.93,"call_oi":0,"put_oi":1},{"strike":57.0,"call_gex":215.56,"put_gex":0.0,"net_gex":215.56,"call_oi":1,"put_oi":0},{"strike":58.0,"call_gex":0.0,"put_gex":-433.63,"net_gex":-433.63,"call_oi":0,"put_oi":1},{"strike":60.0,"call_gex":673.95,"put_gex":0.0,"net_gex":673.95,"call_oi":4,"put_oi":0},{"strike":61.0,"call_gex":1579.09,"put_gex":0.0,"net_gex":1579.09,"call_oi":10,"put_oi":0},{"strike":68.0,"call_gex":80.85,"put_gex":0.0,"net_gex":80.85,"call_oi":1,"put_oi":0},{"strike":70.0,"call_gex":142.18,"put_gex":0.0,"net_gex":142.18,"call_oi":2,"put_oi":0},{"strike":80.0,"call_gex":44.8,"put_gex":0.0,"net_gex":44.8,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":40.0,"call_value":0,"put_value":159.0,"total_value":159.0},{"strike":45.0,"call_value":0.0,"put_value":94.0,"total_value":94.0},{"strike":52.0,"call_value":28.0,"put_value":10.0,"total_value":38.0},{"strike":56.0,"call_value":44.0,"put_value":2.0,"total_value":46.0},{"strike":57.0,"call_value":48.0,"put_value":1.0,"total_value":49.0},{"strike":58.0,"call_value":53.0,"put_value":0.0,"total_value":53.0},{"strike":60.0,"call_value":63.0,"put_value":0.0,"total_value":63.0},{"strike":61.0,"call_value":72.0,"put_value":0.0,"total_value":72.0},{"strike":68.0,"call_value":205.0,"put_value":0.0,"total_value":205.0},{"strike":70.0,"call_value":245.0,"put_value":0.0,"total_value":245.0},{"strike":80.0,"call_value":465.0,"put_value":0,"total_value":465.0}],"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":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":42.3,"strike":43.33},{"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":36.1,"strike":52.0},{"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":29.6,"strike":56.0},{"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":22.8,"strike":57.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":20.1,"strike":58.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":26.9,"strike":60.0},{"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":33.0,"strike":61.0},{"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":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":51.1,"strike":72.67}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0028,"contract_count":2,"total_oi":2},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":20},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":2,"total_oi":5}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.87,"expected_move_2std":9.73,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":10.46,"expected_move_2std":20.93,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":0,"put_oi":2,"total_oi":2,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":10,"put_oi":10,"total_oi":20,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":13,"put_oi":3,"total_oi":16,"pc_ratio":0.231,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-8.0,"dealer_delta":8.0,"call_oi":0,"put_oi":2},{"strike":45.0,"call_delta_oi":384.0,"put_delta_oi":-13.0,"dealer_delta":-371.0,"call_oi":4,"put_oi":1},{"strike":52.0,"call_delta_oi":0,"put_delta_oi":-243.0,"dealer_delta":243.0,"call_oi":0,"put_oi":10},{"strike":56.0,"call_delta_oi":0,"put_delta_oi":-46.0,"dealer_delta":46.0,"call_oi":0,"put_oi":1},{"strike":57.0,"call_delta_oi":50.0,"put_delta_oi":0,"dealer_delta":-50.0,"call_oi":1,"put_oi":0},{"strike":58.0,"call_delta_oi":0,"put_delta_oi":-78.0,"dealer_delta":78.0,"call_oi":0,"put_oi":1},{"strike":60.0,"call_delta_oi":137.0,"put_delta_oi":0,"dealer_delta":-137.0,"call_oi":4,"put_oi":0},{"strike":61.0,"call_delta_oi":280.0,"put_delta_oi":0,"dealer_delta":-280.0,"call_oi":10,"put_oi":0},{"strike":68.0,"call_delta_oi":20.0,"put_delta_oi":0,"dealer_delta":-20.0,"call_oi":1,"put_oi":0},{"strike":70.0,"call_delta_oi":38.0,"put_delta_oi":0,"dealer_delta":-38.0,"call_oi":2,"put_oi":0},{"strike":80.0,"call_delta_oi":15.0,"put_delta_oi":0,"dealer_delta":-15.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-536.0,"total_call_delta":924.0,"total_put_delta":-388.0,"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":"10/16/2026","dte":14,"call_delta":0,"put_delta":-124.0,"net_delta":-124.0,"call_oi":0,"put_oi":2,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":280.0,"put_delta":-243.0,"net_delta":38.0,"call_oi":10,"put_oi":10,"total_oi":20,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":644.0,"put_delta":-21.0,"net_delta":622.0,"call_oi":13,"put_oi":3,"total_oi":16,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":1,"total_oi":5,"bias":"neutral"},{"strike":52.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":56.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":57.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":61.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":68.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":56.16999816894531,"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":121.73},{"date":"2026-09-15","iv":143.08},{"date":"2026-09-16","iv":151.79},{"date":"2026-09-17","iv":133.15},{"date":"2026-09-18","iv":82.08},{"date":"2026-09-21","iv":39.16},{"date":"2026-09-22","iv":30.5},{"date":"2026-09-23","iv":31.0},{"date":"2026-09-24","iv":33.4},{"date":"2026-09-25","iv":31.4},{"date":"2026-09-28","iv":33.9},{"date":"2026-09-29","iv":34.3},{"date":"2026-09-30","iv":36.5},{"date":"2026-10-01","iv":35.7},{"date":"2026-10-02","iv":37.4}]}}