{"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":"FNDF","summary":{"name":"FNDF","price":53.84,"total_oi":84,"call_oi":66,"put_oi":18,"pc_ratio":0.273,"net_gex":14630.94,"avg_iv":18.8,"iv_rank":4.5,"iv_52w_high":105.65,"iv_52w_low":14.7,"gamma_flip":50.2,"max_pain":52.0},"features":{"symbol":"FNDF","price":53.84,"total_oi":84,"analysis_coverage":0.6667,"avg_iv_pct":18.8,"iv_rank":4.5,"iv_52w_high_pct":105.65,"iv_52w_low_pct":14.7,"front_dte":14,"front_atm_iv_pct":28.7979,"back_atm_iv_pct":16.8299,"term_premium_pp":11.968,"expected_move_front_pct":5.64,"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":0.273,"put_call_oi_front_ratio":0.176,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.310641,"dealer_delta_normalized":-0.288571,"gex_per_100k_oi":17417785.714286,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":-6.760773,"max_pain_distance_pct":-3.417533,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":45.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":48.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":5,"put_oi":0},{"strike":49.0,"call_gex":0.0,"put_gex":-537.78,"net_gex":-537.78,"call_oi":0,"put_oi":5},{"strike":52.0,"call_gex":3626.35,"put_gex":-2287.13,"net_gex":1339.22,"call_oi":13,"put_oi":12},{"strike":54.0,"call_gex":5276.2,"put_gex":0.0,"net_gex":5276.2,"call_oi":12,"put_oi":0},{"strike":55.0,"call_gex":3166.18,"put_gex":0.0,"net_gex":3166.18,"call_oi":9,"put_oi":0},{"strike":56.0,"call_gex":3698.59,"put_gex":0.0,"net_gex":3698.59,"call_oi":16,"put_oi":0},{"strike":57.0,"call_gex":1929.67,"put_gex":-241.15,"net_gex":1688.52,"call_oi":10,"put_oi":1}],"pain_by_strike":[{"strike":45.0,"call_value":0,"put_value":116.0,"total_value":116.0},{"strike":48.0,"call_value":3.0,"put_value":62.0,"total_value":65.0},{"strike":49.0,"call_value":9.0,"put_value":44.0,"total_value":53.0},{"strike":52.0,"call_value":27.0,"put_value":5.0,"total_value":32.0},{"strike":54.0,"call_value":65.0,"put_value":3.0,"total_value":68.0},{"strike":55.0,"call_value":96.0,"put_value":2.0,"total_value":98.0},{"strike":56.0,"call_value":136.0,"put_value":1.0,"total_value":137.0},{"strike":57.0,"call_value":192.0,"put_value":0,"total_value":192.0}],"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":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":32.6,"strike":49.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":36.8,"strike":52.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":18.1,"strike":52.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":24.8,"strike":54.5},{"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":13.4,"strike":54.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":28.2,"strike":57.0},{"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":17.7,"strike":56.0},{"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":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":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":5,"total_oi":20},{"expiration":"12/18/2026","dte":77,"iv":0.392,"contract_count":5,"total_oi":38},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":4,"total_oi":20}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.64,"expected_move_2std":11.28,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":7.73,"expected_move_2std":15.47,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":9.29,"expected_move_2std":18.57,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":17,"put_oi":3,"total_oi":20,"pc_ratio":0.176,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":29,"put_oi":15,"total_oi":44,"pc_ratio":0.517,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":20,"put_oi":0,"total_oi":20,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":49.0,"call_delta_oi":0,"put_delta_oi":-111.0,"dealer_delta":111.0,"call_oi":0,"put_oi":5},{"strike":52.0,"call_delta_oi":1032.0,"put_delta_oi":-384.0,"dealer_delta":-648.0,"call_oi":13,"put_oi":12},{"strike":54.0,"call_delta_oi":629.0,"put_delta_oi":0,"dealer_delta":-629.0,"call_oi":12,"put_oi":0},{"strike":55.0,"call_delta_oi":356.0,"put_delta_oi":0,"dealer_delta":-356.0,"call_oi":9,"put_oi":0},{"strike":56.0,"call_delta_oi":642.0,"put_delta_oi":0,"dealer_delta":-642.0,"call_oi":16,"put_oi":0},{"strike":57.0,"call_delta_oi":343.0,"put_delta_oi":-84.0,"dealer_delta":-259.0,"call_oi":10,"put_oi":1}],"net_dealer_delta":-2424.0,"total_call_delta":3003.0,"total_put_delta":-578.0,"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":678.0,"put_delta":-141.0,"net_delta":536.0,"call_oi":17,"put_oi":3,"total_oi":20,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1419.0,"put_delta":-437.0,"net_delta":981.0,"call_oi":23,"put_oi":15,"total_oi":38,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":906.0,"put_delta":0,"net_delta":906.0,"call_oi":20,"put_oi":0,"total_oi":20,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":52.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":12,"total_oi":25,"bias":"neutral"},{"strike":54.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":56.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"neutral"},{"strike":57.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":1,"total_oi":11,"bias":"neutral"}],"underlying_price":53.84000015258789,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.97],"y":[77],"z":[[12.05]],"levels":[12.1,12.1,12.1,12.1,12.1,12.1,12.1,12.1,12.1,12.1,12.1],"min_iv":12.1,"max_iv":12.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":39.14},{"date":"2026-09-15","iv":26.45},{"date":"2026-09-16","iv":66.11},{"date":"2026-09-17","iv":105.65},{"date":"2026-09-18","iv":56.52},{"date":"2026-09-21","iv":17.45},{"date":"2026-09-22","iv":14.7},{"date":"2026-09-23","iv":14.7},{"date":"2026-09-24","iv":16.1},{"date":"2026-09-25","iv":15.2},{"date":"2026-09-28","iv":16.0},{"date":"2026-09-29","iv":17.0},{"date":"2026-09-30","iv":17.9},{"date":"2026-10-01","iv":19.2},{"date":"2026-10-02","iv":18.8}]}}