{"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":"FNDX","summary":{"name":"FNDX","price":31.7,"total_oi":29,"call_oi":24,"put_oi":5,"pc_ratio":0.208,"net_gex":1170.65,"avg_iv":23.5,"iv_rank":2.2,"iv_52w_high":189.32,"iv_52w_low":19.8,"gamma_flip":32.48,"max_pain":32.0},"features":{"symbol":"FNDX","price":31.7,"total_oi":29,"analysis_coverage":0.6667,"avg_iv_pct":23.5,"iv_rank":2.2,"iv_52w_high_pct":189.32,"iv_52w_low_pct":19.8,"front_dte":14,"front_atm_iv_pct":24.6621,"back_atm_iv_pct":24.6621,"term_premium_pp":0.0,"expected_move_front_pct":4.83,"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":0.208,"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":0.256207,"dealer_delta_normalized":-0.256207,"gex_per_100k_oi":4036724.137931,"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":2.460568,"max_pain_distance_pct":0.946372,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":32.0,"call_gex":111.52,"put_gex":-1075.59,"net_gex":-964.07,"call_oi":1,"put_oi":4},{"strike":33.0,"call_gex":2026.46,"put_gex":0.0,"net_gex":2026.46,"call_oi":20,"put_oi":0},{"strike":35.0,"call_gex":79.74,"put_gex":-84.1,"net_gex":-4.36,"call_oi":1,"put_oi":1},{"strike":37.0,"call_gex":112.62,"put_gex":0.0,"net_gex":112.62,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":32.0,"call_value":0,"put_value":3.0,"total_value":3.0},{"strike":33.0,"call_value":1.0,"put_value":2.0,"total_value":3.0},{"strike":35.0,"call_value":43.0,"put_value":0.0,"total_value":43.0},{"strike":37.0,"call_value":87.0,"put_value":0,"total_value":87.0}],"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":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":24.7,"strike":32.0},{"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":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":28.6,"strike":35.0},{"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":33.5,"strike":37.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":4},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":2,"total_oi":21}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.83,"expected_move_2std":9.66,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":11.85,"expected_move_2std":23.7,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":0,"put_oi":4,"total_oi":4,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":3,"put_oi":0,"total_oi":3,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":21,"put_oi":1,"total_oi":22,"pc_ratio":0.048,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":32.0,"call_delta_oi":56.0,"put_delta_oi":-223.0,"dealer_delta":168.0,"call_oi":1,"put_oi":4},{"strike":33.0,"call_delta_oi":916.0,"put_delta_oi":0,"dealer_delta":-916.0,"call_oi":20,"put_oi":0},{"strike":35.0,"call_delta_oi":27.0,"put_delta_oi":-71.0,"dealer_delta":44.0,"call_oi":1,"put_oi":1},{"strike":37.0,"call_delta_oi":38.0,"put_delta_oi":0,"dealer_delta":-38.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-743.0,"total_call_delta":1037.0,"total_put_delta":-294.0,"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":-223.0,"net_delta":-223.0,"call_oi":0,"put_oi":4,"total_oi":4,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":65.0,"put_delta":0,"net_delta":65.0,"call_oi":3,"put_oi":0,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":972.0,"put_delta":-71.0,"net_delta":901.0,"call_oi":21,"put_oi":1,"total_oi":22,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":31.700000762939453,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.04],"y":[168],"z":[[18.35]],"levels":[18.4,18.4,18.4,18.4,18.4,18.4,18.4,18.4,18.4,18.4,18.4],"min_iv":18.4,"max_iv":18.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":58.93},{"date":"2026-09-15","iv":65.26},{"date":"2026-09-16","iv":97.78},{"date":"2026-09-17","iv":189.32},{"date":"2026-09-18","iv":145.58},{"date":"2026-09-21","iv":20.91},{"date":"2026-09-22","iv":21.4},{"date":"2026-09-23","iv":19.8},{"date":"2026-09-24","iv":22.6},{"date":"2026-09-25","iv":22.5},{"date":"2026-09-28","iv":22.9},{"date":"2026-09-29","iv":22.5},{"date":"2026-09-30","iv":23.2},{"date":"2026-10-01","iv":21.7},{"date":"2026-10-02","iv":23.5}]}}