{"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":"FRI","summary":{"name":"FRI","price":29.51,"total_oi":273,"call_oi":0,"put_oi":273,"pc_ratio":0.0,"net_gex":-8045.81,"avg_iv":38.4,"iv_rank":1.6,"iv_52w_high":105.65,"iv_52w_low":37.3,"gamma_flip":null,"max_pain":41.0},"features":{"symbol":"FRI","price":29.51,"total_oi":273,"analysis_coverage":0.7222,"avg_iv_pct":38.4,"iv_rank":1.6,"iv_52w_high_pct":105.65,"iv_52w_low_pct":37.3,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"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":0.0,"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":-0.156923,"dealer_delta_normalized":0.156886,"gex_per_100k_oi":-2947183.150183,"vanna_per_100k_oi":1098.901099,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":54.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":38.935954,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":21.0,"call_gex":0.0,"put_gex":-1160.6,"net_gex":-1160.6,"call_oi":0,"put_oi":100},{"strike":23.0,"call_gex":0.0,"put_gex":-1122.42,"net_gex":-1122.42,"call_oi":0,"put_oi":50},{"strike":25.0,"call_gex":0.0,"put_gex":-1676.43,"net_gex":-1676.43,"call_oi":0,"put_oi":46},{"strike":26.0,"call_gex":0.0,"put_gex":-2529.65,"net_gex":-2529.65,"call_oi":0,"put_oi":50},{"strike":32.0,"call_gex":0.0,"put_gex":-601.38,"net_gex":-601.38,"call_oi":0,"put_oi":6},{"strike":33.0,"call_gex":0.0,"put_gex":-213.81,"net_gex":-213.81,"call_oi":0,"put_oi":3},{"strike":34.0,"call_gex":0.0,"put_gex":-340.44,"net_gex":-340.44,"call_oi":0,"put_oi":6},{"strike":35.0,"call_gex":0.0,"put_gex":-43.59,"net_gex":-43.59,"call_oi":0,"put_oi":1},{"strike":36.0,"call_gex":0.0,"put_gex":-82.76,"net_gex":-82.76,"call_oi":0,"put_oi":2},{"strike":37.0,"call_gex":0.0,"put_gex":-69.6,"net_gex":-69.6,"call_oi":0,"put_oi":2},{"strike":38.0,"call_gex":0.0,"put_gex":-28.08,"net_gex":-28.08,"call_oi":0,"put_oi":1},{"strike":39.0,"call_gex":0.0,"put_gex":-93.2,"net_gex":-93.2,"call_oi":0,"put_oi":3},{"strike":40.0,"call_gex":0.0,"put_gex":-57.26,"net_gex":-57.26,"call_oi":0,"put_oi":2},{"strike":41.0,"call_gex":0.0,"put_gex":-26.6,"net_gex":-26.6,"call_oi":0,"put_oi":1}],"pain_by_strike":[{"strike":21.0,"call_value":0,"put_value":919.0,"total_value":919.0},{"strike":23.0,"call_value":0.0,"put_value":573.0,"total_value":573.0},{"strike":25.0,"call_value":0.0,"put_value":327.0,"total_value":327.0},{"strike":26.0,"call_value":0.0,"put_value":250.0,"total_value":250.0},{"strike":32.0,"call_value":0.0,"put_value":88.0,"total_value":88.0},{"strike":33.0,"call_value":0.0,"put_value":67.0,"total_value":67.0},{"strike":34.0,"call_value":0.0,"put_value":49.0,"total_value":49.0},{"strike":35.0,"call_value":0.0,"put_value":37.0,"total_value":37.0},{"strike":36.0,"call_value":0.0,"put_value":26.0,"total_value":26.0},{"strike":37.0,"call_value":0.0,"put_value":17.0,"total_value":17.0},{"strike":38.0,"call_value":0.0,"put_value":10.0,"total_value":10.0},{"strike":39.0,"call_value":0.0,"put_value":4.0,"total_value":4.0},{"strike":40.0,"call_value":0.0,"put_value":1.0,"total_value":1.0},{"strike":41.0,"call_value":0.0,"put_value":0,"total_value":0.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":98.8,"strike":23.0},{"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":45.2,"strike":23.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":57.5,"strike":26.0},{"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":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":25.7,"strike":33.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":20.9,"strike":32.5},{"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":39.8,"strike":36.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":31.7,"strike":35.0}],"term_structure":[{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":1,"total_oi":6}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":0,"put_oi":100,"total_oi":100,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":5,"total_oi":5,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":0,"put_oi":158,"total_oi":158,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":0,"put_oi":10,"total_oi":10,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":21.0,"call_delta_oi":0,"put_delta_oi":-376.0,"dealer_delta":376.0,"call_oi":0,"put_oi":100},{"strike":23.0,"call_delta_oi":0,"put_delta_oi":-376.0,"dealer_delta":376.0,"call_oi":0,"put_oi":50},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-778.0,"dealer_delta":778.0,"call_oi":0,"put_oi":46},{"strike":26.0,"call_delta_oi":0,"put_delta_oi":-542.0,"dealer_delta":542.0,"call_oi":0,"put_oi":50},{"strike":32.0,"call_delta_oi":0,"put_delta_oi":-475.0,"dealer_delta":475.0,"call_oi":0,"put_oi":6},{"strike":33.0,"call_delta_oi":0,"put_delta_oi":-241.0,"dealer_delta":241.0,"call_oi":0,"put_oi":3},{"strike":34.0,"call_delta_oi":0,"put_delta_oi":-498.0,"dealer_delta":498.0,"call_oi":0,"put_oi":6},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-89.0,"dealer_delta":89.0,"call_oi":0,"put_oi":1},{"strike":36.0,"call_delta_oi":0,"put_delta_oi":-164.0,"dealer_delta":164.0,"call_oi":0,"put_oi":2},{"strike":37.0,"call_delta_oi":0,"put_delta_oi":-169.0,"dealer_delta":169.0,"call_oi":0,"put_oi":2},{"strike":38.0,"call_delta_oi":0,"put_delta_oi":-91.0,"dealer_delta":91.0,"call_oi":0,"put_oi":1},{"strike":39.0,"call_delta_oi":0,"put_delta_oi":-241.0,"dealer_delta":241.0,"call_oi":0,"put_oi":3},{"strike":40.0,"call_delta_oi":0,"put_delta_oi":-162.0,"dealer_delta":162.0,"call_oi":0,"put_oi":2},{"strike":41.0,"call_delta_oi":0,"put_delta_oi":-81.0,"dealer_delta":81.0,"call_oi":0,"put_oi":1}],"net_dealer_delta":4283.0,"total_call_delta":0,"total_put_delta":-4283.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":21.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.0376,"call_gamma":0,"put_gamma":0.013327,"call_theta":0,"put_theta":-0.0032,"call_vega":0,"put_vega":0.011,"call_oi":0,"put_oi":100}],"strikes":[21.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":21.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":100}],"net_vanna":3.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":0,"put_delta":-918.0,"net_delta":-918.0,"call_oi":0,"put_oi":100,"total_oi":100,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-444.0,"net_delta":-444.0,"call_oi":0,"put_oi":5,"total_oi":5,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":0,"put_delta":-2133.0,"net_delta":-2133.0,"call_oi":0,"put_oi":158,"total_oi":158,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":0,"put_delta":-789.0,"net_delta":-789.0,"call_oi":0,"put_oi":10,"total_oi":10,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":100,"total_oi":100,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":50,"total_oi":50,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":46,"total_oi":46,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":50,"total_oi":50,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"}],"underlying_price":29.510000228881836,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.71,0.78,0.85,0.88],"y":[14,77],"z":[[null,98.78,null,57.5],[45.67,null,44.77,null]],"levels":[44.8,50.2,55.6,61.0,66.4,71.8,77.2,82.6,88.0,93.4,98.8],"min_iv":44.8,"max_iv":98.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":48.33},{"date":"2026-09-15","iv":58.67},{"date":"2026-09-16","iv":54.81},{"date":"2026-09-17","iv":99.5},{"date":"2026-09-18","iv":105.65},{"date":"2026-09-21","iv":56.49},{"date":"2026-09-22","iv":57.5},{"date":"2026-09-23","iv":56.5},{"date":"2026-09-24","iv":55.6},{"date":"2026-09-25","iv":60.6},{"date":"2026-09-28","iv":54.2},{"date":"2026-09-29","iv":37.3},{"date":"2026-09-30","iv":37.6},{"date":"2026-10-01","iv":40.7},{"date":"2026-10-02","iv":38.4}]}}