{"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":"FSMB","summary":{"name":"FSMB","price":19.52,"total_oi":349,"call_oi":249,"put_oi":100,"pc_ratio":0.402,"net_gex":6027.81,"avg_iv":42.6,"iv_rank":14.8,"iv_52w_high":181.49,"iv_52w_low":18.5,"gamma_flip":20.26,"max_pain":19.0},"features":{"symbol":"FSMB","price":19.52,"total_oi":349,"analysis_coverage":0.7778,"avg_iv_pct":42.6,"iv_rank":14.8,"iv_52w_high_pct":181.49,"iv_52w_low_pct":18.5,"front_dte":14,"front_atm_iv_pct":20.5262,"back_atm_iv_pct":101.4201,"term_premium_pp":-80.8939,"expected_move_front_pct":4.02,"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":0.402,"put_call_oi_front_ratio":0.505,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.020372,"dealer_delta_normalized":-0.020344,"gex_per_100k_oi":1727166.189112,"vanna_per_100k_oi":2578.796562,"charm_per_100k_oi":-117191.977077,"weekend_delta_shift_per_100k_oi":-351575.931232,"iv_surface_range_pp":80.9,"gamma_flip_distance_pct":3.790984,"max_pain_distance_pct":-2.663934,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":19.0,"call_gex":0.0,"put_gex":-8578.44,"net_gex":-8578.44,"call_oi":0,"put_oi":100},{"strike":21.0,"call_gex":13664.82,"put_gex":0.0,"net_gex":13664.82,"call_oi":199,"put_oi":0},{"strike":25.0,"call_gex":941.44,"put_gex":0.0,"net_gex":941.44,"call_oi":50,"put_oi":0}],"pain_by_strike":[{"strike":19.0,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":21.0,"call_value":0.0,"put_value":0.0,"total_value":0.0},{"strike":25.0,"call_value":796.0,"put_value":0,"total_value":796.0}],"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":20.5,"strike":19.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":101.4,"strike":19.0},{"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":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":32.6,"strike":21.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":21.8,"strike":21.0},{"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":36.5,"strike":25.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":149},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":150}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.02,"expected_move_2std":8.04,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":37.16,"expected_move_2std":74.31,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":99,"put_oi":50,"total_oi":149,"pc_ratio":0.505,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":100,"put_oi":50,"total_oi":150,"pc_ratio":0.5,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":50,"put_oi":0,"total_oi":50,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":19.0,"call_delta_oi":0,"put_delta_oi":-3087.0,"dealer_delta":3087.0,"call_oi":0,"put_oi":100},{"strike":21.0,"call_delta_oi":3354.0,"put_delta_oi":0,"dealer_delta":-3354.0,"call_oi":199,"put_oi":0},{"strike":25.0,"call_delta_oi":444.0,"put_delta_oi":0,"dealer_delta":-444.0,"call_oi":50,"put_oi":0}],"net_dealer_delta":-710.0,"total_call_delta":3798.0,"total_put_delta":-3087.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":21.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1285,"put_delta":0,"call_gamma":0.174878,"put_gamma":0,"call_theta":-0.01,"put_theta":0,"call_vega":0.0077,"put_vega":0,"call_oi":99,"put_oi":0},{"strike":21.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2082,"put_delta":0,"call_gamma":0.185499,"put_gamma":0,"call_theta":-0.0051,"put_theta":0,"call_vega":0.0203,"put_vega":0,"call_oi":100,"put_oi":0}],"strikes":[21.0],"dtes":[14,49]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":21.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":199,"put_oi":0}],"net_vanna":9.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":21.0,"call_charm":-409.0,"put_charm":0,"net_charm":-409.0,"call_oi":199,"put_oi":0}],"net_charm":-409.0,"weekend_delta_shift":-1227.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1272.0,"put_delta":-1124.0,"net_delta":148.0,"call_oi":99,"put_oi":50,"total_oi":149,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":2082.0,"put_delta":-1963.0,"net_delta":119.0,"call_oi":100,"put_oi":50,"total_oi":150,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":444.0,"put_delta":0,"net_delta":444.0,"call_oi":50,"put_oi":0,"total_oi":50,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":100,"total_oi":100,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":199,"put_oi":0,"total_oi":199,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":50,"put_oi":0,"total_oi":50,"bias":"neutral"}],"underlying_price":19.520000457763672,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.97,1.08,1.28],"y":[14,49,77],"z":[[20.51,32.57,null],[101.41,21.84,null],[null,null,36.52]],"levels":[20.5,28.6,36.7,44.8,52.9,61.0,69.0,77.1,85.2,93.3,101.4],"min_iv":20.5,"max_iv":101.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":33.22},{"date":"2026-09-15","iv":37.79},{"date":"2026-09-16","iv":120.85},{"date":"2026-09-17","iv":179.22},{"date":"2026-09-18","iv":181.49},{"date":"2026-09-21","iv":32.27},{"date":"2026-09-22","iv":18.5},{"date":"2026-09-23","iv":18.7},{"date":"2026-09-24","iv":22.1},{"date":"2026-09-25","iv":22.4},{"date":"2026-09-28","iv":40.1},{"date":"2026-09-29","iv":56.9},{"date":"2026-09-30","iv":24.3},{"date":"2026-10-01","iv":24.8},{"date":"2026-10-02","iv":42.6}]}}