{"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":"HRZN","summary":{"name":"HRZN","price":4.62,"total_oi":6008,"call_oi":4431,"put_oi":1577,"pc_ratio":0.356,"net_gex":50702.33,"avg_iv":157.9,"iv_rank":37.0,"iv_52w_high":233.4,"iv_52w_low":113.6,"gamma_flip":2.5,"max_pain":5.0},"features":{"symbol":"HRZN","price":4.62,"total_oi":6008,"analysis_coverage":0.8333,"avg_iv_pct":157.9,"iv_rank":37.0,"iv_52w_high_pct":233.4,"iv_52w_low_pct":113.6,"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":-10.61,"risk_reversal_30d_pp":-10.61,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.356,"put_call_oi_front_ratio":0.204,"put_call_volume_front_ratio":0.0,"option_volume":25,"volume_oi_ratio":0.004161,"net_delta_normalized":-0.024516,"dealer_delta_normalized":0.024496,"gex_per_100k_oi":843913.61518,"vanna_per_100k_oi":2396.804261,"charm_per_100k_oi":-34520.639148,"weekend_delta_shift_per_100k_oi":-103561.917443,"iv_surface_range_pp":5.3,"gamma_flip_distance_pct":-45.887446,"max_pain_distance_pct":8.225108,"peak_call_distance_pct":-45.887446,"peak_put_distance_pct":8.225108},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.0,"put_gex":-31.67,"net_gex":-31.67,"call_oi":5,"put_oi":35},{"strike":5.0,"call_gex":60353.02,"put_gex":-8012.63,"net_gex":52340.39,"call_oi":4251,"put_oi":855},{"strike":7.5,"call_gex":278.42,"put_gex":-1856.61,"net_gex":-1578.19,"call_oi":148,"put_oi":653},{"strike":10.0,"call_gex":13.8,"put_gex":-60.69,"net_gex":-46.89,"call_oi":13,"put_oi":31},{"strike":12.5,"call_gex":21.35,"put_gex":-2.65,"net_gex":18.7,"call_oi":14,"put_oi":3}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":5665.0,"total_value":5665.0},{"strike":5.0,"call_value":12.5,"put_value":1810.0,"total_value":1822.5},{"strike":7.5,"call_value":10652.5,"put_value":92.5,"total_value":10745.0},{"strike":10.0,"call_value":21662.5,"put_value":7.5,"total_value":21670.0},{"strike":12.5,"call_value":32705.0,"put_value":0,"total_value":32705.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":196.4,"strike":2.5},{"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":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":32.9,"strike":5.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":28.5,"strike":5.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":38.2,"strike":5.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":221.1,"strike":9.38},{"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":184.5,"strike":7.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.4217,"contract_count":2,"total_oi":2714},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":43},{"expiration":"01/15/2027","dte":105,"iv":0.9226,"contract_count":2,"total_oi":2108},{"expiration":"04/16/2027","dte":196,"iv":1.0,"contract_count":2,"total_oi":241}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2436,"put_oi":496,"total_oi":2932,"pc_ratio":0.204,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3,"put_oi":40,"total_oi":43,"pc_ratio":13.333,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":1781,"put_oi":966,"total_oi":2747,"pc_ratio":0.542,"pc_ratio_volume":2.25,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":211,"put_oi":75,"total_oi":286,"pc_ratio":0.355,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-114.0,"dealer_delta":114.0,"call_oi":0,"put_oi":35},{"strike":5.0,"call_delta_oi":96060.0,"put_delta_oi":-62545.0,"dealer_delta":-33516.0,"call_oi":4251,"put_oi":855},{"strike":7.5,"call_delta_oi":2196.0,"put_delta_oi":-48890.0,"dealer_delta":46694.0,"call_oi":148,"put_oi":653},{"strike":10.0,"call_delta_oi":826.0,"put_delta_oi":-2516.0,"dealer_delta":1690.0,"call_oi":13,"put_oi":31},{"strike":12.5,"call_delta_oi":551.0,"put_delta_oi":-286.0,"dealer_delta":-265.0,"call_oi":14,"put_oi":3}],"net_dealer_delta":14717.0,"total_call_delta":99634.0,"total_put_delta":-114351.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.619999885559082,"strikes":[{"strike":5.0,"moneyness":1.0823,"type":"put","iv":0.5428,"delta":-0.5343,"oi":340},{"strike":5.0,"moneyness":1.0823,"type":"call","iv":0.2209,"delta":0.3055,"oi":1768},{"strike":7.5,"moneyness":1.6234,"type":"put","iv":0.9623,"delta":-0.7463,"oi":626}]},{"expiration":"04/16/2027","underlying_price":4.619999885559082,"strikes":[{"strike":5.0,"moneyness":1.0823,"type":"call","iv":0.2474,"delta":0.4125,"oi":187}]},{"expiration":"10/16/2026","underlying_price":4.619999885559082,"strikes":[{"strike":5.0,"moneyness":1.0823,"type":"call","iv":0.3824,"delta":0.1496,"oi":2293},{"strike":5.0,"moneyness":1.0823,"type":"put","iv":0.2763,"delta":-0.9279,"oi":421},{"strike":7.5,"moneyness":1.6234,"type":"call","iv":1.451,"delta":0.0519,"oi":112}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1496,"put_delta":-0.9279,"call_gamma":0.698007,"put_gamma":0.56983,"call_theta":-0.0031,"put_theta":-0.0007,"call_vega":0.002,"put_vega":0.0012,"call_oi":2293,"put_oi":421}],"strikes":[5.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-10.61,"put_25d_iv":27.63,"call_25d_iv":38.24,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":32.19,"put_25d_iv":54.28,"call_25d_iv":22.09,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"put_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":28.52,"put_25d_iv":53.25,"call_25d_iv":24.74,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":209.0,"put_vanna":-14.0,"net_vanna":195.0,"call_oi":4248,"put_oi":815},{"strike":7.5,"call_vanna":2.0,"put_vanna":-53.0,"net_vanna":-51.0,"call_oi":112,"put_oi":626}],"net_vanna":144.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-2737.0,"put_charm":742.0,"net_charm":-1995.0,"call_oi":2293,"put_oi":421},{"strike":7.5,"call_charm":-79.0,"put_charm":0,"net_charm":-79.0,"call_oi":112,"put_oi":0}],"net_charm":-2074.0,"weekend_delta_shift":-6222.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":36253.0,"put_delta":-42675.0,"net_delta":-6421.0,"call_oi":2432,"put_oi":496,"total_oi":2928,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":46.0,"put_delta":-2719.0,"net_delta":-2673.0,"call_oi":3,"put_oi":40,"total_oi":43,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":54794.0,"put_delta":-64884.0,"net_delta":-10090.0,"call_oi":1780,"put_oi":966,"total_oi":2746,"total_volume":10,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":8540.0,"put_delta":-4074.0,"net_delta":4467.0,"call_oi":211,"put_oi":75,"total_oi":286,"total_volume":9,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":5,"put_oi":35,"total_oi":40,"bias":"bullish"},{"strike":5.0,"call_volume":1,"put_volume":18,"total_volume":19,"call_oi":4251,"put_oi":855,"total_oi":5106,"bias":"bearish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":148,"put_oi":653,"total_oi":801,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":31,"total_oi":44,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":3,"total_oi":17,"bias":"neutral"}],"underlying_price":4.619999885559082,"peak_call_strike":2.5,"peak_put_strike":5.0,"total_call_volume":7,"total_put_volume":18,"volume_pc_ratio":2.571},"iv_contours":{"x":[1.08],"y":[14,49,105],"z":[[32.94],[37.83],[38.19]],"levels":[32.9,33.5,34.0,34.5,35.0,35.6,36.1,36.6,37.1,37.7,38.2],"min_iv":32.9,"max_iv":38.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":135.11},{"date":"2026-09-15","iv":113.6},{"date":"2026-09-16","iv":119.82},{"date":"2026-09-17","iv":129.42},{"date":"2026-09-18","iv":113.63},{"date":"2026-09-21","iv":132.06},{"date":"2026-09-22","iv":170.3},{"date":"2026-09-23","iv":229.1},{"date":"2026-09-24","iv":176.2},{"date":"2026-09-25","iv":142.8},{"date":"2026-09-28","iv":167.2},{"date":"2026-09-29","iv":233.4},{"date":"2026-09-30","iv":122.3},{"date":"2026-10-01","iv":229.1},{"date":"2026-10-02","iv":157.9}]}}