{"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":"IRD","summary":{"name":"IRD","price":4.58,"total_oi":8749,"call_oi":8130,"put_oi":619,"pc_ratio":0.076,"net_gex":38257.0,"avg_iv":122.2,"iv_rank":1.3,"iv_52w_high":459.1,"iv_52w_low":117.67,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"IRD","price":4.58,"total_oi":8749,"analysis_coverage":0.8333,"avg_iv_pct":122.2,"iv_rank":1.3,"iv_52w_high_pct":459.1,"iv_52w_low_pct":117.67,"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":-48.07,"risk_reversal_30d_pp":-48.07,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.076,"put_call_oi_front_ratio":0.117,"put_call_volume_front_ratio":0.0,"option_volume":229,"volume_oi_ratio":0.026174,"net_delta_normalized":0.358996,"dealer_delta_normalized":-0.356288,"gex_per_100k_oi":437272.831181,"vanna_per_100k_oi":822.951194,"charm_per_100k_oi":-431180.706366,"weekend_delta_shift_per_100k_oi":-1293542.119099,"iv_surface_range_pp":28.1,"gamma_flip_distance_pct":null,"max_pain_distance_pct":9.170306,"peak_call_distance_pct":9.170306,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":585.23,"put_gex":-56.67,"net_gex":528.56,"call_oi":545,"put_oi":46},{"strike":5.0,"call_gex":39147.67,"put_gex":-4771.6,"net_gex":34376.08,"call_oi":6174,"put_oi":502},{"strike":7.5,"call_gex":3148.95,"put_gex":-80.02,"net_gex":3068.93,"call_oi":1232,"put_oi":35},{"strike":10.0,"call_gex":350.42,"put_gex":-66.98,"net_gex":283.44,"call_oi":179,"put_oi":36}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":1700.0,"total_value":1700.0},{"strike":5.0,"call_value":1362.5,"put_value":267.5,"total_value":1630.0},{"strike":7.5,"call_value":18160.0,"put_value":90.0,"total_value":18250.0},{"strike":10.0,"call_value":38037.5,"put_value":0,"total_value":38037.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":273.0,"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":134.5,"strike":2.5},{"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":71.2,"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":99.3,"strike":5.0},{"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":174.8,"strike":8.33},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":159.2,"strike":8.75},{"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":0.0,"contract_count":2,"total_oi":2803},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":3133},{"expiration":"02/19/2027","dte":140,"iv":0.5981,"contract_count":2,"total_oi":740}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2935,"put_oi":343,"total_oi":3278,"pc_ratio":0.117,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":4240,"put_oi":75,"total_oi":4315,"pc_ratio":0.018,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":953,"put_oi":201,"total_oi":1154,"pc_ratio":0.211,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":2,"put_oi":0,"total_oi":2,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":44674.0,"put_delta_oi":-392.0,"dealer_delta":-44282.0,"call_oi":479,"put_oi":46},{"strike":5.0,"call_delta_oi":275144.0,"put_delta_oi":-33987.0,"dealer_delta":-241157.0,"call_oi":6174,"put_oi":502},{"strike":7.5,"call_delta_oi":27198.0,"put_delta_oi":-2637.0,"dealer_delta":-24562.0,"call_oi":1232,"put_oi":35},{"strike":10.0,"call_delta_oi":4665.0,"put_delta_oi":-2949.0,"dealer_delta":-1716.0,"call_oi":179,"put_oi":36}],"net_dealer_delta":-311716.0,"total_call_delta":351681.0,"total_put_delta":-39964.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":4.579999923706055,"strikes":[{"strike":5.0,"moneyness":1.0917,"type":"call","iv":0.9201,"delta":0.5627,"oi":573},{"strike":5.0,"moneyness":1.0917,"type":"put","iv":0.8398,"delta":-0.4518,"oi":167},{"strike":7.5,"moneyness":1.6376,"type":"call","iv":1.2908,"delta":0.4205,"oi":336}]},{"expiration":"10/16/2026","underlying_price":4.579999923706055,"strikes":[{"strike":5.0,"moneyness":1.0917,"type":"call","iv":0.9521,"delta":0.3483,"oi":2508},{"strike":5.0,"moneyness":1.0917,"type":"put","iv":0.4715,"delta":-0.8224,"oi":295},{"strike":7.5,"moneyness":1.6376,"type":"call","iv":2.0062,"delta":0.1336,"oi":384}]},{"expiration":"11/20/2026","underlying_price":4.579999923706055,"strikes":[{"strike":2.5,"moneyness":0.5459,"type":"call","iv":1.3447,"delta":0.9328,"oi":478},{"strike":5.0,"moneyness":1.0917,"type":"call","iv":1.1382,"delta":0.5029,"oi":3093},{"strike":7.5,"moneyness":1.6376,"type":"call","iv":1.1045,"delta":0.1545,"oi":511},{"strike":10.0,"moneyness":2.1834,"type":"call","iv":2.0627,"delta":0.2538,"oi":158}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3483,"put_delta":-0.8224,"call_gamma":0.449253,"put_gamma":0.638465,"call_theta":-0.0119,"put_theta":-0.0036,"call_vega":0.0032,"put_vega":0.0022,"call_oi":2508,"put_oi":295},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5029,"put_delta":0,"call_gamma":0.211036,"put_gamma":0,"call_theta":-0.0081,"put_theta":0,"call_vega":0.0066,"put_vega":0,"call_oi":3093,"put_oi":0}],"strikes":[5.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-48.07,"put_25d_iv":47.15,"call_25d_iv":95.21,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-45.1,"put_25d_iv":83.98,"call_25d_iv":129.08,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-20.0,"put_vanna":0,"net_vanna":-20.0,"call_oi":478,"put_oi":0},{"strike":5.0,"call_vanna":33.0,"put_vanna":-5.0,"net_vanna":28.0,"call_oi":6174,"put_oi":462},{"strike":7.5,"call_vanna":55.0,"put_vanna":0,"net_vanna":55.0,"call_oi":1231,"put_oi":0},{"strike":10.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":158,"put_oi":0}],"net_vanna":72.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-1087.0,"put_charm":0,"net_charm":-1087.0,"call_oi":478,"put_oi":0},{"strike":5.0,"call_charm":-36359.0,"put_charm":2269.0,"net_charm":-34090.0,"call_oi":5601,"put_oi":295},{"strike":7.5,"call_charm":-2203.0,"put_charm":0,"net_charm":-2203.0,"call_oi":895,"put_oi":0},{"strike":10.0,"call_charm":-344.0,"put_charm":0,"net_charm":-344.0,"call_oi":158,"put_oi":0}],"net_charm":-37724.0,"weekend_delta_shift":-113172.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":92477.0,"put_delta":-25609.0,"net_delta":66867.0,"call_oi":2892,"put_oi":343,"total_oi":3235,"total_volume":187,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":212049.0,"put_delta":-5010.0,"net_delta":207039.0,"call_oi":4240,"put_oi":75,"total_oi":4315,"total_volume":30,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":47027.0,"put_delta":-9345.0,"net_delta":37683.0,"call_oi":930,"put_oi":201,"total_oi":1131,"total_volume":12,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":127.0,"put_delta":0,"net_delta":127.0,"call_oi":2,"put_oi":0,"total_oi":2,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":545,"put_oi":46,"total_oi":591,"bias":"bullish"},{"strike":5.0,"call_volume":200,"put_volume":0,"total_volume":200,"call_oi":6174,"put_oi":502,"total_oi":6676,"bias":"bullish"},{"strike":7.5,"call_volume":24,"put_volume":0,"total_volume":24,"call_oi":1232,"put_oi":35,"total_oi":1267,"bias":"bullish"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":179,"put_oi":36,"total_oi":215,"bias":"neutral"}],"underlying_price":4.579999923706055,"peak_call_strike":5.0,"peak_put_strike":null,"total_call_volume":229,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.09],"y":[14,49,140],"z":[[71.18],[99.29],[88.0]],"levels":[71.2,74.0,76.8,79.6,82.4,85.2,88.0,90.9,93.7,96.5,99.3],"min_iv":71.2,"max_iv":99.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":126.37},{"date":"2026-09-15","iv":117.67},{"date":"2026-09-16","iv":130.58},{"date":"2026-09-17","iv":129.65},{"date":"2026-09-18","iv":131.68},{"date":"2026-09-21","iv":134.9},{"date":"2026-09-22","iv":134.8},{"date":"2026-09-23","iv":133.2},{"date":"2026-09-24","iv":229.2},{"date":"2026-09-25","iv":132.9},{"date":"2026-09-28","iv":134.1},{"date":"2026-09-29","iv":459.1},{"date":"2026-09-30","iv":127.0},{"date":"2026-10-01","iv":143.0},{"date":"2026-10-02","iv":122.2}]}}