{"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":"JRVR","summary":{"name":"JRVR","price":3.49,"total_oi":2751,"call_oi":1600,"put_oi":1151,"pc_ratio":0.719,"net_gex":-23.46,"avg_iv":120.5,"iv_rank":11.1,"iv_52w_high":185.1,"iv_52w_low":112.4,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"JRVR","price":3.49,"total_oi":2751,"analysis_coverage":0.7778,"avg_iv_pct":120.5,"iv_rank":11.1,"iv_52w_high_pct":185.1,"iv_52w_low_pct":112.4,"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":-135.7,"risk_reversal_30d_pp":-135.7,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.719,"put_call_oi_front_ratio":0.009,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":-0.109506,"dealer_delta_normalized":0.103937,"gex_per_100k_oi":-852.780807,"vanna_per_100k_oi":-2144.674664,"charm_per_100k_oi":-115448.927663,"weekend_delta_shift_per_100k_oi":-346346.782988,"iv_surface_range_pp":68.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":43.266476,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":364.68,"put_gex":0.0,"net_gex":364.68,"call_oi":312,"put_oi":4},{"strike":5.0,"call_gex":2632.05,"put_gex":-3008.01,"net_gex":-375.96,"call_oi":1215,"put_oi":1065},{"strike":7.5,"call_gex":107.2,"put_gex":-120.43,"net_gex":-13.23,"call_oi":72,"put_oi":82},{"strike":12.5,"call_gex":1.05,"put_gex":0.0,"net_gex":1.05,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":3072.5,"total_value":3072.5},{"strike":5.0,"call_value":780.0,"put_value":205.0,"total_value":985.0},{"strike":7.5,"call_value":4597.5,"put_value":0.0,"total_value":4597.5},{"strike":12.5,"call_value":12592.5,"put_value":0,"total_value":12592.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":157.2,"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":88.9,"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":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":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":259.6,"strike":5.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":185.7,"strike":7.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":111,"put_oi":1,"total_oi":112,"pc_ratio":0.009,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":925,"put_oi":405,"total_oi":1330,"pc_ratio":0.438,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":291,"put_oi":690,"total_oi":981,"pc_ratio":2.371,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":273,"put_oi":55,"total_oi":328,"pc_ratio":0.201,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":15751.0,"put_delta_oi":0,"dealer_delta":-15751.0,"call_oi":176,"put_oi":0},{"strike":5.0,"call_delta_oi":48611.0,"put_delta_oi":-88482.0,"dealer_delta":39871.0,"call_oi":1215,"put_oi":1065},{"strike":7.5,"call_delta_oi":2163.0,"put_delta_oi":-6663.0,"dealer_delta":4499.0,"call_oi":72,"put_oi":82},{"strike":12.5,"call_delta_oi":26.0,"put_delta_oi":0,"dealer_delta":-26.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":28593.0,"total_call_delta":66552.0,"total_put_delta":-95145.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":3.490000009536743,"strikes":[{"strike":5.0,"moneyness":1.4327,"type":"call","iv":1.4965,"delta":0.5358,"oi":288},{"strike":5.0,"moneyness":1.4327,"type":"put","iv":0.4914,"delta":-0.8366,"oi":685}]},{"expiration":"05/21/2027","underlying_price":3.490000009536743,"strikes":[{"strike":5.0,"moneyness":1.4327,"type":"call","iv":0.5729,"delta":0.307,"oi":138}]},{"expiration":"10/16/2026","underlying_price":3.490000009536743,"strikes":[{"strike":2.5,"moneyness":0.7163,"type":"call","iv":1.5718,"delta":0.8994,"oi":111}]},{"expiration":"11/20/2026","underlying_price":3.490000009536743,"strikes":[{"strike":5.0,"moneyness":1.4327,"type":"call","iv":1.5643,"delta":0.3668,"oi":789},{"strike":5.0,"moneyness":1.4327,"type":"put","iv":0.8924,"delta":-0.8243,"oi":349}]}],"greeks_heatmap":{"data":[{"strike":2.5,"dte":14,"expiration":"10/16/2026","call_delta":0.8994,"put_delta":0,"call_gamma":0.170278,"put_gamma":0,"call_theta":-0.0073,"put_theta":0,"call_vega":0.0012,"put_vega":0,"call_oi":111,"put_oi":0},{"strike":2.5,"dte":49,"expiration":"11/20/2026","call_delta":0.8874,"put_delta":0,"call_gamma":0.169839,"put_gamma":0,"call_theta":-0.0025,"put_theta":0,"call_vega":0.0024,"put_vega":0,"call_oi":65,"put_oi":0}],"strikes":[2.5],"dtes":[14,49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":-135.7,"put_25d_iv":89.24,"call_25d_iv":224.94,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-100.51,"put_25d_iv":49.14,"call_25d_iv":149.65,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":176,"put_oi":0},{"strike":5.0,"call_vanna":38.0,"put_vanna":-91.0,"net_vanna":-53.0,"call_oi":1215,"put_oi":1034},{"strike":7.5,"call_vanna":4.0,"put_vanna":-3.0,"net_vanna":0.0,"call_oi":70,"put_oi":52}],"net_vanna":-59.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-1997.0,"put_charm":0,"net_charm":-1997.0,"call_oi":176,"put_oi":0},{"strike":5.0,"call_charm":-1697.0,"put_charm":540.0,"net_charm":-1156.0,"call_oi":789,"put_oi":349},{"strike":7.5,"call_charm":-163.0,"put_charm":140.0,"net_charm":-23.0,"call_oi":70,"put_oi":52}],"net_charm":-3176.0,"weekend_delta_shift":-9528.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":9983.0,"put_delta":-69.0,"net_delta":9915.0,"call_oi":111,"put_oi":1,"total_oi":112,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":36839.0,"put_delta":-33153.0,"net_delta":3686.0,"call_oi":925,"put_oi":401,"total_oi":1326,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":15493.0,"put_delta":-57732.0,"net_delta":-42239.0,"call_oi":290,"put_oi":690,"total_oi":980,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":4237.0,"put_delta":-4191.0,"net_delta":46.0,"call_oi":138,"put_oi":55,"total_oi":193,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":312,"put_oi":4,"total_oi":316,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1215,"put_oi":1065,"total_oi":2280,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":72,"put_oi":82,"total_oi":154,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":3.490000009536743,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.72],"y":[14,49],"z":[[157.18],[88.94]],"levels":[88.9,95.8,102.6,109.4,116.2,123.1,129.9,136.7,143.5,150.4,157.2],"min_iv":88.9,"max_iv":157.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":148.82},{"date":"2026-09-15","iv":130.52},{"date":"2026-09-16","iv":137.23},{"date":"2026-09-17","iv":124.08},{"date":"2026-09-18","iv":133.44},{"date":"2026-09-21","iv":159.5},{"date":"2026-09-22","iv":173.5},{"date":"2026-09-23","iv":142.2},{"date":"2026-09-24","iv":185.1},{"date":"2026-09-25","iv":131.1},{"date":"2026-09-28","iv":184.1},{"date":"2026-09-29","iv":148.6},{"date":"2026-09-30","iv":112.4},{"date":"2026-10-01","iv":138.5},{"date":"2026-10-02","iv":120.5}]}}