{"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":"KRNY","summary":{"name":"KRNY","price":9.32,"total_oi":266,"call_oi":255,"put_oi":11,"pc_ratio":0.043,"net_gex":252.74,"avg_iv":135.8,"iv_rank":62.0,"iv_52w_high":178.8,"iv_52w_low":65.51,"gamma_flip":8.84,"max_pain":7.5},"features":{"symbol":"KRNY","price":9.32,"total_oi":266,"analysis_coverage":0.6667,"avg_iv_pct":135.8,"iv_rank":62.0,"iv_52w_high_pct":178.8,"iv_52w_low_pct":65.51,"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":0.043,"put_call_oi_front_ratio":0.125,"put_call_volume_front_ratio":0.0,"option_volume":6,"volume_oi_ratio":0.022556,"net_delta_normalized":0.756392,"dealer_delta_normalized":-0.725075,"gex_per_100k_oi":95015.037594,"vanna_per_100k_oi":-4135.338346,"charm_per_100k_oi":-2356015.037594,"weekend_delta_shift_per_100k_oi":-7068045.112782,"iv_surface_range_pp":null,"gamma_flip_distance_pct":-5.150215,"max_pain_distance_pct":-19.527897,"peak_call_distance_pct":-73.175966,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":0.0,"put_gex":-4.86,"net_gex":-4.86,"call_oi":0,"put_oi":2},{"strike":7.5,"call_gex":0.0,"put_gex":-28.61,"net_gex":-28.61,"call_oi":11,"put_oi":5},{"strike":10.0,"call_gex":171.96,"put_gex":-109.73,"net_gex":62.22,"call_oi":212,"put_oi":4},{"strike":12.5,"call_gex":100.2,"put_gex":0.0,"net_gex":100.2,"call_oi":11,"put_oi":0},{"strike":15.0,"call_gex":123.8,"put_gex":0.0,"net_gex":123.8,"call_oi":21,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":32.5,"total_value":32.5},{"strike":7.5,"call_value":0.0,"put_value":10.0,"total_value":10.0},{"strike":10.0,"call_value":27.5,"put_value":0.0,"total_value":27.5},{"strike":12.5,"call_value":585.0,"put_value":0.0,"total_value":585.0},{"strike":15.0,"call_value":1170.0,"put_value":0,"total_value":1170.0}],"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":242.4,"strike":6.25},{"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":56.4,"strike":10.0},{"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":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":106.4,"strike":13.75},{"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":1.0,"contract_count":1,"total_oi":1},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":2,"total_oi":5}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":8,"put_oi":1,"total_oi":9,"pc_ratio":0.125,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":235,"put_oi":4,"total_oi":239,"pc_ratio":0.017,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":12,"put_oi":6,"total_oi":18,"pc_ratio":0.5,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-21.0,"dealer_delta":21.0,"call_oi":0,"put_oi":2},{"strike":7.5,"call_delta_oi":0,"put_delta_oi":-103.0,"dealer_delta":103.0,"call_oi":0,"put_oi":5},{"strike":10.0,"call_delta_oi":19008.0,"put_delta_oi":-264.0,"dealer_delta":-18744.0,"call_oi":212,"put_oi":4},{"strike":12.5,"call_delta_oi":250.0,"put_delta_oi":0,"dealer_delta":-250.0,"call_oi":11,"put_oi":0},{"strike":15.0,"call_delta_oi":417.0,"put_delta_oi":0,"dealer_delta":-417.0,"call_oi":21,"put_oi":0}],"net_dealer_delta":-19287.0,"total_call_delta":19675.0,"total_put_delta":-388.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.9012,"put_delta":0,"call_gamma":0.007104,"put_gamma":0,"call_theta":-0.0445,"put_theta":0,"call_vega":0.0059,"put_vega":0,"call_oi":210,"put_oi":0}],"strikes":[10.0],"dtes":[49]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":-11.0,"put_vanna":0,"net_vanna":-11.0,"call_oi":210,"put_oi":0}],"net_vanna":-11.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":-6267.0,"put_charm":0,"net_charm":-6267.0,"call_oi":210,"put_oi":0}],"net_charm":-6267.0,"weekend_delta_shift":-18801.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":0,"put_delta":-72.0,"net_delta":-72.0,"call_oi":0,"put_oi":1,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":19367.0,"put_delta":-67.0,"net_delta":19300.0,"call_oi":232,"put_oi":4,"total_oi":236,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":308.0,"put_delta":-248.0,"net_delta":60.0,"call_oi":12,"put_oi":6,"total_oi":18,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":0,"put_oi":0,"total_oi":0,"bias":"bullish"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":5,"total_oi":16,"bias":"neutral"},{"strike":10.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":212,"put_oi":4,"total_oi":216,"bias":"bullish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"}],"underlying_price":9.319999694824219,"peak_call_strike":2.5,"peak_put_strike":null,"total_call_volume":6,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":130.98},{"date":"2026-09-15","iv":115.81},{"date":"2026-09-16","iv":115.24},{"date":"2026-09-17","iv":111.94},{"date":"2026-09-18","iv":65.51},{"date":"2026-09-21","iv":70.78},{"date":"2026-09-22","iv":102.9},{"date":"2026-09-23","iv":79.2},{"date":"2026-09-24","iv":119.0},{"date":"2026-09-25","iv":161.0},{"date":"2026-09-28","iv":104.7},{"date":"2026-09-29","iv":81.0},{"date":"2026-09-30","iv":178.8},{"date":"2026-10-01","iv":125.2},{"date":"2026-10-02","iv":135.8}]}}