{"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":"KRO","summary":{"name":"KRO","price":7.78,"total_oi":1491,"call_oi":1309,"put_oi":182,"pc_ratio":0.139,"net_gex":10504.29,"avg_iv":103.8,"iv_rank":67.2,"iv_52w_high":129.2,"iv_52w_low":51.7,"gamma_flip":null,"max_pain":7.5},"features":{"symbol":"KRO","price":7.78,"total_oi":1491,"analysis_coverage":0.9444,"avg_iv_pct":103.8,"iv_rank":67.2,"iv_52w_high_pct":129.2,"iv_52w_low_pct":51.7,"front_dte":14,"front_atm_iv_pct":79.9092,"back_atm_iv_pct":55.5955,"term_premium_pp":24.3137,"expected_move_front_pct":15.65,"straddle_front_pct":16.07,"straddle_30d_pct":16.07,"risk_reversal_front_pp":-143.77,"risk_reversal_30d_pp":-143.77,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.139,"put_call_oi_front_ratio":0.266,"put_call_volume_front_ratio":0.0,"option_volume":4,"volume_oi_ratio":0.002683,"net_delta_normalized":0.360048,"dealer_delta_normalized":-0.3545,"gex_per_100k_oi":704513.078471,"vanna_per_100k_oi":871.898055,"charm_per_100k_oi":-602816.901408,"weekend_delta_shift_per_100k_oi":-1808517.773307,"iv_surface_range_pp":195.5,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-3.598972,"peak_call_distance_pct":-3.598972,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":4.02,"put_gex":0.0,"net_gex":4.02,"call_oi":24,"put_oi":0},{"strike":5.0,"call_gex":136.53,"put_gex":-56.37,"net_gex":80.16,"call_oi":63,"put_oi":19},{"strike":7.5,"call_gex":8789.55,"put_gex":-2367.99,"net_gex":6421.56,"call_oi":615,"put_oi":160},{"strike":10.0,"call_gex":3115.73,"put_gex":-24.84,"net_gex":3090.89,"call_oi":412,"put_oi":3},{"strike":12.5,"call_gex":781.5,"put_gex":0.0,"net_gex":781.5,"call_oi":162,"put_oi":0},{"strike":15.0,"call_gex":126.15,"put_gex":0.0,"net_gex":126.15,"call_oi":33,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":870.0,"total_value":870.0},{"strike":5.0,"call_value":60.0,"put_value":415.0,"total_value":475.0},{"strike":7.5,"call_value":277.5,"put_value":7.5,"total_value":285.0},{"strike":10.0,"call_value":2032.5,"put_value":0.0,"total_value":2032.5},{"strike":12.5,"call_value":4817.5,"put_value":0.0,"total_value":4817.5},{"strike":15.0,"call_value":8007.5,"put_value":0,"total_value":8007.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":229.7,"strike":5.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":150.5,"strike":3.75},{"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":79.9,"strike":7.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":55.6,"strike":7.5},{"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":232.9,"strike":10.83},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":69.4,"strike":10.0},{"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":2,"total_oi":79},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":624},{"expiration":"02/19/2027","dte":140,"iv":0.325,"contract_count":2,"total_oi":65},{"expiration":"05/21/2027","dte":231,"iv":0.055,"contract_count":1,"total_oi":7}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":15.65,"expected_move_2std":31.3,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":20.37,"expected_move_2std":40.73,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":39.32,"expected_move_2std":78.64,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":45.28,"expected_move_2std":90.57,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":203,"put_oi":54,"total_oi":257,"pc_ratio":0.266,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":757,"put_oi":125,"total_oi":882,"pc_ratio":0.165,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":337,"put_oi":3,"total_oi":340,"pc_ratio":0.009,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":12,"put_oi":0,"total_oi":12,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":1892.0,"put_delta_oi":0,"dealer_delta":-1892.0,"call_oi":19,"put_oi":0},{"strike":5.0,"call_delta_oi":4140.0,"put_delta_oi":-284.0,"dealer_delta":-3856.0,"call_oi":45,"put_oi":19},{"strike":7.5,"call_delta_oi":38364.0,"put_delta_oi":-6075.0,"dealer_delta":-32289.0,"call_oi":615,"put_oi":160},{"strike":10.0,"call_delta_oi":11663.0,"put_delta_oi":-248.0,"dealer_delta":-11415.0,"call_oi":412,"put_oi":3},{"strike":12.5,"call_delta_oi":2756.0,"put_delta_oi":0,"dealer_delta":-2756.0,"call_oi":162,"put_oi":0},{"strike":15.0,"call_delta_oi":648.0,"put_delta_oi":0,"dealer_delta":-648.0,"call_oi":33,"put_oi":0}],"net_dealer_delta":-52856.0,"total_call_delta":59462.0,"total_put_delta":-6607.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":7.78000020980835,"strikes":[{"strike":12.5,"moneyness":1.6067,"type":"call","iv":0.6124,"delta":0.1532,"oi":148}]},{"expiration":"10/16/2026","underlying_price":7.78000020980835,"strikes":[{"strike":10.0,"moneyness":1.2853,"type":"call","iv":2.5002,"delta":0.3848,"oi":157}]},{"expiration":"11/20/2026","underlying_price":7.78000020980835,"strikes":[{"strike":7.5,"moneyness":0.964,"type":"call","iv":0.569,"delta":0.6209,"oi":519},{"strike":7.5,"moneyness":0.964,"type":"put","iv":0.5427,"delta":-0.3771,"oi":105},{"strike":10.0,"moneyness":1.2853,"type":"call","iv":0.6716,"delta":0.1878,"oi":201}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3857,"call_gamma":0,"put_gamma":0.245149,"call_theta":0,"put_theta":-0.0225,"call_vega":0,"put_vega":0.0056,"call_oi":0,"put_oi":52},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3848,"put_delta":0,"call_gamma":0.104112,"put_gamma":0,"call_theta":-0.0542,"put_theta":0,"call_vega":0.0056,"put_vega":0,"call_oi":157,"put_oi":0},{"strike":7.5,"dte":49,"expiration":"11/20/2026","call_delta":0.6209,"put_delta":-0.3771,"call_gamma":0.237008,"put_gamma":0.248093,"call_theta":-0.0068,"put_theta":-0.0057,"call_vega":0.0107,"put_vega":0.0107,"call_oi":519,"put_oi":105},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1878,"put_delta":0,"call_gamma":0.142196,"put_gamma":0,"call_theta":-0.0055,"put_theta":0,"call_vega":0.0076,"put_vega":0,"call_oi":201,"put_oi":0}],"strikes":[7.5,10.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-143.77,"put_25d_iv":106.25,"call_25d_iv":250.02,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-12.89,"put_25d_iv":54.27,"call_25d_iv":67.16,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":-21.0,"put_vanna":4.0,"net_vanna":-17.0,"call_oi":581,"put_oi":157},{"strike":10.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":358,"put_oi":0},{"strike":12.5,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":148,"put_oi":0}],"net_vanna":13.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":-1640.0,"put_charm":1346.0,"net_charm":-294.0,"call_oi":519,"put_oi":157},{"strike":10.0,"call_charm":-8694.0,"put_charm":0,"net_charm":-8694.0,"call_oi":358,"put_oi":0}],"net_charm":-8988.0,"weekend_delta_shift":-26965.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":8808.0,"put_delta":-2110.0,"net_delta":6699.0,"call_oi":203,"put_oi":54,"total_oi":257,"total_volume":4,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":37892.0,"put_delta":-4387.0,"net_delta":33504.0,"call_oi":739,"put_oi":125,"total_oi":864,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":12118.0,"put_delta":-110.0,"net_delta":12008.0,"call_oi":332,"put_oi":3,"total_oi":335,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":644.0,"put_delta":0,"net_delta":644.0,"call_oi":12,"put_oi":0,"total_oi":12,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":7.5,"straddle_price":1.25,"straddle_pct":16.07,"implied_move":16.07,"avg_iv":55.6}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":0,"total_oi":24,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":19,"total_oi":82,"bias":"neutral"},{"strike":7.5,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":615,"put_oi":160,"total_oi":775,"bias":"bullish"},{"strike":10.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":412,"put_oi":3,"total_oi":415,"bias":"bullish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":162,"put_oi":0,"total_oi":162,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":0,"total_oi":33,"bias":"neutral"}],"underlying_price":7.78000020980835,"peak_call_strike":7.5,"peak_put_strike":null,"total_call_volume":4,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.96,1.28],"y":[14,49,140],"z":[[79.9,250.02],[55.59,67.16],[54.51,62.19]],"levels":[54.5,74.1,93.6,113.2,132.7,152.3,171.8,191.4,210.9,230.5,250.0],"min_iv":54.5,"max_iv":250.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":104.3},{"date":"2026-09-15","iv":105.75},{"date":"2026-09-16","iv":129.2},{"date":"2026-09-17","iv":122.21},{"date":"2026-09-18","iv":125.71},{"date":"2026-09-21","iv":83.38},{"date":"2026-09-22","iv":51.7},{"date":"2026-09-23","iv":101.8},{"date":"2026-09-24","iv":114.5},{"date":"2026-09-25","iv":77.5},{"date":"2026-09-28","iv":101.3},{"date":"2026-09-29","iv":103.5},{"date":"2026-09-30","iv":128.1},{"date":"2026-10-01","iv":117.7},{"date":"2026-10-02","iv":103.8}]}}