{"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":"LCTX","summary":{"name":"LCTX","price":0.93,"total_oi":7327,"call_oi":7151,"put_oi":176,"pc_ratio":0.025,"net_gex":3917.04,"avg_iv":248.8,"iv_rank":71.7,"iv_52w_high":277.9,"iv_52w_low":174.97,"gamma_flip":null,"max_pain":1.0},"features":{"symbol":"LCTX","price":0.93,"total_oi":7327,"analysis_coverage":0.8333,"avg_iv_pct":248.8,"iv_rank":71.7,"iv_52w_high_pct":277.9,"iv_52w_low_pct":174.97,"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":-92.89,"risk_reversal_30d_pp":-92.89,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.025,"put_call_oi_front_ratio":0.001,"put_call_volume_front_ratio":0.0,"option_volume":222,"volume_oi_ratio":0.030299,"net_delta_normalized":0.357268,"dealer_delta_normalized":-0.356925,"gex_per_100k_oi":53460.352122,"vanna_per_100k_oi":2743.278286,"charm_per_100k_oi":-130721.987171,"weekend_delta_shift_per_100k_oi":-392152.313362,"iv_surface_range_pp":2.7,"gamma_flip_distance_pct":null,"max_pain_distance_pct":7.526882,"peak_call_distance_pct":115.053763,"peak_put_distance_pct":7.526882},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":20.47,"put_gex":-0.04,"net_gex":20.43,"call_oi":114,"put_oi":8},{"strike":1.0,"call_gex":1563.7,"put_gex":-95.92,"net_gex":1467.77,"call_oi":1368,"put_oi":148},{"strike":1.5,"call_gex":1355.07,"put_gex":-8.66,"net_gex":1346.41,"call_oi":2927,"put_oi":18},{"strike":2.0,"call_gex":998.0,"put_gex":-0.7,"net_gex":997.29,"call_oi":2471,"put_oi":2},{"strike":2.5,"call_gex":81.52,"put_gex":0.0,"net_gex":81.52,"call_oi":243,"put_oi":0},{"strike":7.5,"call_gex":3.62,"put_gex":0.0,"net_gex":3.62,"call_oi":28,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":95.0,"total_value":95.0},{"strike":1.0,"call_value":57.0,"put_value":11.0,"total_value":68.0},{"strike":1.5,"call_value":798.0,"put_value":1.0,"total_value":799.0},{"strike":2.0,"call_value":3002.5,"put_value":0.0,"total_value":3002.5},{"strike":2.5,"call_value":6442.5,"put_value":0.0,"total_value":6442.5},{"strike":7.5,"call_value":42057.5,"put_value":0,"total_value":42057.5}],"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":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":234.0,"strike":0.5},{"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":96.1,"strike":1.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":333.4,"strike":1.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":222.0,"strike":1.0},{"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":276.2,"strike":1.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":178.0,"strike":1.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":192.2,"strike":1.9}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":807},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":1,"total_oi":80},{"expiration":"03/19/2027","dte":168,"iv":0.8233,"contract_count":2,"total_oi":280}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2960,"put_oi":3,"total_oi":2963,"pc_ratio":0.001,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":10,"put_oi":1,"total_oi":11,"pc_ratio":0.1,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":2431,"put_oi":101,"total_oi":2532,"pc_ratio":0.042,"pc_ratio_volume":0.909,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1750,"put_oi":71,"total_oi":1821,"pc_ratio":0.041,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":9917.0,"put_delta_oi":-6.0,"dealer_delta":-9911.0,"call_oi":114,"put_oi":1},{"strike":1.0,"call_delta_oi":72771.0,"put_delta_oi":-6318.0,"dealer_delta":-66453.0,"call_oi":1368,"put_oi":148},{"strike":1.5,"call_delta_oi":111599.0,"put_delta_oi":-1412.0,"dealer_delta":-110187.0,"call_oi":2927,"put_oi":18},{"strike":2.0,"call_delta_oi":66424.0,"put_delta_oi":-176.0,"dealer_delta":-66248.0,"call_oi":2471,"put_oi":2},{"strike":2.5,"call_delta_oi":6808.0,"put_delta_oi":0,"dealer_delta":-6808.0,"call_oi":243,"put_oi":0},{"strike":7.5,"call_delta_oi":1912.0,"put_delta_oi":0,"dealer_delta":-1912.0,"call_oi":28,"put_oi":0}],"net_dealer_delta":-261519.0,"total_call_delta":269431.0,"total_put_delta":-7912.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":0.9302999973297119,"strikes":[{"strike":1.0,"moneyness":1.0749,"type":"call","iv":1.1936,"delta":0.6324,"oi":214},{"strike":1.5,"moneyness":1.6124,"type":"call","iv":1.3506,"delta":0.4821,"oi":217},{"strike":2.0,"moneyness":2.1498,"type":"call","iv":1.0766,"delta":0.2546,"oi":1259}]},{"expiration":"10/16/2026","underlying_price":0.9302999973297119,"strikes":[{"strike":1.0,"moneyness":1.0749,"type":"call","iv":1.0971,"delta":0.4059,"oi":806},{"strike":1.5,"moneyness":1.6124,"type":"call","iv":2.5986,"delta":0.234,"oi":1954}]},{"expiration":"12/18/2026","underlying_price":0.9302999973297119,"strikes":[{"strike":2.0,"moneyness":2.1498,"type":"call","iv":1.7844,"delta":0.3008,"oi":1012},{"strike":2.5,"moneyness":2.6873,"type":"call","iv":2.0449,"delta":0.2798,"oi":242}]}],"greeks_heatmap":{"data":[{"strike":1.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4059,"put_delta":0,"call_gamma":2.013289,"put_gamma":0,"call_theta":-0.0029,"put_theta":0,"call_vega":0.0007,"put_vega":0,"call_oi":806,"put_oi":0},{"strike":1.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7632,"put_delta":-0.4482,"call_gamma":0.218751,"put_gamma":0.835005,"call_theta":-0.0029,"put_theta":-0.0012,"call_vega":0.0013,"put_vega":0.0017,"call_oi":343,"put_oi":80}],"strikes":[1.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":-92.89,"put_25d_iv":111.6,"call_25d_iv":204.49,"put_25d_strike":1.0,"call_25d_strike":2.5,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":-9.3,"put_25d_iv":98.36,"call_25d_iv":107.66,"put_25d_strike":1.0,"call_25d_strike":2.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":83,"put_oi":0},{"strike":1.0,"call_vanna":-29.0,"put_vanna":5.0,"net_vanna":-24.0,"call_oi":1363,"put_oi":146},{"strike":1.5,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":2922,"put_oi":0},{"strike":2.0,"call_vanna":204.0,"put_vanna":0,"net_vanna":204.0,"call_oi":2471,"put_oi":0},{"strike":2.5,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":242,"put_oi":0}],"net_vanna":201.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.0,"call_charm":-2483.0,"put_charm":0,"net_charm":-2483.0,"call_oi":806,"put_oi":0},{"strike":1.5,"call_charm":-6435.0,"put_charm":0,"net_charm":-6435.0,"call_oi":1954,"put_oi":0},{"strike":2.0,"call_charm":-659.0,"put_charm":0,"net_charm":-659.0,"call_oi":200,"put_oi":0}],"net_charm":-9578.0,"weekend_delta_shift":-28733.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":82364.0,"put_delta":-152.0,"net_delta":82212.0,"call_oi":2960,"put_oi":3,"total_oi":2963,"total_volume":10,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":516.0,"put_delta":-27.0,"net_delta":489.0,"call_oi":10,"put_oi":1,"total_oi":11,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":125855.0,"put_delta":-4838.0,"net_delta":121017.0,"call_oi":2431,"put_oi":94,"total_oi":2525,"total_volume":210,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":60696.0,"put_delta":-2894.0,"net_delta":57802.0,"call_oi":1750,"put_oi":71,"total_oi":1821,"total_volume":2,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":114,"put_oi":8,"total_oi":122,"bias":"bullish"},{"strike":1.0,"call_volume":12,"put_volume":100,"total_volume":112,"call_oi":1368,"put_oi":148,"total_oi":1516,"bias":"bearish"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2927,"put_oi":18,"total_oi":2945,"bias":"neutral"},{"strike":2.0,"call_volume":100,"put_volume":0,"total_volume":100,"call_oi":2471,"put_oi":2,"total_oi":2473,"bias":"bullish"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":243,"put_oi":0,"total_oi":243,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"}],"underlying_price":0.9302999973297119,"peak_call_strike":2.0,"peak_put_strike":1.0,"total_call_volume":122,"total_put_volume":100,"volume_pc_ratio":0.82},"iv_contours":{"x":[1.07],"y":[14,77,168],"z":[[109.71],[111.6],[108.86]],"levels":[108.9,109.1,109.4,109.7,110.0,110.2,110.5,110.8,111.1,111.3,111.6],"min_iv":108.9,"max_iv":111.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":174.97},{"date":"2026-09-15","iv":214.73},{"date":"2026-09-16","iv":206.28},{"date":"2026-09-17","iv":224.07},{"date":"2026-09-18","iv":203.16},{"date":"2026-09-21","iv":197.14},{"date":"2026-09-22","iv":239.5},{"date":"2026-09-23","iv":235.4},{"date":"2026-09-24","iv":267.0},{"date":"2026-09-25","iv":235.9},{"date":"2026-09-28","iv":239.5},{"date":"2026-09-29","iv":277.9},{"date":"2026-09-30","iv":231.6},{"date":"2026-10-01","iv":245.6},{"date":"2026-10-02","iv":248.8}]}}