{"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":"LESL","summary":{"name":"LESL","price":0.15,"total_oi":38041,"call_oi":9187,"put_oi":28854,"pc_ratio":3.141,"net_gex":-460.52,"avg_iv":1000.1,"iv_rank":75.5,"iv_52w_high":1231.9,"iv_52w_low":284.15,"gamma_flip":null,"max_pain":1.5},"features":{"symbol":"LESL","price":0.15,"total_oi":38041,"analysis_coverage":0.6667,"avg_iv_pct":1000.1,"iv_rank":75.5,"iv_52w_high_pct":1231.9,"iv_52w_low_pct":284.15,"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":3.77,"risk_reversal_30d_pp":3.77,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":3.141,"put_call_oi_front_ratio":0.753,"put_call_volume_front_ratio":0.0,"option_volume":514,"volume_oi_ratio":0.013512,"net_delta_normalized":-0.08232,"dealer_delta_normalized":0.082292,"gex_per_100k_oi":-1210.588575,"vanna_per_100k_oi":4019.347546,"charm_per_100k_oi":21631.923451,"weekend_delta_shift_per_100k_oi":64898.399096,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":900.0,"peak_call_distance_pct":233.333333,"peak_put_distance_pct":233.333333},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":19.83,"put_gex":-432.75,"net_gex":-412.92,"call_oi":2819,"put_oi":23088},{"strike":1.0,"call_gex":10.04,"put_gex":-43.41,"net_gex":-33.37,"call_oi":602,"put_oi":1711},{"strike":1.5,"call_gex":0.03,"put_gex":-53.47,"net_gex":-53.44,"call_oi":1151,"put_oi":1784},{"strike":2.0,"call_gex":1.93,"put_gex":-1.82,"net_gex":0.11,"call_oi":88,"put_oi":69},{"strike":2.5,"call_gex":4.6,"put_gex":-49.5,"net_gex":-44.9,"call_oi":209,"put_oi":2172},{"strike":5.0,"call_gex":40.1,"put_gex":-0.34,"net_gex":39.76,"call_oi":1793,"put_oi":20},{"strike":7.5,"call_gex":8.28,"put_gex":0.0,"net_gex":8.28,"call_oi":403,"put_oi":0},{"strike":10.0,"call_gex":3.06,"put_gex":0.0,"net_gex":3.06,"call_oi":308,"put_oi":10},{"strike":12.5,"call_gex":0.5,"put_gex":0.0,"net_gex":0.5,"call_oi":31,"put_oi":0},{"strike":15.0,"call_gex":25.42,"put_gex":0.0,"net_gex":25.42,"call_oi":1336,"put_oi":0},{"strike":17.5,"call_gex":0.15,"put_gex":0.0,"net_gex":0.15,"call_oi":8,"put_oi":0},{"strike":20.0,"call_gex":6.83,"put_gex":0.0,"net_gex":6.83,"call_oi":439,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":7272.0,"total_value":7272.0},{"strike":1.0,"call_value":1409.5,"put_value":4389.0,"total_value":5798.5},{"strike":1.5,"call_value":3120.0,"put_value":2361.5,"total_value":5481.5},{"strike":2.0,"call_value":5406.0,"put_value":1226.0,"total_value":6632.0},{"strike":2.5,"call_value":7736.0,"put_value":125.0,"total_value":7861.0},{"strike":5.0,"call_value":19908.5,"put_value":50.0,"total_value":19958.5},{"strike":7.5,"call_value":36563.5,"put_value":25.0,"total_value":36588.5},{"strike":10.0,"call_value":54226.0,"put_value":0.0,"total_value":54226.0},{"strike":12.5,"call_value":72658.5,"put_value":0.0,"total_value":72658.5},{"strike":15.0,"call_value":91168.5,"put_value":0.0,"total_value":91168.5},{"strike":17.5,"call_value":113018.5,"put_value":0.0,"total_value":113018.5},{"strike":20.0,"call_value":134888.5,"put_value":0,"total_value":134888.5}],"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":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":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":494.3,"strike":1.5},{"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":2113,"put_oi":1591,"total_oi":3704,"pc_ratio":0.753,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":4402,"put_oi":10276,"total_oi":14678,"pc_ratio":2.334,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":2579,"put_oi":14557,"total_oi":17136,"pc_ratio":5.644,"pc_ratio_volume":24.0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":93,"put_oi":2430,"total_oi":2523,"pc_ratio":26.129,"pc_ratio_volume":13.8,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":255680.0,"put_delta_oi":-560621.0,"dealer_delta":304940.0,"call_oi":2819,"put_oi":23088},{"strike":1.0,"call_delta_oi":44340.0,"put_delta_oi":-86592.0,"dealer_delta":42252.0,"call_oi":602,"put_oi":1711},{"strike":1.5,"call_delta_oi":115058.0,"put_delta_oi":-124679.0,"dealer_delta":9621.0,"call_oi":1151,"put_oi":1784},{"strike":2.0,"call_delta_oi":5051.0,"put_delta_oi":-4154.0,"dealer_delta":-897.0,"call_oi":88,"put_oi":66},{"strike":2.5,"call_delta_oi":8657.0,"put_delta_oi":-109524.0,"dealer_delta":100866.0,"call_oi":209,"put_oi":2172},{"strike":5.0,"call_delta_oi":56047.0,"put_delta_oi":-677.0,"dealer_delta":-55370.0,"call_oi":1793,"put_oi":20},{"strike":7.5,"call_delta_oi":12418.0,"put_delta_oi":0,"dealer_delta":-12418.0,"call_oi":403,"put_oi":0},{"strike":10.0,"call_delta_oi":19976.0,"put_delta_oi":0,"dealer_delta":-19976.0,"call_oi":308,"put_oi":0},{"strike":12.5,"call_delta_oi":1278.0,"put_delta_oi":0,"dealer_delta":-1278.0,"call_oi":31,"put_oi":0},{"strike":15.0,"call_delta_oi":37509.0,"put_delta_oi":0,"dealer_delta":-37509.0,"call_oi":1336,"put_oi":0},{"strike":17.5,"call_delta_oi":214.0,"put_delta_oi":0,"dealer_delta":-214.0,"call_oi":8,"put_oi":0},{"strike":20.0,"call_delta_oi":16970.0,"put_delta_oi":0,"dealer_delta":-16970.0,"call_oi":439,"put_oi":0}],"net_dealer_delta":313046.0,"total_call_delta":573200.0,"total_put_delta":-886246.0,"bias":"bullish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":0.14569999277591705,"strikes":[{"strike":0.5,"moneyness":3.4317,"type":"call","iv":2.7057,"delta":0.5422,"oi":571},{"strike":1.0,"moneyness":6.8634,"type":"put","iv":2.2098,"delta":-0.7639,"oi":694},{"strike":1.5,"moneyness":10.2951,"type":"put","iv":2.7434,"delta":-0.6989,"oi":1783}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[{"expiration":"02/19/2027","dte":140,"risk_reversal":3.77,"put_25d_iv":274.34,"call_25d_iv":270.57,"put_25d_strike":1.5,"call_25d_strike":0.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-12.0,"put_vanna":1623.0,"net_vanna":1611.0,"call_oi":2819,"put_oi":23088},{"strike":1.0,"call_vanna":-50.0,"put_vanna":-22.0,"net_vanna":-72.0,"call_oi":601,"put_oi":1702},{"strike":1.5,"call_vanna":-1.0,"put_vanna":-152.0,"net_vanna":-153.0,"call_oi":1111,"put_oi":1783},{"strike":2.0,"call_vanna":0.0,"put_vanna":-4.0,"net_vanna":-4.0,"call_oi":68,"put_oi":65},{"strike":2.5,"call_vanna":9.0,"put_vanna":-63.0,"net_vanna":-54.0,"call_oi":174,"put_oi":2172},{"strike":5.0,"call_vanna":79.0,"put_vanna":0,"net_vanna":79.0,"call_oi":1793,"put_oi":0},{"strike":7.5,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":386,"put_oi":0},{"strike":10.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":308,"put_oi":0},{"strike":15.0,"call_vanna":73.0,"put_vanna":0,"net_vanna":73.0,"call_oi":1315,"put_oi":0},{"strike":20.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":439,"put_oi":0}],"net_vanna":1529.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":0.5,"call_charm":-277.0,"put_charm":9486.0,"net_charm":9209.0,"call_oi":2156,"put_oi":10931},{"strike":1.0,"call_charm":-204.0,"put_charm":239.0,"net_charm":35.0,"call_oi":133,"put_oi":608},{"strike":2.0,"call_charm":-35.0,"put_charm":0,"net_charm":-35.0,"call_oi":68,"put_oi":0},{"strike":2.5,"call_charm":-39.0,"put_charm":4.0,"net_charm":-34.0,"call_oi":174,"put_oi":311},{"strike":5.0,"call_charm":-394.0,"put_charm":0,"net_charm":-394.0,"call_oi":1689,"put_oi":0},{"strike":7.5,"call_charm":-93.0,"put_charm":0,"net_charm":-93.0,"call_oi":386,"put_oi":0},{"strike":10.0,"call_charm":-36.0,"put_charm":0,"net_charm":-36.0,"call_oi":149,"put_oi":0},{"strike":15.0,"call_charm":-329.0,"put_charm":0,"net_charm":-329.0,"call_oi":1315,"put_oi":0},{"strike":20.0,"call_charm":-93.0,"put_charm":0,"net_charm":-93.0,"call_oi":367,"put_oi":0}],"net_charm":8229.0,"weekend_delta_shift":24688.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":207225.0,"put_delta":-76796.0,"net_delta":130428.0,"call_oi":2113,"put_oi":1590,"total_oi":3703,"total_volume":23,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":136945.0,"put_delta":-331062.0,"net_delta":-194117.0,"call_oi":4402,"put_oi":10276,"total_oi":14678,"total_volume":0,"bias":"bearish"},{"expiration":"02/19/2027","dte":140,"call_delta":219734.0,"put_delta":-465362.0,"net_delta":-245628.0,"call_oi":2579,"put_oi":14547,"total_oi":17126,"total_volume":300,"bias":"bearish"},{"expiration":"05/21/2027","dte":231,"call_delta":9297.0,"put_delta":-13026.0,"net_delta":-3730.0,"call_oi":93,"put_oi":2428,"total_oi":2521,"total_volume":108,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":15,"put_volume":177,"total_volume":192,"call_oi":2819,"put_oi":23088,"total_oi":25907,"bias":"bearish"},{"strike":1.0,"call_volume":7,"put_volume":59,"total_volume":66,"call_oi":602,"put_oi":1711,"total_oi":2313,"bias":"bearish"},{"strike":1.5,"call_volume":0,"put_volume":79,"total_volume":79,"call_oi":1151,"put_oi":1784,"total_oi":2935,"bias":"bearish"},{"strike":2.0,"call_volume":0,"put_volume":177,"total_volume":177,"call_oi":88,"put_oi":69,"total_oi":157,"bias":"bearish"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":209,"put_oi":2172,"total_oi":2381,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1793,"put_oi":20,"total_oi":1813,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":403,"put_oi":0,"total_oi":403,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":308,"put_oi":10,"total_oi":318,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":0,"total_oi":31,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1336,"put_oi":0,"total_oi":1336,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":439,"put_oi":0,"total_oi":439,"bias":"neutral"}],"underlying_price":0.14569999277591705,"peak_call_strike":0.5,"peak_put_strike":0.5,"total_call_volume":22,"total_put_volume":492,"volume_pc_ratio":22.364},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":313.45},{"date":"2026-09-15","iv":284.15},{"date":"2026-09-16","iv":315.72},{"date":"2026-09-17","iv":297.17},{"date":"2026-09-18","iv":323.14},{"date":"2026-09-21","iv":320.32},{"date":"2026-09-22","iv":690.1},{"date":"2026-09-23","iv":715.2},{"date":"2026-09-24","iv":750.1},{"date":"2026-09-25","iv":766.6},{"date":"2026-09-28","iv":840.0},{"date":"2026-09-29","iv":985.9},{"date":"2026-09-30","iv":1179.9},{"date":"2026-10-01","iv":1231.9},{"date":"2026-10-02","iv":1000.1}]}}