{"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":"LEUX","summary":{"name":"LEUX","price":7.21,"total_oi":3121,"call_oi":2726,"put_oi":395,"pc_ratio":0.145,"net_gex":23876.43,"avg_iv":155.3,"iv_rank":0.0,"iv_52w_high":190.77,"iv_52w_low":155.3,"gamma_flip":5.9,"max_pain":8.0},"features":{"symbol":"LEUX","price":7.21,"total_oi":3121,"analysis_coverage":0.8889,"avg_iv_pct":155.3,"iv_rank":0.0,"iv_52w_high_pct":190.77,"iv_52w_low_pct":155.3,"front_dte":14,"front_atm_iv_pct":132.6033,"back_atm_iv_pct":140.1486,"term_premium_pp":-7.5453,"expected_move_front_pct":25.97,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":8.18,"risk_reversal_30d_pp":8.18,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.145,"put_call_oi_front_ratio":0.084,"put_call_volume_front_ratio":5.0,"option_volume":11,"volume_oi_ratio":0.003525,"net_delta_normalized":0.220638,"dealer_delta_normalized":-0.220497,"gex_per_100k_oi":765024.99199,"vanna_per_100k_oi":1537.9686,"charm_per_100k_oi":-1732169.176546,"weekend_delta_shift_per_100k_oi":-5196507.529638,"iv_surface_range_pp":32.8,"gamma_flip_distance_pct":-18.169209,"max_pain_distance_pct":10.957004,"peak_call_distance_pct":24.82663,"peak_put_distance_pct":10.957004},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":0.0,"put_gex":-0.42,"net_gex":-0.42,"call_oi":1,"put_oi":2},{"strike":3.0,"call_gex":1.74,"put_gex":-3.39,"net_gex":-1.65,"call_oi":2,"put_oi":3},{"strike":4.0,"call_gex":9.41,"put_gex":-45.99,"net_gex":-36.58,"call_oi":6,"put_oi":35},{"strike":5.0,"call_gex":4.12,"put_gex":-47.69,"net_gex":-43.57,"call_oi":3,"put_oi":20},{"strike":6.0,"call_gex":151.46,"put_gex":-60.49,"net_gex":90.97,"call_oi":24,"put_oi":16},{"strike":7.0,"call_gex":41.19,"put_gex":-218.52,"net_gex":-177.33,"call_oi":12,"put_oi":28},{"strike":8.0,"call_gex":17259.41,"put_gex":-178.75,"net_gex":17080.67,"call_oi":1606,"put_oi":27},{"strike":9.0,"call_gex":7930.41,"put_gex":-369.73,"net_gex":7560.67,"call_oi":939,"put_oi":45},{"strike":10.0,"call_gex":283.75,"put_gex":-899.19,"net_gex":-615.44,"call_oi":46,"put_oi":147},{"strike":11.0,"call_gex":19.14,"put_gex":-38.0,"net_gex":-18.86,"call_oi":4,"put_oi":9},{"strike":12.0,"call_gex":65.79,"put_gex":-84.24,"net_gex":-18.45,"call_oi":19,"put_oi":22},{"strike":13.0,"call_gex":18.7,"put_gex":-3.76,"net_gex":14.94,"call_oi":5,"put_oi":1},{"strike":14.0,"call_gex":14.16,"put_gex":0.0,"net_gex":14.16,"call_oi":5,"put_oi":0},{"strike":15.0,"call_gex":27.98,"put_gex":-70.13,"net_gex":-42.15,"call_oi":9,"put_oi":22},{"strike":16.0,"call_gex":17.54,"put_gex":0.0,"net_gex":17.54,"call_oi":6,"put_oi":0},{"strike":17.0,"call_gex":0.0,"put_gex":-2.77,"net_gex":-2.77,"call_oi":0,"put_oi":1},{"strike":19.0,"call_gex":10.22,"put_gex":0.0,"net_gex":10.22,"call_oi":4,"put_oi":0},{"strike":20.0,"call_gex":31.99,"put_gex":-14.14,"net_gex":17.85,"call_oi":13,"put_oi":7},{"strike":22.0,"call_gex":15.52,"put_gex":0.0,"net_gex":15.52,"call_oi":7,"put_oi":0},{"strike":25.0,"call_gex":6.09,"put_gex":0.0,"net_gex":6.09,"call_oi":3,"put_oi":0},{"strike":28.0,"call_gex":3.7,"put_gex":0.0,"net_gex":3.7,"call_oi":2,"put_oi":0},{"strike":30.0,"call_gex":17.67,"put_gex":-16.34,"net_gex":1.33,"call_oi":10,"put_oi":10}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":3402.0,"total_value":3402.0},{"strike":3.0,"call_value":2.0,"put_value":2616.0,"total_value":2618.0},{"strike":4.0,"call_value":5.0,"put_value":2226.0,"total_value":2231.0},{"strike":5.0,"call_value":14.0,"put_value":1871.0,"total_value":1885.0},{"strike":6.0,"call_value":26.0,"put_value":1536.0,"total_value":1562.0},{"strike":7.0,"call_value":62.0,"put_value":1217.0,"total_value":1279.0},{"strike":8.0,"call_value":110.0,"put_value":926.0,"total_value":1036.0},{"strike":9.0,"call_value":1764.0,"put_value":662.0,"total_value":2426.0},{"strike":10.0,"call_value":4357.0,"put_value":443.0,"total_value":4800.0},{"strike":11.0,"call_value":6996.0,"put_value":371.0,"total_value":7367.0},{"strike":12.0,"call_value":9639.0,"put_value":308.0,"total_value":9947.0},{"strike":13.0,"call_value":12301.0,"put_value":267.0,"total_value":12568.0},{"strike":14.0,"call_value":14968.0,"put_value":227.0,"total_value":15195.0},{"strike":15.0,"call_value":17640.0,"put_value":187.0,"total_value":17827.0},{"strike":16.0,"call_value":20321.0,"put_value":169.0,"total_value":20490.0},{"strike":17.0,"call_value":23008.0,"put_value":151.0,"total_value":23159.0},{"strike":19.0,"call_value":28382.0,"put_value":117.0,"total_value":28499.0},{"strike":20.0,"call_value":31073.0,"put_value":100.0,"total_value":31173.0},{"strike":22.0,"call_value":36481.0,"put_value":80.0,"total_value":36561.0},{"strike":25.0,"call_value":44614.0,"put_value":50.0,"total_value":44664.0},{"strike":28.0,"call_value":52756.0,"put_value":20.0,"total_value":52776.0},{"strike":30.0,"call_value":58188.0,"put_value":0,"total_value":58188.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":207.1,"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":139.1,"strike":4.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":159.3,"strike":5.0},{"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":132.6,"strike":7.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":140.1,"strike":7.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":142.9,"strike":7.0},{"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":138.6,"strike":8.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":148.7,"strike":8.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":145.4,"strike":8.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":194.6,"strike":11.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":163.5,"strike":14.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":161.2,"strike":17.42}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":14},{"expiration":"11/20/2026","dte":49,"iv":0.733,"contract_count":1,"total_oi":5},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":1,"total_oi":10},{"expiration":"03/19/2027","dte":168,"iv":0.2137,"contract_count":1,"total_oi":11}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":25.97,"expected_move_2std":51.95,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":51.35,"expected_move_2std":102.69,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":65.62,"expected_move_2std":131.24,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":91.46,"expected_move_2std":182.93,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2601,"put_oi":219,"total_oi":2820,"pc_ratio":0.084,"pc_ratio_volume":5.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":6,"put_oi":16,"total_oi":22,"pc_ratio":2.667,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":70,"put_oi":100,"total_oi":170,"pc_ratio":1.429,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":49,"put_oi":60,"total_oi":109,"pc_ratio":1.224,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":0,"put_delta_oi":-4.0,"dealer_delta":4.0,"call_oi":0,"put_oi":2},{"strike":3.0,"call_delta_oi":191.0,"put_delta_oi":-24.0,"dealer_delta":-167.0,"call_oi":2,"put_oi":3},{"strike":4.0,"call_delta_oi":520.0,"put_delta_oi":-465.0,"dealer_delta":-55.0,"call_oi":6,"put_oi":35},{"strike":5.0,"call_delta_oi":162.0,"put_delta_oi":-377.0,"dealer_delta":215.0,"call_oi":2,"put_oi":20},{"strike":6.0,"call_delta_oi":1918.0,"put_delta_oi":-424.0,"dealer_delta":-1494.0,"call_oi":24,"put_oi":16},{"strike":7.0,"call_delta_oi":824.0,"put_delta_oi":-1059.0,"dealer_delta":235.0,"call_oi":12,"put_oi":28},{"strike":8.0,"call_delta_oi":63383.0,"put_delta_oi":-1321.0,"dealer_delta":-62062.0,"call_oi":1606,"put_oi":27},{"strike":9.0,"call_delta_oi":23268.0,"put_delta_oi":-3289.0,"dealer_delta":-19979.0,"call_oi":939,"put_oi":45},{"strike":10.0,"call_delta_oi":997.0,"put_delta_oi":-12380.0,"dealer_delta":11383.0,"call_oi":46,"put_oi":147},{"strike":11.0,"call_delta_oi":96.0,"put_delta_oi":-601.0,"dealer_delta":505.0,"call_oi":4,"put_oi":9},{"strike":12.0,"call_delta_oi":777.0,"put_delta_oi":-1444.0,"dealer_delta":667.0,"call_oi":19,"put_oi":22},{"strike":13.0,"call_delta_oi":147.0,"put_delta_oi":-71.0,"dealer_delta":-75.0,"call_oi":5,"put_oi":1},{"strike":14.0,"call_delta_oi":223.0,"put_delta_oi":0,"dealer_delta":-223.0,"call_oi":5,"put_oi":0},{"strike":15.0,"call_delta_oi":273.0,"put_delta_oi":-1792.0,"dealer_delta":1519.0,"call_oi":9,"put_oi":22},{"strike":16.0,"call_delta_oi":170.0,"put_delta_oi":0,"dealer_delta":-170.0,"call_oi":6,"put_oi":0},{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-65.0,"dealer_delta":65.0,"call_oi":0,"put_oi":1},{"strike":19.0,"call_delta_oi":112.0,"put_delta_oi":0,"dealer_delta":-112.0,"call_oi":4,"put_oi":0},{"strike":20.0,"call_delta_oi":244.0,"put_delta_oi":-628.0,"dealer_delta":384.0,"call_oi":13,"put_oi":7},{"strike":22.0,"call_delta_oi":116.0,"put_delta_oi":0,"dealer_delta":-116.0,"call_oi":7,"put_oi":0},{"strike":25.0,"call_delta_oi":48.0,"put_delta_oi":0,"dealer_delta":-48.0,"call_oi":3,"put_oi":0},{"strike":28.0,"call_delta_oi":30.0,"put_delta_oi":0,"dealer_delta":-30.0,"call_oi":2,"put_oi":0},{"strike":30.0,"call_delta_oi":145.0,"put_delta_oi":-882.0,"dealer_delta":737.0,"call_oi":10,"put_oi":10}],"net_dealer_delta":-68817.0,"total_call_delta":93644.0,"total_put_delta":-24827.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":7.210000038146973,"strikes":[{"strike":8.0,"moneyness":1.1096,"type":"call","iv":1.3645,"delta":0.3939,"oi":1600},{"strike":9.0,"moneyness":1.2483,"type":"call","iv":1.4243,"delta":0.2467,"oi":935},{"strike":10.0,"moneyness":1.387,"type":"put","iv":1.5061,"delta":-0.8422,"oi":147}]}],"greeks_heatmap":{"data":[{"strike":8.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3939,"put_delta":0,"call_gamma":0.207223,"put_gamma":0,"call_theta":-0.0278,"put_theta":0,"call_vega":0.0052,"put_vega":0,"call_oi":1600,"put_oi":0},{"strike":9.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2467,"put_delta":0,"call_gamma":0.162804,"put_gamma":0,"call_theta":-0.0237,"put_theta":0,"call_vega":0.0043,"put_vega":0,"call_oi":935,"put_oi":0}],"strikes":[8.0,9.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":8.18,"put_25d_iv":150.61,"call_25d_iv":142.43,"put_25d_strike":10.0,"call_25d_strike":9.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":8.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":1600,"put_oi":0},{"strike":9.0,"call_vanna":28.0,"put_vanna":0,"net_vanna":28.0,"call_oi":935,"put_oi":0},{"strike":10.0,"call_vanna":0,"put_vanna":-5.0,"net_vanna":-5.0,"call_oi":0,"put_oi":147}],"net_vanna":48.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":8.0,"call_charm":-45607.0,"put_charm":0,"net_charm":-45607.0,"call_oi":1600,"put_oi":0},{"strike":9.0,"call_charm":-14251.0,"put_charm":0,"net_charm":-14251.0,"call_oi":935,"put_oi":0},{"strike":10.0,"call_charm":0,"put_charm":5797.0,"net_charm":5797.0,"call_oi":0,"put_oi":147}],"net_charm":-54061.0,"weekend_delta_shift":-162183.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":88422.0,"put_delta":-17067.0,"net_delta":71356.0,"call_oi":2600,"put_oi":219,"total_oi":2819,"total_volume":6,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":249.0,"put_delta":-582.0,"net_delta":-333.0,"call_oi":6,"put_oi":16,"total_oi":22,"total_volume":2,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1925.0,"put_delta":-6134.0,"net_delta":-4208.0,"call_oi":69,"put_oi":100,"total_oi":169,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":3047.0,"put_delta":-1045.0,"net_delta":2002.0,"call_oi":49,"put_oi":60,"total_oi":109,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":3,"total_oi":5,"bias":"neutral"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":35,"total_oi":41,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":3,"put_oi":20,"total_oi":23,"bias":"bearish"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":16,"total_oi":40,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":12,"put_oi":28,"total_oi":40,"bias":"bearish"},{"strike":8.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":1606,"put_oi":27,"total_oi":1633,"bias":"bearish"},{"strike":9.0,"call_volume":3,"put_volume":3,"total_volume":6,"call_oi":939,"put_oi":45,"total_oi":984,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":147,"total_oi":193,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":9,"total_oi":13,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":22,"total_oi":41,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":1,"total_oi":6,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":22,"total_oi":31,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":7,"total_oi":20,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":10,"total_oi":20,"bias":"neutral"}],"underlying_price":7.210000038146973,"peak_call_strike":9.0,"peak_put_strike":8.0,"total_call_volume":3,"total_put_volume":8,"volume_pc_ratio":2.667},"iv_contours":{"x":[0.83,0.97,1.11,1.25],"y":[14,168],"z":[[115.17,127.46,136.45,147.96],[null,134.82,null,null]],"levels":[115.2,118.4,121.7,125.0,128.3,131.6,134.8,138.1,141.4,144.7,148.0],"min_iv":115.2,"max_iv":148.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":186.02},{"date":"2026-09-15","iv":190.77},{"date":"2026-09-16","iv":179.96},{"date":"2026-09-17","iv":160.19},{"date":"2026-09-18","iv":170.57},{"date":"2026-09-21","iv":161.5},{"date":"2026-09-22","iv":156.4},{"date":"2026-09-23","iv":166.0},{"date":"2026-09-24","iv":161.2},{"date":"2026-09-25","iv":160.8},{"date":"2026-09-28","iv":166.9},{"date":"2026-09-29","iv":164.4},{"date":"2026-09-30","iv":165.8},{"date":"2026-10-01","iv":160.8},{"date":"2026-10-02","iv":155.3}]}}