{"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":"LTRX","summary":{"name":"LTRX","price":7.19,"total_oi":5964,"call_oi":5725,"put_oi":239,"pc_ratio":0.042,"net_gex":42580.8,"avg_iv":110.8,"iv_rank":22.4,"iv_52w_high":188.7,"iv_52w_low":88.3,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"LTRX","price":7.19,"total_oi":5964,"analysis_coverage":0.9444,"avg_iv_pct":110.8,"iv_rank":22.4,"iv_52w_high_pct":188.7,"iv_52w_low_pct":88.3,"front_dte":14,"front_atm_iv_pct":76.1818,"back_atm_iv_pct":81.0597,"term_premium_pp":-4.8779,"expected_move_front_pct":14.92,"straddle_front_pct":12.17,"straddle_30d_pct":12.17,"risk_reversal_front_pp":72.0,"risk_reversal_30d_pp":72.0,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.042,"put_call_oi_front_ratio":0.09,"put_call_volume_front_ratio":1.667,"option_volume":67,"volume_oi_ratio":0.011234,"net_delta_normalized":0.481648,"dealer_delta_normalized":-0.459036,"gex_per_100k_oi":713963.782696,"vanna_per_100k_oi":234.741784,"charm_per_100k_oi":-298239.43662,"weekend_delta_shift_per_100k_oi":-894735.077129,"iv_surface_range_pp":4.9,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-65.229485,"peak_call_distance_pct":4.311544,"peak_put_distance_pct":4.311544},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":4.49,"put_gex":-3.71,"net_gex":0.78,"call_oi":297,"put_oi":6},{"strike":5.0,"call_gex":4338.16,"put_gex":-428.83,"net_gex":3909.33,"call_oi":1230,"put_oi":125},{"strike":7.5,"call_gex":30639.89,"put_gex":-1269.42,"net_gex":29370.47,"call_oi":2584,"put_oi":98},{"strike":10.0,"call_gex":9130.88,"put_gex":-60.32,"net_gex":9070.56,"call_oi":1517,"put_oi":10},{"strike":12.5,"call_gex":59.77,"put_gex":0.0,"net_gex":59.77,"call_oi":19,"put_oi":0},{"strike":15.0,"call_gex":169.88,"put_gex":0.0,"net_gex":169.88,"call_oi":78,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":877.5,"total_value":877.5},{"strike":5.0,"call_value":742.5,"put_value":295.0,"total_value":1037.5},{"strike":7.5,"call_value":4560.0,"put_value":25.0,"total_value":4585.0},{"strike":10.0,"call_value":14837.5,"put_value":0.0,"total_value":14837.5},{"strike":12.5,"call_value":28907.5,"put_value":0.0,"total_value":28907.5},{"strike":15.0,"call_value":43025.0,"put_value":0,"total_value":43025.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":205.0,"strike":4.17},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":189.7,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":99.4,"strike":4.17},{"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":76.2,"strike":7.5},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":81.1,"strike":7.5},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":78.0,"strike":7.5},{"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":185.5,"strike":10.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":108.1,"strike":10.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":112.9,"strike":11.88}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":882},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":225},{"expiration":"12/18/2026","dte":77,"iv":0.3743,"contract_count":2,"total_oi":934},{"expiration":"03/19/2027","dte":168,"iv":0.3479,"contract_count":2,"total_oi":641}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":14.92,"expected_move_2std":29.84,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":29.7,"expected_move_2std":59.41,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":35.83,"expected_move_2std":71.67,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":52.84,"expected_move_2std":105.69,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1212,"put_oi":109,"total_oi":1321,"pc_ratio":0.09,"pc_ratio_volume":1.667,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":222,"put_oi":21,"total_oi":243,"pc_ratio":0.095,"pc_ratio_volume":0.333,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":3324,"put_oi":60,"total_oi":3384,"pc_ratio":0.018,"pc_ratio_volume":0.167,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":967,"put_oi":49,"total_oi":1016,"pc_ratio":0.051,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":1690.0,"put_delta_oi":-14.0,"dealer_delta":-1676.0,"call_oi":17,"put_oi":6},{"strike":5.0,"call_delta_oi":110441.0,"put_delta_oi":-1922.0,"dealer_delta":-108519.0,"call_oi":1230,"put_oi":125},{"strike":7.5,"call_delta_oi":129608.0,"put_delta_oi":-5056.0,"dealer_delta":-124553.0,"call_oi":2584,"put_oi":98},{"strike":10.0,"call_delta_oi":38408.0,"put_delta_oi":-734.0,"dealer_delta":-37674.0,"call_oi":1517,"put_oi":10},{"strike":12.5,"call_delta_oi":834.0,"put_delta_oi":0,"dealer_delta":-834.0,"call_oi":19,"put_oi":0},{"strike":15.0,"call_delta_oi":513.0,"put_delta_oi":0,"dealer_delta":-513.0,"call_oi":78,"put_oi":0}],"net_dealer_delta":-273769.0,"total_call_delta":281495.0,"total_put_delta":-7726.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":7.190000057220459,"strikes":[{"strike":7.5,"moneyness":1.0431,"type":"call","iv":0.7764,"delta":0.5868,"oi":626},{"strike":10.0,"moneyness":1.3908,"type":"call","iv":0.7949,"delta":0.3788,"oi":278}]},{"expiration":"10/16/2026","underlying_price":7.190000057220459,"strikes":[{"strike":5.0,"moneyness":0.6954,"type":"call","iv":1.1734,"delta":0.9606,"oi":306},{"strike":7.5,"moneyness":1.0431,"type":"call","iv":0.6898,"delta":0.4022,"oi":832}]},{"expiration":"11/20/2026","underlying_price":7.190000057220459,"strikes":[{"strike":7.5,"moneyness":1.0431,"type":"call","iv":0.8074,"delta":0.5085,"oi":207}]},{"expiration":"12/18/2026","underlying_price":7.190000057220459,"strikes":[{"strike":5.0,"moneyness":0.6954,"type":"call","iv":0.8276,"delta":0.8798,"oi":864},{"strike":7.5,"moneyness":1.0431,"type":"call","iv":0.7683,"delta":0.5319,"oi":919},{"strike":10.0,"moneyness":1.3908,"type":"call","iv":0.7571,"delta":0.2247,"oi":1164}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0.4022,"put_delta":0,"call_gamma":0.413363,"put_gamma":0,"call_theta":-0.0142,"put_theta":0,"call_vega":0.0052,"put_vega":0,"call_oi":832,"put_oi":0},{"strike":7.5,"dte":49,"expiration":"11/20/2026","call_delta":0.5085,"put_delta":0,"call_gamma":0.189456,"put_gamma":0,"call_theta":-0.0091,"put_theta":0,"call_vega":0.0104,"put_vega":0,"call_oi":207,"put_oi":0},{"strike":7.5,"dte":77,"expiration":"12/18/2026","call_delta":0.5319,"put_delta":0,"call_gamma":0.157768,"put_gamma":0,"call_theta":-0.0069,"put_theta":0,"call_vega":0.013,"put_vega":0,"call_oi":919,"put_oi":0}],"strikes":[7.5],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":72.0,"put_25d_iv":257.48,"call_25d_iv":185.48,"put_25d_strike":5.0,"call_25d_strike":10.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-71.0,"put_vanna":2.0,"net_vanna":-69.0,"call_oi":1228,"put_oi":59},{"strike":7.5,"call_vanna":-28.0,"put_vanna":0,"net_vanna":-28.0,"call_oi":2584,"put_oi":0},{"strike":10.0,"call_vanna":107.0,"put_vanna":0,"net_vanna":107.0,"call_oi":1504,"put_oi":0},{"strike":15.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":78,"put_oi":0}],"net_vanna":14.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-4411.0,"put_charm":802.0,"net_charm":-3609.0,"call_oi":306,"put_oi":59},{"strike":7.5,"call_charm":-13134.0,"put_charm":0,"net_charm":-13134.0,"call_oi":1039,"put_oi":0},{"strike":10.0,"call_charm":-1045.0,"put_charm":0,"net_charm":-1045.0,"call_oi":62,"put_oi":0}],"net_charm":-17787.0,"weekend_delta_shift":-53362.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":65436.0,"put_delta":-3802.0,"net_delta":61634.0,"call_oi":1212,"put_oi":109,"total_oi":1321,"total_volume":16,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":11045.0,"put_delta":-941.0,"net_delta":10105.0,"call_oi":222,"put_oi":21,"total_oi":243,"total_volume":40,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":152402.0,"put_delta":-1755.0,"net_delta":150647.0,"call_oi":3044,"put_oi":60,"total_oi":3104,"total_volume":7,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":52611.0,"put_delta":-1228.0,"net_delta":51383.0,"call_oi":967,"put_oi":49,"total_oi":1016,"total_volume":3,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":7.5,"straddle_price":0.88,"straddle_pct":12.17,"implied_move":12.17,"avg_iv":76.2},{"expiration":"11/20/2026","dte":49,"strike":7.5,"straddle_price":1.73,"straddle_pct":23.99,"implied_move":23.99,"avg_iv":81.1},{"expiration":"12/18/2026","dte":77,"strike":7.5,"straddle_price":2.07,"straddle_pct":28.86,"implied_move":28.86,"avg_iv":78.0},{"expiration":"03/19/2027","dte":168,"strike":7.5,"straddle_price":3.02,"straddle_pct":42.07,"implied_move":42.07,"avg_iv":77.9}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":297,"put_oi":6,"total_oi":303,"bias":"neutral"},{"strike":5.0,"call_volume":4,"put_volume":1,"total_volume":5,"call_oi":1230,"put_oi":125,"total_oi":1355,"bias":"bullish"},{"strike":7.5,"call_volume":39,"put_volume":20,"total_volume":59,"call_oi":2584,"put_oi":98,"total_oi":2682,"bias":"bullish"},{"strike":10.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":1517,"put_oi":10,"total_oi":1527,"bias":"bullish"},{"strike":12.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":19,"put_oi":0,"total_oi":19,"bias":"bullish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":78,"put_oi":0,"total_oi":78,"bias":"neutral"}],"underlying_price":7.190000057220459,"peak_call_strike":7.5,"peak_put_strike":7.5,"total_call_volume":46,"total_put_volume":21,"volume_pc_ratio":0.457},"iv_contours":{"x":[1.04],"y":[14,49,77,168],"z":[[76.19],[81.07],[78.02],[77.89]],"levels":[76.2,76.7,77.2,77.7,78.1,78.6,79.1,79.6,80.1,80.6,81.1],"min_iv":76.2,"max_iv":81.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":131.22},{"date":"2026-09-15","iv":125.5},{"date":"2026-09-16","iv":148.12},{"date":"2026-09-17","iv":102.25},{"date":"2026-09-18","iv":107.71},{"date":"2026-09-21","iv":91.94},{"date":"2026-09-22","iv":112.6},{"date":"2026-09-23","iv":146.8},{"date":"2026-09-24","iv":102.9},{"date":"2026-09-25","iv":88.3},{"date":"2026-09-28","iv":93.7},{"date":"2026-09-29","iv":112.9},{"date":"2026-09-30","iv":114.5},{"date":"2026-10-01","iv":188.7},{"date":"2026-10-02","iv":110.8}]}}