{"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":"LXU","summary":{"name":"LXU","price":9.86,"total_oi":22355,"call_oi":20767,"put_oi":1588,"pc_ratio":0.076,"net_gex":178871.86,"avg_iv":206.2,"iv_rank":51.8,"iv_52w_high":324.8,"iv_52w_low":78.7,"gamma_flip":null,"max_pain":10.0},"features":{"symbol":"LXU","price":9.86,"total_oi":22355,"analysis_coverage":0.9444,"avg_iv_pct":206.2,"iv_rank":51.8,"iv_52w_high_pct":324.8,"iv_52w_low_pct":78.7,"front_dte":14,"front_atm_iv_pct":51.4687,"back_atm_iv_pct":65.2298,"term_premium_pp":-13.7611,"expected_move_front_pct":10.08,"straddle_front_pct":21.81,"straddle_30d_pct":21.81,"risk_reversal_front_pp":-191.6,"risk_reversal_30d_pp":-191.6,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.076,"put_call_oi_front_ratio":0.017,"put_call_volume_front_ratio":0.0,"option_volume":98,"volume_oi_ratio":0.004384,"net_delta_normalized":0.236299,"dealer_delta_normalized":-0.234301,"gex_per_100k_oi":800142.518452,"vanna_per_100k_oi":3252.068888,"charm_per_100k_oi":-339123.238649,"weekend_delta_shift_per_100k_oi":-1017369.715947,"iv_surface_range_pp":73.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":1.419878,"peak_call_distance_pct":1.419878,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":4,"put_oi":73},{"strike":5.0,"call_gex":4.2,"put_gex":-2.34,"net_gex":1.86,"call_oi":7,"put_oi":18},{"strike":7.5,"call_gex":1768.31,"put_gex":-362.3,"net_gex":1406.01,"call_oi":291,"put_oi":149},{"strike":10.0,"call_gex":58634.43,"put_gex":-18090.44,"net_gex":40543.99,"call_oi":4456,"put_oi":1173},{"strike":12.5,"call_gex":114530.43,"put_gex":-1448.73,"net_gex":113081.7,"call_oi":10225,"put_oi":147},{"strike":15.0,"call_gex":12818.57,"put_gex":-132.42,"net_gex":12686.15,"call_oi":1982,"put_oi":22},{"strike":17.5,"call_gex":1727.09,"put_gex":-5.44,"net_gex":1721.64,"call_oi":447,"put_oi":1},{"strike":20.0,"call_gex":9005.17,"put_gex":-22.69,"net_gex":8982.49,"call_oi":3077,"put_oi":5},{"strike":22.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":85,"put_oi":0},{"strike":25.0,"call_gex":122.07,"put_gex":0.0,"net_gex":122.07,"call_oi":76,"put_oi":0},{"strike":30.0,"call_gex":325.95,"put_gex":0.0,"net_gex":325.95,"call_oi":117,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":11435.0,"total_value":11435.0},{"strike":5.0,"call_value":10.0,"put_value":7647.5,"total_value":7657.5},{"strike":7.5,"call_value":37.5,"put_value":3905.0,"total_value":3942.5},{"strike":10.0,"call_value":792.5,"put_value":535.0,"total_value":1327.5},{"strike":12.5,"call_value":12687.5,"put_value":97.5,"total_value":12785.0},{"strike":15.0,"call_value":50145.0,"put_value":27.5,"total_value":50172.5},{"strike":17.5,"call_value":92557.5,"put_value":12.5,"total_value":92570.0},{"strike":20.0,"call_value":136087.5,"put_value":0.0,"total_value":136087.5},{"strike":22.5,"call_value":187310.0,"put_value":0.0,"total_value":187310.0},{"strike":25.0,"call_value":238745.0,"put_value":0.0,"total_value":238745.0},{"strike":30.0,"call_value":341995.0,"put_value":0,"total_value":341995.0}],"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":187.1,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":53.7,"strike":7.5},{"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":51.4,"strike":10.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":65.2,"strike":10.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":57.7,"strike":10.0},{"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":170.5,"strike":13.33},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":79.2,"strike":12.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":90.6,"strike":17.31}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":176},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":1,"total_oi":31},{"expiration":"12/18/2026","dte":77,"iv":0.6143,"contract_count":2,"total_oi":1375},{"expiration":"01/15/2027","dte":105,"iv":0.2951,"contract_count":2,"total_oi":3660},{"expiration":"03/19/2027","dte":168,"iv":0.39,"contract_count":1,"total_oi":197},{"expiration":"01/21/2028","dte":476,"iv":0.3308,"contract_count":1,"total_oi":190}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.08,"expected_move_2std":20.15,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":23.9,"expected_move_2std":47.8,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":27.52,"expected_move_2std":55.03,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":29.77,"expected_move_2std":59.55,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":38.55,"expected_move_2std":77.1,"contract_count":1},{"expiration":"01/21/2028","dte":476,"expected_move_1std":63.96,"expected_move_2std":127.91,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":6522,"put_oi":110,"total_oi":6632,"pc_ratio":0.017,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":6,"put_oi":32,"total_oi":38,"pc_ratio":5.333,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":1799,"put_oi":846,"total_oi":2645,"pc_ratio":0.47,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":11187,"put_oi":433,"total_oi":11620,"pc_ratio":0.039,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":282,"put_oi":53,"total_oi":335,"pc_ratio":0.188,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":971,"put_oi":114,"total_oi":1085,"pc_ratio":0.117,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":186.0,"put_delta_oi":-9.0,"dealer_delta":-177.0,"call_oi":2,"put_oi":1},{"strike":7.5,"call_delta_oi":24349.0,"put_delta_oi":-1287.0,"dealer_delta":-23062.0,"call_oi":282,"put_oi":68},{"strike":10.0,"call_delta_oi":249404.0,"put_delta_oi":-53419.0,"dealer_delta":-195985.0,"call_oi":4456,"put_oi":1173},{"strike":12.5,"call_delta_oi":218619.0,"put_delta_oi":-9873.0,"dealer_delta":-208746.0,"call_oi":10225,"put_oi":147},{"strike":15.0,"call_delta_oi":42409.0,"put_delta_oi":-1366.0,"dealer_delta":-41042.0,"call_oi":1982,"put_oi":22},{"strike":17.5,"call_delta_oi":18121.0,"put_delta_oi":-75.0,"dealer_delta":-18046.0,"call_oi":447,"put_oi":1},{"strike":20.0,"call_delta_oi":22611.0,"put_delta_oi":-333.0,"dealer_delta":-22277.0,"call_oi":3077,"put_oi":5},{"strike":22.5,"call_delta_oi":8500.0,"put_delta_oi":0,"dealer_delta":-8500.0,"call_oi":85,"put_oi":0},{"strike":25.0,"call_delta_oi":4523.0,"put_delta_oi":0,"dealer_delta":-4523.0,"call_oi":76,"put_oi":0},{"strike":30.0,"call_delta_oi":1422.0,"put_delta_oi":0,"dealer_delta":-1422.0,"call_oi":117,"put_oi":0}],"net_dealer_delta":-523780.0,"total_call_delta":590143.0,"total_put_delta":-66363.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":9.859999656677246,"strikes":[{"strike":7.5,"moneyness":0.7606,"type":"call","iv":0.4848,"delta":0.8913,"oi":191},{"strike":10.0,"moneyness":1.0142,"type":"call","iv":0.5779,"delta":0.5587,"oi":3372},{"strike":10.0,"moneyness":1.0142,"type":"put","iv":0.5324,"delta":-0.4463,"oi":288},{"strike":12.5,"moneyness":1.2677,"type":"call","iv":0.5295,"delta":0.2562,"oi":3273},{"strike":12.5,"moneyness":1.2677,"type":"put","iv":0.6866,"delta":-0.6668,"oi":116},{"strike":15.0,"moneyness":1.5213,"type":"call","iv":0.5908,"delta":0.1283,"oi":1116},{"strike":17.5,"moneyness":1.7748,"type":"call","iv":0.9053,"delta":0.1787,"oi":312},{"strike":20.0,"moneyness":2.0284,"type":"call","iv":0.722,"delta":0.0536,"oi":2732}]},{"expiration":"01/21/2028","underlying_price":9.859999656677246,"strikes":[{"strike":10.0,"moneyness":1.0142,"type":"call","iv":0.56,"delta":0.6495,"oi":190},{"strike":15.0,"moneyness":1.5213,"type":"call","iv":0.571,"delta":0.4077,"oi":434}]},{"expiration":"03/19/2027","underlying_price":9.859999656677246,"strikes":[{"strike":10.0,"moneyness":1.0142,"type":"call","iv":0.5682,"delta":0.5816,"oi":197}]},{"expiration":"10/16/2026","underlying_price":9.859999656677246,"strikes":[{"strike":10.0,"moneyness":1.0142,"type":"put","iv":0.6159,"delta":-0.52,"oi":109},{"strike":12.5,"moneyness":1.2677,"type":"call","iv":1.215,"delta":0.1805,"oi":6194},{"strike":15.0,"moneyness":1.5213,"type":"call","iv":2.5319,"delta":0.2624,"oi":251}]},{"expiration":"12/18/2026","underlying_price":9.859999656677246,"strikes":[{"strike":10.0,"moneyness":1.0142,"type":"call","iv":0.5576,"delta":0.5424,"oi":630},{"strike":10.0,"moneyness":1.0142,"type":"put","iv":0.6407,"delta":-0.449,"oi":745},{"strike":12.5,"moneyness":1.2677,"type":"call","iv":0.6583,"delta":0.2709,"oi":643},{"strike":15.0,"moneyness":1.5213,"type":"call","iv":0.8739,"delta":0.2031,"oi":155},{"strike":20.0,"moneyness":2.0284,"type":"call","iv":1.2157,"delta":0.1631,"oi":317}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4512,"put_delta":-0.52,"call_gamma":0.515276,"put_gamma":0.347643,"call_theta":-0.0122,"put_theta":-0.0169,"call_vega":0.0074,"put_vega":0.0074,"call_oi":67,"put_oi":109},{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1805,"put_delta":0,"call_gamma":0.11627,"put_gamma":0,"call_theta":-0.023,"put_theta":0,"call_vega":0.0049,"put_vega":0,"call_oi":6194,"put_oi":0},{"strike":7.5,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":0,"put_oi":72},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5424,"put_delta":-0.449,"call_gamma":0.158127,"put_gamma":0.137271,"call_theta":-0.0071,"put_theta":-0.0069,"call_vega":0.0178,"put_vega":0.0178,"call_oi":630,"put_oi":745},{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0.2709,"put_delta":0,"call_gamma":0.111818,"put_gamma":0,"call_theta":-0.0067,"put_theta":0,"call_vega":0.0149,"put_vega":0,"call_oi":643,"put_oi":0}],"strikes":[7.5,10.0,12.5],"dtes":[14,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-191.6,"put_25d_iv":61.59,"call_25d_iv":253.19,"put_25d_strike":10.0,"call_25d_strike":15.0,"skew":"call_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-1.77,"put_25d_iv":64.07,"call_25d_iv":65.83,"put_25d_strike":10.0,"call_25d_strike":12.5,"skew":"neutral"},{"expiration":"01/15/2027","dte":105,"risk_reversal":0.29,"put_25d_iv":53.24,"call_25d_iv":52.95,"put_25d_strike":10.0,"call_25d_strike":12.5,"skew":"neutral"},{"expiration":"03/19/2027","dte":168,"risk_reversal":6.31,"put_25d_iv":63.13,"call_25d_iv":56.82,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":-25.0,"put_vanna":6.0,"net_vanna":-20.0,"call_oi":246,"put_oi":51},{"strike":10.0,"call_vanna":-125.0,"put_vanna":20.0,"net_vanna":-105.0,"call_oi":4456,"put_oi":1142},{"strike":12.5,"call_vanna":513.0,"put_vanna":-8.0,"net_vanna":505.0,"call_oi":10196,"put_oi":116},{"strike":15.0,"call_vanna":148.0,"put_vanna":0,"net_vanna":148.0,"call_oi":1956,"put_oi":0},{"strike":17.5,"call_vanna":28.0,"put_vanna":0,"net_vanna":28.0,"call_oi":430,"put_oi":0},{"strike":20.0,"call_vanna":166.0,"put_vanna":0,"net_vanna":166.0,"call_oi":3049,"put_oi":0},{"strike":22.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":84,"put_oi":0},{"strike":30.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":68,"put_oi":0}],"net_vanna":727.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":-961.0,"put_charm":2498.0,"net_charm":1537.0,"call_oi":67,"put_oi":109},{"strike":12.5,"call_charm":-67168.0,"put_charm":0,"net_charm":-67168.0,"call_oi":6194,"put_oi":0},{"strike":15.0,"call_charm":-10180.0,"put_charm":0,"net_charm":-10180.0,"call_oi":251,"put_oi":0}],"net_charm":-75811.0,"weekend_delta_shift":-227433.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":121419.0,"put_delta":-5746.0,"net_delta":115673.0,"call_oi":6512,"put_oi":110,"total_oi":6622,"total_volume":0,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":152.0,"put_delta":-1457.0,"net_delta":-1305.0,"call_oi":6,"put_oi":32,"total_oi":38,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":61122.0,"put_delta":-35448.0,"net_delta":25674.0,"call_oi":1798,"put_oi":774,"total_oi":2572,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":336626.0,"put_delta":-20962.0,"net_delta":315664.0,"call_oi":11183,"put_oi":409,"total_oi":11592,"total_volume":33,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":15978.0,"put_delta":-1076.0,"net_delta":14902.0,"call_oi":282,"put_oi":53,"total_oi":335,"total_volume":40,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":54845.0,"put_delta":-1673.0,"net_delta":53172.0,"call_oi":968,"put_oi":39,"total_oi":1007,"total_volume":25,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":10.0,"straddle_price":2.15,"straddle_pct":21.81,"implied_move":21.81,"avg_iv":59.9},{"expiration":"01/15/2027","dte":105,"strike":10.0,"straddle_price":2.33,"straddle_pct":23.58,"implied_move":23.58,"avg_iv":55.5}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":73,"total_oi":77,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":18,"total_oi":25,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":291,"put_oi":149,"total_oi":440,"bias":"neutral"},{"strike":10.0,"call_volume":90,"put_volume":0,"total_volume":90,"call_oi":4456,"put_oi":1173,"total_oi":5629,"bias":"bullish"},{"strike":12.5,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":10225,"put_oi":147,"total_oi":10372,"bias":"bullish"},{"strike":15.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1982,"put_oi":22,"total_oi":2004,"bias":"bullish"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":447,"put_oi":1,"total_oi":448,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3077,"put_oi":5,"total_oi":3082,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":85,"put_oi":0,"total_oi":85,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":0,"total_oi":76,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":117,"put_oi":0,"total_oi":117,"bias":"neutral"}],"underlying_price":9.859999656677246,"peak_call_strike":10.0,"peak_put_strike":null,"total_call_volume":98,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.76,1.01,1.27],"y":[14,49,77,105,168],"z":[[null,51.45,121.5],[null,65.23,null],[null,59.91,70.53],[48.48,55.52,60.8],[63.01,56.82,58.03]],"levels":[48.5,55.8,63.1,70.4,77.7,85.0,92.3,99.6,106.9,114.2,121.5],"min_iv":48.5,"max_iv":121.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":113.52},{"date":"2026-09-15","iv":102.52},{"date":"2026-09-16","iv":108.24},{"date":"2026-09-17","iv":78.7},{"date":"2026-09-18","iv":91.19},{"date":"2026-09-21","iv":83.89},{"date":"2026-09-22","iv":170.8},{"date":"2026-09-23","iv":96.4},{"date":"2026-09-24","iv":145.5},{"date":"2026-09-25","iv":324.8},{"date":"2026-09-28","iv":128.8},{"date":"2026-09-29","iv":92.1},{"date":"2026-09-30","iv":118.9},{"date":"2026-10-01","iv":95.6},{"date":"2026-10-02","iv":206.2}]}}