{"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":"LZB","summary":{"name":"LZB","price":29.94,"total_oi":4390,"call_oi":3511,"put_oi":879,"pc_ratio":0.25,"net_gex":85792.73,"avg_iv":95.4,"iv_rank":100.0,"iv_52w_high":95.4,"iv_52w_low":59.9,"gamma_flip":30.81,"max_pain":35.0},"features":{"symbol":"LZB","price":29.94,"total_oi":4390,"analysis_coverage":0.9444,"avg_iv_pct":95.4,"iv_rank":100.0,"iv_52w_high_pct":95.4,"iv_52w_low_pct":59.9,"front_dte":14,"front_atm_iv_pct":32.7296,"back_atm_iv_pct":41.0757,"term_premium_pp":-8.3461,"expected_move_front_pct":6.41,"straddle_front_pct":4.93,"straddle_30d_pct":4.93,"risk_reversal_front_pp":-246.95,"risk_reversal_30d_pp":-246.95,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.25,"put_call_oi_front_ratio":0.13,"put_call_volume_front_ratio":1.0,"option_volume":15,"volume_oi_ratio":0.003417,"net_delta_normalized":0.042734,"dealer_delta_normalized":-0.042695,"gex_per_100k_oi":1954276.309795,"vanna_per_100k_oi":1594.53303,"charm_per_100k_oi":-1516469.248292,"weekend_delta_shift_per_100k_oi":-4549407.744875,"iv_surface_range_pp":42.4,"gamma_flip_distance_pct":2.905812,"max_pain_distance_pct":16.900468,"peak_call_distance_pct":16.900468,"peak_put_distance_pct":-16.499666},"analyses":{"gamma_walls":[{"strike":17.5,"call_gex":0.0,"put_gex":-118.86,"net_gex":-118.86,"call_oi":0,"put_oi":13},{"strike":20.0,"call_gex":0.0,"put_gex":-1199.18,"net_gex":-1199.18,"call_oi":4,"put_oi":101},{"strike":22.5,"call_gex":60.98,"put_gex":-520.97,"net_gex":-459.99,"call_oi":6,"put_oi":26},{"strike":25.0,"call_gex":578.32,"put_gex":-2744.65,"net_gex":-2166.34,"call_oi":17,"put_oi":84},{"strike":30.0,"call_gex":13554.44,"put_gex":-23228.55,"net_gex":-9674.11,"call_oi":87,"put_oi":303},{"strike":35.0,"call_gex":94169.77,"put_gex":-10268.86,"net_gex":83900.92,"call_oi":2285,"put_oi":221},{"strike":40.0,"call_gex":8073.78,"put_gex":-3888.75,"net_gex":4185.04,"call_oi":299,"put_oi":131},{"strike":45.0,"call_gex":8052.14,"put_gex":0.0,"net_gex":8052.14,"call_oi":572,"put_oi":0},{"strike":50.0,"call_gex":2916.29,"put_gex":0.0,"net_gex":2916.29,"call_oi":201,"put_oi":0},{"strike":55.0,"call_gex":270.02,"put_gex":0.0,"net_gex":270.02,"call_oi":30,"put_oi":0},{"strike":60.0,"call_gex":86.81,"put_gex":0.0,"net_gex":86.81,"call_oi":10,"put_oi":0}],"pain_by_strike":[{"strike":17.5,"call_value":0,"put_value":11615.0,"total_value":11615.0},{"strike":20.0,"call_value":0.0,"put_value":9450.0,"total_value":9450.0},{"strike":22.5,"call_value":10.0,"put_value":7537.5,"total_value":7547.5},{"strike":25.0,"call_value":35.0,"put_value":5690.0,"total_value":5725.0},{"strike":30.0,"call_value":170.0,"put_value":2415.0,"total_value":2585.0},{"strike":35.0,"call_value":740.0,"put_value":655.0,"total_value":1395.0},{"strike":40.0,"call_value":12735.0,"put_value":0.0,"total_value":12735.0},{"strike":45.0,"call_value":26225.0,"put_value":0.0,"total_value":26225.0},{"strike":50.0,"call_value":42575.0,"put_value":0.0,"total_value":42575.0},{"strike":55.0,"call_value":59930.0,"put_value":0.0,"total_value":59930.0},{"strike":60.0,"call_value":77435.0,"put_value":0,"total_value":77435.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":233.6,"strike":21.25},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":87.0,"strike":21.25},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":42.5,"strike":23.0},{"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":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":32.7,"strike":30.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":41.1,"strike":30.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":40.4,"strike":30.0},{"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":189.2,"strike":41.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":45.7,"strike":35.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":117.5,"strike":45.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":112},{"expiration":"11/20/2026","dte":49,"iv":0.8454,"contract_count":2,"total_oi":23},{"expiration":"01/15/2027","dte":105,"iv":0.7797,"contract_count":2,"total_oi":240},{"expiration":"04/16/2027","dte":196,"iv":1.0,"contract_count":2,"total_oi":15}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.41,"expected_move_2std":12.81,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":15.05,"expected_move_2std":30.1,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":21.68,"expected_move_2std":43.37,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":31.22,"expected_move_2std":62.45,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2617,"put_oi":341,"total_oi":2958,"pc_ratio":0.13,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":11,"put_oi":44,"total_oi":55,"pc_ratio":4.0,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":726,"put_oi":453,"total_oi":1179,"pc_ratio":0.624,"pc_ratio_volume":4.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":157,"put_oi":41,"total_oi":198,"pc_ratio":0.261,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-112.0,"dealer_delta":112.0,"call_oi":0,"put_oi":13},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-1082.0,"dealer_delta":1082.0,"call_oi":0,"put_oi":101},{"strike":22.5,"call_delta_oi":587.0,"put_delta_oi":-332.0,"dealer_delta":-255.0,"call_oi":6,"put_oi":26},{"strike":25.0,"call_delta_oi":1462.0,"put_delta_oi":-1313.0,"dealer_delta":-148.0,"call_oi":17,"put_oi":84},{"strike":30.0,"call_delta_oi":4628.0,"put_delta_oi":-13593.0,"dealer_delta":8965.0,"call_oi":87,"put_oi":303},{"strike":35.0,"call_delta_oi":19711.0,"put_delta_oi":-19075.0,"dealer_delta":-636.0,"call_oi":2285,"put_oi":221},{"strike":40.0,"call_delta_oi":5285.0,"put_delta_oi":-10497.0,"dealer_delta":5212.0,"call_oi":299,"put_oi":131},{"strike":45.0,"call_delta_oi":27279.0,"put_delta_oi":0,"dealer_delta":-27279.0,"call_oi":572,"put_oi":0},{"strike":50.0,"call_delta_oi":3495.0,"put_delta_oi":0,"dealer_delta":-3495.0,"call_oi":201,"put_oi":0},{"strike":55.0,"call_delta_oi":1730.0,"put_delta_oi":0,"dealer_delta":-1730.0,"call_oi":30,"put_oi":0},{"strike":60.0,"call_delta_oi":569.0,"put_delta_oi":0,"dealer_delta":-569.0,"call_oi":10,"put_oi":0}],"net_dealer_delta":-18743.0,"total_call_delta":64746.0,"total_put_delta":-46003.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":29.940000534057617,"strikes":[{"strike":30.0,"moneyness":1.002,"type":"put","iv":0.4341,"delta":-0.4366,"oi":219},{"strike":40.0,"moneyness":1.336,"type":"put","iv":0.527,"delta":-0.8013,"oi":131},{"strike":40.0,"moneyness":1.336,"type":"call","iv":0.3624,"delta":0.0904,"oi":138},{"strike":45.0,"moneyness":1.503,"type":"call","iv":2.1956,"delta":0.5982,"oi":329},{"strike":50.0,"moneyness":1.67,"type":"call","iv":0.5489,"delta":0.0591,"oi":102}]},{"expiration":"10/16/2026","underlying_price":29.940000534057617,"strikes":[{"strike":35.0,"moneyness":1.169,"type":"put","iv":0.6471,"delta":-0.8859,"oi":202},{"strike":35.0,"moneyness":1.169,"type":"call","iv":0.5492,"delta":0.0749,"oi":2158},{"strike":45.0,"moneyness":1.503,"type":"call","iv":2.8433,"delta":0.3127,"oi":243}]}],"greeks_heatmap":{"data":[{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5069,"put_delta":-0.4887,"call_gamma":0.251709,"put_gamma":0.188801,"call_theta":-0.026,"put_theta":-0.0306,"call_vega":0.0225,"put_vega":0.0225,"call_oi":52,"put_oi":60},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0749,"put_delta":-0.8859,"call_gamma":0.045579,"put_gamma":0.05278,"call_theta":-0.0171,"put_theta":-0.0234,"call_vega":0.008,"put_vega":0.0109,"call_oi":2158,"put_oi":202}],"strikes":[30.0,35.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-246.95,"put_25d_iv":37.38,"call_25d_iv":284.33,"put_25d_strike":30.0,"call_25d_strike":45.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":11.63,"put_25d_iv":43.41,"call_25d_iv":31.78,"put_25d_strike":30.0,"call_25d_strike":35.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":20.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":51},{"strike":30.0,"call_vanna":-0.0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":52,"put_oi":279},{"strike":35.0,"call_vanna":55.0,"put_vanna":-6.0,"net_vanna":49.0,"call_oi":2227,"put_oi":202},{"strike":40.0,"call_vanna":23.0,"put_vanna":-12.0,"net_vanna":11.0,"call_oi":299,"put_oi":131},{"strike":45.0,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":572,"put_oi":0},{"strike":50.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":201,"put_oi":0}],"net_vanna":70.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":30.0,"call_charm":-1787.0,"put_charm":2339.0,"net_charm":552.0,"call_oi":52,"put_oi":60},{"strike":35.0,"call_charm":-7223.0,"put_charm":10940.0,"net_charm":3718.0,"call_oi":2158,"put_oi":202},{"strike":40.0,"call_charm":-9309.0,"put_charm":0,"net_charm":-9309.0,"call_oi":65,"put_oi":0},{"strike":45.0,"call_charm":-43507.0,"put_charm":0,"net_charm":-43507.0,"call_oi":243,"put_oi":0},{"strike":50.0,"call_charm":-18026.0,"put_charm":0,"net_charm":-18026.0,"call_oi":99,"put_oi":0}],"net_charm":-66573.0,"weekend_delta_shift":-199719.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":31357.0,"put_delta":-21919.0,"net_delta":9438.0,"call_oi":2617,"put_oi":341,"total_oi":2958,"total_volume":2,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":236.0,"put_delta":-1393.0,"net_delta":-1157.0,"call_oi":11,"put_oi":44,"total_oi":55,"total_volume":1,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":28588.0,"put_delta":-21371.0,"net_delta":7218.0,"call_oi":722,"put_oi":453,"total_oi":1175,"total_volume":5,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":4564.0,"put_delta":-1320.0,"net_delta":3244.0,"call_oi":157,"put_oi":41,"total_oi":198,"total_volume":7,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":30.0,"straddle_price":1.48,"straddle_pct":4.93,"implied_move":4.93,"avg_iv":32.7},{"expiration":"01/15/2027","dte":105,"strike":30.0,"straddle_price":5.12,"straddle_pct":17.12,"implied_move":17.12,"avg_iv":40.4}],"volume_profile":{"profile":[{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":13,"total_oi":13,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":101,"total_oi":105,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":26,"total_oi":32,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":17,"put_oi":84,"total_oi":101,"bias":"bearish"},{"strike":30.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":87,"put_oi":303,"total_oi":390,"bias":"bearish"},{"strike":35.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":2285,"put_oi":221,"total_oi":2506,"bias":"bullish"},{"strike":40.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":299,"put_oi":131,"total_oi":430,"bias":"bullish"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":572,"put_oi":0,"total_oi":572,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":201,"put_oi":0,"total_oi":201,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"}],"underlying_price":29.940000534057617,"peak_call_strike":35.0,"peak_put_strike":25.0,"total_call_volume":10,"total_put_volume":5,"volume_pc_ratio":0.5},"iv_contours":{"x":[0.83,1.0,1.17],"y":[14,49,105],"z":[[74.25,32.72,59.81],[null,38.84,null],[41.7,40.42,31.78]],"levels":[31.8,36.0,40.3,44.5,48.8,53.0,57.3,61.5,65.8,70.0,74.2],"min_iv":31.8,"max_iv":74.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":92.51},{"date":"2026-09-15","iv":81.8},{"date":"2026-09-16","iv":87.65},{"date":"2026-09-17","iv":79.39},{"date":"2026-09-18","iv":66.38},{"date":"2026-09-21","iv":71.6},{"date":"2026-09-22","iv":59.9},{"date":"2026-09-23","iv":70.3},{"date":"2026-09-24","iv":75.9},{"date":"2026-09-25","iv":82.1},{"date":"2026-09-28","iv":74.4},{"date":"2026-09-29","iv":91.3},{"date":"2026-09-30","iv":91.7},{"date":"2026-10-01","iv":88.9},{"date":"2026-10-02","iv":95.4}]}}