{"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":"MGNX","summary":{"name":"MGNX","price":3.58,"total_oi":4888,"call_oi":3802,"put_oi":1086,"pc_ratio":0.286,"net_gex":1817.8,"avg_iv":213.6,"iv_rank":27.9,"iv_52w_high":475.8,"iv_52w_low":111.91,"gamma_flip":5.58,"max_pain":4.0},"features":{"symbol":"MGNX","price":3.58,"total_oi":4888,"analysis_coverage":0.7778,"avg_iv_pct":213.6,"iv_rank":27.9,"iv_52w_high_pct":475.8,"iv_52w_low_pct":111.91,"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":-138.02,"risk_reversal_30d_pp":-138.02,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.286,"put_call_oi_front_ratio":0.281,"put_call_volume_front_ratio":0.0,"option_volume":5,"volume_oi_ratio":0.001023,"net_delta_normalized":0.246015,"dealer_delta_normalized":-0.242592,"gex_per_100k_oi":37189.03437,"vanna_per_100k_oi":593.289689,"charm_per_100k_oi":-2960413.256956,"weekend_delta_shift_per_100k_oi":-8881260.229133,"iv_surface_range_pp":39.4,"gamma_flip_distance_pct":55.865922,"max_pain_distance_pct":11.731844,"peak_call_distance_pct":null,"peak_put_distance_pct":-16.201117},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":1.1,"put_gex":0.0,"net_gex":1.1,"call_oi":10,"put_oi":8},{"strike":1.0,"call_gex":0.6,"put_gex":0.0,"net_gex":0.6,"call_oi":2,"put_oi":0},{"strike":1.5,"call_gex":1.16,"put_gex":0.0,"net_gex":1.16,"call_oi":2,"put_oi":0},{"strike":2.0,"call_gex":73.09,"put_gex":0.0,"net_gex":73.09,"call_oi":131,"put_oi":0},{"strike":3.0,"call_gex":1368.81,"put_gex":-579.13,"net_gex":789.69,"call_oi":318,"put_oi":298},{"strike":4.0,"call_gex":2730.96,"put_gex":-6026.22,"net_gex":-3295.26,"call_oi":741,"put_oi":778},{"strike":5.0,"call_gex":2318.94,"put_gex":-2.67,"net_gex":2316.27,"call_oi":1192,"put_oi":1},{"strike":6.0,"call_gex":195.61,"put_gex":0.0,"net_gex":195.61,"call_oi":104,"put_oi":0},{"strike":7.0,"call_gex":1681.92,"put_gex":-1.71,"net_gex":1680.21,"call_oi":1258,"put_oi":1},{"strike":8.0,"call_gex":55.33,"put_gex":0.0,"net_gex":55.33,"call_oi":44,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":3479.0,"total_value":3479.0},{"strike":1.0,"call_value":5.0,"put_value":2940.0,"total_value":2945.0},{"strike":1.5,"call_value":11.0,"put_value":2401.0,"total_value":2412.0},{"strike":2.0,"call_value":18.0,"put_value":1862.0,"total_value":1880.0},{"strike":3.0,"call_value":163.0,"put_value":784.0,"total_value":947.0},{"strike":4.0,"call_value":626.0,"put_value":4.0,"total_value":630.0},{"strike":5.0,"call_value":1830.0,"put_value":2.0,"total_value":1832.0},{"strike":6.0,"call_value":4226.0,"put_value":1.0,"total_value":4227.0},{"strike":7.0,"call_value":6726.0,"put_value":0.0,"total_value":6726.0},{"strike":8.0,"call_value":10484.0,"put_value":0,"total_value":10484.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":318.6,"strike":2.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":116.8,"strike":3.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":91.8,"strike":2.67},{"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":127.9,"strike":4.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":113.8,"strike":4.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":82.8,"strike":4.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":476.8,"strike":5.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":124.1,"strike":5.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":125.2,"strike":6.33}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2854,"put_oi":803,"total_oi":3657,"pc_ratio":0.281,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":54,"put_oi":155,"total_oi":209,"pc_ratio":2.87,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":863,"put_oi":64,"total_oi":927,"pc_ratio":0.074,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":31,"put_oi":64,"total_oi":95,"pc_ratio":2.065,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":977.0,"put_delta_oi":0,"dealer_delta":-977.0,"call_oi":10,"put_oi":0},{"strike":1.0,"call_delta_oi":191.0,"put_delta_oi":0,"dealer_delta":-191.0,"call_oi":2,"put_oi":0},{"strike":1.5,"call_delta_oi":188.0,"put_delta_oi":0,"dealer_delta":-188.0,"call_oi":2,"put_oi":0},{"strike":2.0,"call_delta_oi":6478.0,"put_delta_oi":0,"dealer_delta":-6478.0,"call_oi":71,"put_oi":0},{"strike":3.0,"call_delta_oi":27539.0,"put_delta_oi":-7735.0,"dealer_delta":-19804.0,"call_oi":318,"put_oi":298},{"strike":4.0,"call_delta_oi":34509.0,"put_delta_oi":-61161.0,"dealer_delta":26652.0,"call_oi":741,"put_oi":778},{"strike":5.0,"call_delta_oi":55924.0,"put_delta_oi":-66.0,"dealer_delta":-55859.0,"call_oi":1192,"put_oi":1},{"strike":6.0,"call_delta_oi":3516.0,"put_delta_oi":0,"dealer_delta":-3516.0,"call_oi":104,"put_oi":0},{"strike":7.0,"call_delta_oi":56373.0,"put_delta_oi":-81.0,"dealer_delta":-56292.0,"call_oi":1258,"put_oi":1},{"strike":8.0,"call_delta_oi":1925.0,"put_delta_oi":0,"dealer_delta":-1925.0,"call_oi":44,"put_oi":0}],"net_dealer_delta":-118579.0,"total_call_delta":187621.0,"total_put_delta":-69042.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":3.5799999237060547,"strikes":[{"strike":5.0,"moneyness":1.3966,"type":"call","iv":1.0076,"delta":0.3708,"oi":460},{"strike":7.0,"moneyness":1.9553,"type":"call","iv":1.1241,"delta":0.2126,"oi":167}]},{"expiration":"10/16/2026","underlying_price":3.5799999237060547,"strikes":[{"strike":3.0,"moneyness":0.838,"type":"call","iv":0.8888,"delta":0.8742,"oi":299},{"strike":4.0,"moneyness":1.1173,"type":"call","iv":1.9692,"delta":0.4568,"oi":633},{"strike":4.0,"moneyness":1.1173,"type":"put","iv":0.5891,"delta":-0.8235,"oi":684}]}],"greeks_heatmap":{"data":[{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8742,"put_delta":-0.2581,"call_gamma":0.344274,"put_gamma":0.099842,"call_theta":-0.0051,"put_theta":-0.04,"call_vega":0.0014,"put_vega":0.0022,"call_oi":299,"put_oi":111},{"strike":4.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4568,"put_delta":-0.8235,"call_gamma":0.298085,"put_gamma":0.651287,"call_theta":-0.0204,"put_theta":-0.0036,"call_vega":0.0027,"put_vega":0.0018,"call_oi":633,"put_oi":684},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2561,"call_gamma":0,"put_gamma":0.224311,"call_theta":0,"put_theta":-0.0047,"call_vega":0,"put_vega":0.0042,"call_oi":0,"put_oi":63},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.5153,"call_gamma":0,"put_gamma":0.263703,"call_theta":0,"put_theta":-0.006,"call_vega":0,"put_vega":0.0052,"call_oi":0,"put_oi":92}],"strikes":[3.0,4.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-138.02,"put_25d_iv":58.91,"call_25d_iv":196.92,"put_25d_strike":4.0,"call_25d_strike":4.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-23.91,"put_25d_iv":88.5,"call_25d_iv":112.41,"put_25d_strike":3.0,"call_25d_strike":7.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.0,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":61,"put_oi":0},{"strike":3.0,"call_vanna":-9.0,"put_vanna":19.0,"net_vanna":10.0,"call_oi":299,"put_oi":298},{"strike":4.0,"call_vanna":3.0,"put_vanna":-22.0,"net_vanna":-19.0,"call_oi":730,"put_oi":776},{"strike":5.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":1189,"put_oi":0},{"strike":6.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":51,"put_oi":0},{"strike":7.0,"call_vanna":17.0,"put_vanna":0,"net_vanna":17.0,"call_oi":1248,"put_oi":0}],"net_vanna":29.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":3.0,"call_charm":-3453.0,"put_charm":3045.0,"net_charm":-408.0,"call_oi":299,"put_oi":174},{"strike":4.0,"call_charm":-15409.0,"put_charm":5456.0,"net_charm":-9953.0,"call_oi":633,"put_oi":776},{"strike":5.0,"call_charm":-49945.0,"put_charm":0,"net_charm":-49945.0,"call_oi":729,"put_oi":0},{"strike":7.0,"call_charm":-84399.0,"put_charm":0,"net_charm":-84399.0,"call_oi":1081,"put_oi":0}],"net_charm":-144705.0,"weekend_delta_shift":-434116.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":149579.0,"put_delta":-59190.0,"net_delta":90389.0,"call_oi":2794,"put_oi":795,"total_oi":3589,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":2275.0,"put_delta":-6354.0,"net_delta":-4079.0,"call_oi":54,"put_oi":155,"total_oi":209,"total_volume":5,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":34173.0,"put_delta":-1800.0,"net_delta":32373.0,"call_oi":863,"put_oi":64,"total_oi":927,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1594.0,"put_delta":-1698.0,"net_delta":-104.0,"call_oi":31,"put_oi":64,"total_oi":95,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":8,"total_oi":18,"bias":"neutral"},{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":131,"put_oi":0,"total_oi":131,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":318,"put_oi":298,"total_oi":616,"bias":"bearish"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":741,"put_oi":778,"total_oi":1519,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1192,"put_oi":1,"total_oi":1193,"bias":"neutral"},{"strike":6.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":104,"put_oi":0,"total_oi":104,"bias":"neutral"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1258,"put_oi":1,"total_oi":1259,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":0,"total_oi":44,"bias":"neutral"}],"underlying_price":3.5799999237060547,"peak_call_strike":null,"peak_put_strike":3.0,"total_call_volume":0,"total_put_volume":5,"volume_pc_ratio":0},"iv_contours":{"x":[0.84,1.12],"y":[14,49,105],"z":[[88.88,127.91],[116.84,116.44],[88.5,94.11]],"levels":[88.5,92.4,96.4,100.3,104.3,108.2,112.1,116.1,120.0,124.0,127.9],"min_iv":88.5,"max_iv":127.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":160.97},{"date":"2026-09-15","iv":167.01},{"date":"2026-09-16","iv":175.2},{"date":"2026-09-17","iv":129.9},{"date":"2026-09-18","iv":122.63},{"date":"2026-09-21","iv":111.91},{"date":"2026-09-22","iv":149.1},{"date":"2026-09-23","iv":190.1},{"date":"2026-09-24","iv":475.8},{"date":"2026-09-25","iv":192.7},{"date":"2026-09-28","iv":144.7},{"date":"2026-09-29","iv":206.8},{"date":"2026-09-30","iv":211.0},{"date":"2026-10-01","iv":208.8},{"date":"2026-10-02","iv":213.6}]}}