{"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":"RANI","summary":{"name":"RANI","price":0.81,"total_oi":5062,"call_oi":4584,"put_oi":478,"pc_ratio":0.104,"net_gex":1768.84,"avg_iv":466.4,"iv_rank":30.1,"iv_52w_high":1080.5,"iv_52w_low":202.21,"gamma_flip":null,"max_pain":0.5},"features":{"symbol":"RANI","price":0.81,"total_oi":5062,"analysis_coverage":0.7778,"avg_iv_pct":466.4,"iv_rank":30.1,"iv_52w_high_pct":1080.5,"iv_52w_low_pct":202.21,"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":-98.82,"risk_reversal_30d_pp":-98.82,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.104,"put_call_oi_front_ratio":0.071,"put_call_volume_front_ratio":0.0,"option_volume":20,"volume_oi_ratio":0.003951,"net_delta_normalized":0.447152,"dealer_delta_normalized":-0.433374,"gex_per_100k_oi":34943.500593,"vanna_per_100k_oi":-592.651126,"charm_per_100k_oi":-729770.841565,"weekend_delta_shift_per_100k_oi":-2189312.524694,"iv_surface_range_pp":74.2,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-38.271605,"peak_call_distance_pct":23.45679,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":62.87,"put_gex":0.0,"net_gex":62.87,"call_oi":364,"put_oi":156},{"strike":1.0,"call_gex":1671.59,"put_gex":-249.15,"net_gex":1422.44,"call_oi":2519,"put_oi":276},{"strike":1.5,"call_gex":85.57,"put_gex":-1.41,"net_gex":84.16,"call_oi":603,"put_oi":4},{"strike":2.0,"call_gex":2.92,"put_gex":-6.86,"net_gex":-3.95,"call_oi":27,"put_oi":30},{"strike":2.5,"call_gex":205.49,"put_gex":-2.85,"net_gex":202.64,"call_oi":1064,"put_oi":12},{"strike":5.0,"call_gex":0.67,"put_gex":0.0,"net_gex":0.67,"call_oi":7,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":211.0,"total_value":211.0},{"strike":1.0,"call_value":182.0,"put_value":50.0,"total_value":232.0},{"strike":1.5,"call_value":1623.5,"put_value":27.0,"total_value":1650.5},{"strike":2.0,"call_value":3366.5,"put_value":6.0,"total_value":3372.5},{"strike":2.5,"call_value":5123.0,"put_value":0.0,"total_value":5123.0},{"strike":5.0,"call_value":16565.5,"put_value":0,"total_value":16565.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":374.3,"strike":0.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":249.9,"strike":0.5},{"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":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":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":228.6,"strike":1.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":218.3,"strike":1.71}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2301,"put_oi":163,"total_oi":2464,"pc_ratio":0.071,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":10,"put_oi":0,"total_oi":10,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":1679,"put_oi":313,"total_oi":1992,"pc_ratio":0.186,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":594,"put_oi":2,"total_oi":596,"pc_ratio":0.003,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":30960.0,"put_delta_oi":0,"dealer_delta":-30960.0,"call_oi":364,"put_oi":0},{"strike":1.0,"call_delta_oi":108006.0,"put_delta_oi":-18568.0,"dealer_delta":-89438.0,"call_oi":2519,"put_oi":276},{"strike":1.5,"call_delta_oi":44337.0,"put_delta_oi":-335.0,"dealer_delta":-44001.0,"call_oi":603,"put_oi":4},{"strike":2.0,"call_delta_oi":2081.0,"put_delta_oi":-2749.0,"dealer_delta":668.0,"call_oi":27,"put_oi":30},{"strike":2.5,"call_delta_oi":56120.0,"put_delta_oi":-1003.0,"dealer_delta":-55118.0,"call_oi":1064,"put_oi":12},{"strike":5.0,"call_delta_oi":525.0,"put_delta_oi":0,"dealer_delta":-525.0,"call_oi":7,"put_oi":0}],"net_dealer_delta":-219374.0,"total_call_delta":242029.0,"total_put_delta":-22655.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":0.8108000159263611,"strikes":[{"strike":0.5,"moneyness":0.6167,"type":"call","iv":2.4993,"delta":0.8505,"oi":273},{"strike":1.0,"moneyness":1.2333,"type":"put","iv":0.6073,"delta":-0.6728,"oi":276},{"strike":1.0,"moneyness":1.2333,"type":"call","iv":1.5046,"delta":0.5618,"oi":1082}]},{"expiration":"04/16/2027","underlying_price":0.8108000159263611,"strikes":[{"strike":2.5,"moneyness":3.0834,"type":"call","iv":1.5441,"delta":0.3397,"oi":594}]},{"expiration":"10/16/2026","underlying_price":0.8108000159263611,"strikes":[{"strike":1.0,"moneyness":1.2333,"type":"call","iv":1.7985,"delta":0.3286,"oi":1437}]}],"greeks_heatmap":{"data":[{"strike":1.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3286,"put_delta":0,"call_gamma":1.313733,"put_gamma":0,"call_theta":-0.0039,"put_theta":0,"call_vega":0.0006,"put_vega":0,"call_oi":1437,"put_oi":0}],"strikes":[1.0],"dtes":[14]},"risk_reversal":[{"expiration":"01/15/2027","dte":105,"risk_reversal":-98.82,"put_25d_iv":60.73,"call_25d_iv":159.55,"put_25d_strike":1.0,"call_25d_strike":1.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-27.0,"put_vanna":0,"net_vanna":-27.0,"call_oi":364,"put_oi":0},{"strike":1.0,"call_vanna":5.0,"put_vanna":-18.0,"net_vanna":-13.0,"call_oi":2519,"put_oi":276},{"strike":1.5,"call_vanna":-14.0,"put_vanna":0,"net_vanna":-14.0,"call_oi":603,"put_oi":0},{"strike":2.5,"call_vanna":23.0,"put_vanna":0,"net_vanna":23.0,"call_oi":1054,"put_oi":0}],"net_vanna":-30.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":0.5,"call_charm":-1041.0,"put_charm":0,"net_charm":-1041.0,"call_oi":91,"put_oi":0},{"strike":1.0,"call_charm":-4742.0,"put_charm":0,"net_charm":-4742.0,"call_oi":1437,"put_oi":0},{"strike":1.5,"call_charm":-21301.0,"put_charm":0,"net_charm":-21301.0,"call_oi":534,"put_oi":0},{"strike":2.5,"call_charm":-9857.0,"put_charm":0,"net_charm":-9857.0,"call_oi":216,"put_oi":0}],"net_charm":-36941.0,"weekend_delta_shift":-110823.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":114900.0,"put_delta":-3019.0,"net_delta":111880.0,"call_oi":2301,"put_oi":33,"total_oi":2334,"total_volume":0,"bias":"bullish"},{"expiration":"11/20/2026","dte":49,"call_delta":765.0,"put_delta":0,"net_delta":765.0,"call_oi":10,"put_oi":0,"total_oi":10,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":106187.0,"put_delta":-19501.0,"net_delta":86686.0,"call_oi":1679,"put_oi":287,"total_oi":1966,"total_volume":20,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":20177.0,"put_delta":-135.0,"net_delta":20042.0,"call_oi":594,"put_oi":2,"total_oi":596,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":364,"put_oi":156,"total_oi":520,"bias":"neutral"},{"strike":1.0,"call_volume":20,"put_volume":0,"total_volume":20,"call_oi":2519,"put_oi":276,"total_oi":2795,"bias":"bullish"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":603,"put_oi":4,"total_oi":607,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":30,"total_oi":57,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1064,"put_oi":12,"total_oi":1076,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"}],"underlying_price":0.8108000159263611,"peak_call_strike":1.0,"peak_put_strike":null,"total_call_volume":20,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.23],"y":[14,105],"z":[[179.85],[105.59]],"levels":[105.6,113.0,120.4,127.9,135.3,142.7,150.1,157.6,165.0,172.4,179.8],"min_iv":105.6,"max_iv":179.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":219.57},{"date":"2026-09-15","iv":211.52},{"date":"2026-09-16","iv":233.39},{"date":"2026-09-17","iv":202.21},{"date":"2026-09-18","iv":250.45},{"date":"2026-09-21","iv":261.56},{"date":"2026-09-22","iv":739.9},{"date":"2026-09-23","iv":305.9},{"date":"2026-09-24","iv":358.1},{"date":"2026-09-25","iv":714.8},{"date":"2026-09-28","iv":332.1},{"date":"2026-09-29","iv":369.2},{"date":"2026-09-30","iv":432.0},{"date":"2026-10-01","iv":1080.5},{"date":"2026-10-02","iv":466.4}]}}