{"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":"RBBN","summary":{"name":"RBBN","price":1.77,"total_oi":3418,"call_oi":3337,"put_oi":81,"pc_ratio":0.024,"net_gex":1198.25,"avg_iv":578.2,"iv_rank":35.9,"iv_52w_high":1360.3,"iv_52w_low":139.38,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"RBBN","price":1.77,"total_oi":3418,"analysis_coverage":0.6111,"avg_iv_pct":578.2,"iv_rank":35.9,"iv_52w_high_pct":1360.3,"iv_52w_low_pct":139.38,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.024,"put_call_oi_front_ratio":0.027,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.326296,"dealer_delta_normalized":-0.326296,"gex_per_100k_oi":35057.050907,"vanna_per_100k_oi":-0.0,"charm_per_100k_oi":-765886.483324,"weekend_delta_shift_per_100k_oi":-2297659.449971,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":41.242938,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":514.8,"put_gex":-110.08,"net_gex":404.72,"call_oi":997,"put_oi":76},{"strike":5.0,"call_gex":746.06,"put_gex":-2.07,"net_gex":743.99,"call_oi":2235,"put_oi":5},{"strike":7.5,"call_gex":49.54,"put_gex":0.0,"net_gex":49.54,"call_oi":105,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":12.5,"total_value":12.5},{"strike":5.0,"call_value":2492.5,"put_value":0.0,"total_value":2492.5},{"strike":7.5,"call_value":10572.5,"put_value":0,"total_value":10572.5}],"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":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":null,"strike":null},{"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":264.2,"strike":4.17},{"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":166.7,"strike":2.5}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2333,"put_oi":64,"total_oi":2397,"pc_ratio":0.027,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":929,"put_oi":17,"total_oi":946,"pc_ratio":0.018,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":75,"put_oi":0,"total_oi":75,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":64994.0,"put_delta_oi":-6065.0,"dealer_delta":-58929.0,"call_oi":997,"put_oi":76},{"strike":5.0,"call_delta_oi":49297.0,"put_delta_oi":-463.0,"dealer_delta":-48834.0,"call_oi":2235,"put_oi":5},{"strike":7.5,"call_delta_oi":3765.0,"put_delta_oi":0,"dealer_delta":-3765.0,"call_oi":105,"put_oi":0}],"net_dealer_delta":-111528.0,"total_call_delta":118056.0,"total_put_delta":-6528.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":1.7699999809265137,"strikes":[{"strike":2.5,"moneyness":1.4124,"type":"call","iv":2.5642,"delta":0.6704,"oi":560}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-41.0,"put_vanna":-2.0,"net_vanna":-43.0,"call_oi":997,"put_oi":59},{"strike":5.0,"call_vanna":40.0,"put_vanna":0,"net_vanna":40.0,"call_oi":2235,"put_oi":0},{"strike":7.5,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":102,"put_oi":0}],"net_vanna":-0.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-22138.0,"put_charm":694.0,"net_charm":-21444.0,"call_oi":362,"put_oi":59},{"strike":5.0,"call_charm":-1724.0,"put_charm":0,"net_charm":-1724.0,"call_oi":1869,"put_oi":0},{"strike":7.5,"call_charm":-3010.0,"put_charm":0,"net_charm":-3010.0,"call_oi":102,"put_oi":0}],"net_charm":-26178.0,"weekend_delta_shift":-78534.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":40740.0,"put_delta":-5292.0,"net_delta":35448.0,"call_oi":2333,"put_oi":64,"total_oi":2397,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":74440.0,"put_delta":-1237.0,"net_delta":73203.0,"call_oi":929,"put_oi":17,"total_oi":946,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":2877.0,"put_delta":0,"net_delta":2877.0,"call_oi":75,"put_oi":0,"total_oi":75,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":997,"put_oi":76,"total_oi":1073,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2235,"put_oi":5,"total_oi":2240,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":105,"put_oi":0,"total_oi":105,"bias":"neutral"}],"underlying_price":1.7699999809265137,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":236.96},{"date":"2026-09-15","iv":139.38},{"date":"2026-09-16","iv":164.09},{"date":"2026-09-17","iv":146.89},{"date":"2026-09-18","iv":146.55},{"date":"2026-09-21","iv":141.43},{"date":"2026-09-22","iv":877.9},{"date":"2026-09-23","iv":1360.3},{"date":"2026-09-24","iv":479.0},{"date":"2026-09-25","iv":849.2},{"date":"2026-09-28","iv":893.6},{"date":"2026-09-29","iv":836.2},{"date":"2026-09-30","iv":780.3},{"date":"2026-10-01","iv":418.0},{"date":"2026-10-02","iv":578.2}]}}