{"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":"RDTE","summary":{"name":"RDTE","price":26.53,"total_oi":127,"call_oi":16,"put_oi":111,"pc_ratio":6.938,"net_gex":-3605.65,"avg_iv":53.9,"iv_rank":14.9,"iv_52w_high":113.92,"iv_52w_low":43.4,"gamma_flip":null,"max_pain":29.0},"features":{"symbol":"RDTE","price":26.53,"total_oi":127,"analysis_coverage":0.6667,"avg_iv_pct":53.9,"iv_rank":14.9,"iv_52w_high_pct":113.92,"iv_52w_low_pct":43.4,"front_dte":14,"front_atm_iv_pct":127.7015,"back_atm_iv_pct":25.7098,"term_premium_pp":101.9917,"expected_move_front_pct":25.01,"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":6.938,"put_call_oi_front_ratio":28.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":-0.360551,"dealer_delta_normalized":0.360472,"gex_per_100k_oi":-2839094.488189,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":199.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":9.310215,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":0.0,"put_gex":-1905.08,"net_gex":-1905.08,"call_oi":0,"put_oi":23},{"strike":26.0,"call_gex":0.0,"put_gex":-91.71,"net_gex":-91.71,"call_oi":0,"put_oi":1},{"strike":27.0,"call_gex":2433.78,"put_gex":-781.62,"net_gex":1652.16,"call_oi":13,"put_oi":25},{"strike":28.0,"call_gex":20.31,"put_gex":-2559.66,"net_gex":-2539.35,"call_oi":1,"put_oi":33},{"strike":29.0,"call_gex":0.0,"put_gex":-587.34,"net_gex":-587.34,"call_oi":0,"put_oi":22},{"strike":30.0,"call_gex":57.87,"put_gex":-135.56,"net_gex":-77.69,"call_oi":1,"put_oi":4},{"strike":31.0,"call_gex":0.0,"put_gex":-65.9,"net_gex":-65.9,"call_oi":0,"put_oi":2},{"strike":32.0,"call_gex":39.14,"put_gex":-29.88,"net_gex":9.26,"call_oi":1,"put_oi":1}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":277.0,"total_value":277.0},{"strike":26.0,"call_value":0.0,"put_value":189.0,"total_value":189.0},{"strike":27.0,"call_value":0.0,"put_value":102.0,"total_value":102.0},{"strike":28.0,"call_value":13.0,"put_value":40.0,"total_value":53.0},{"strike":29.0,"call_value":27.0,"put_value":11.0,"total_value":38.0},{"strike":30.0,"call_value":41.0,"put_value":4.0,"total_value":45.0},{"strike":31.0,"call_value":56.0,"put_value":1.0,"total_value":57.0},{"strike":32.0,"call_value":71.0,"put_value":0,"total_value":71.0}],"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":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":49.7,"strike":25.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":35.6,"strike":25.0},{"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":127.7,"strike":27.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":25.7,"strike":26.67},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":38.3,"strike":27.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":40.1,"strike":28.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":42.9,"strike":28.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":48.5,"strike":28.0},{"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":75.8,"strike":29.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":null,"strike":null},{"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":53.6,"strike":31.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":58},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":5,"total_oi":7},{"expiration":"12/18/2026","dte":77,"iv":0.4178,"contract_count":3,"total_oi":14},{"expiration":"03/19/2027","dte":168,"iv":0.3211,"contract_count":5,"total_oi":39}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":25.01,"expected_move_2std":50.02,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":9.42,"expected_move_2std":18.84,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":17.6,"expected_move_2std":35.21,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":6.88,"expected_move_2std":13.75,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":56,"total_oi":58,"pc_ratio":28.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":6,"total_oi":7,"pc_ratio":6.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":2,"put_oi":20,"total_oi":22,"pc_ratio":10.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":11,"put_oi":29,"total_oi":40,"pc_ratio":2.636,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-583.0,"dealer_delta":583.0,"call_oi":0,"put_oi":23},{"strike":26.0,"call_delta_oi":0,"put_delta_oi":-39.0,"dealer_delta":39.0,"call_oi":0,"put_oi":1},{"strike":27.0,"call_delta_oi":623.0,"put_delta_oi":-1094.0,"dealer_delta":471.0,"call_oi":13,"put_oi":25},{"strike":28.0,"call_delta_oi":57.0,"put_delta_oi":-2076.0,"dealer_delta":2019.0,"call_oi":1,"put_oi":33},{"strike":29.0,"call_delta_oi":0,"put_delta_oi":-1082.0,"dealer_delta":1082.0,"call_oi":0,"put_oi":22},{"strike":30.0,"call_delta_oi":22.0,"put_delta_oi":-234.0,"dealer_delta":212.0,"call_oi":1,"put_oi":4},{"strike":31.0,"call_delta_oi":0,"put_delta_oi":-126.0,"dealer_delta":126.0,"call_oi":0,"put_oi":2},{"strike":32.0,"call_delta_oi":18.0,"put_delta_oi":-65.0,"dealer_delta":47.0,"call_oi":1,"put_oi":1}],"net_dealer_delta":4578.0,"total_call_delta":720.0,"total_put_delta":-5298.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":60.0,"put_delta":-2525.0,"net_delta":-2465.0,"call_oi":2,"put_oi":56,"total_oi":58,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":38.0,"put_delta":-296.0,"net_delta":-258.0,"call_oi":1,"put_oi":6,"total_oi":7,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":40.0,"put_delta":-1102.0,"net_delta":-1062.0,"call_oi":2,"put_oi":20,"total_oi":22,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":582.0,"put_delta":-1376.0,"net_delta":-794.0,"call_oi":11,"put_oi":29,"total_oi":40,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":23,"total_oi":23,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":25,"total_oi":38,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":33,"total_oi":34,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":22,"total_oi":22,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"}],"underlying_price":26.530000686645508,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.94,1.02,1.05,1.09],"y":[14,168],"z":[[49.69,239.53,40.06,null],[null,null,null,59.45]],"levels":[40.1,60.0,80.0,99.9,119.8,139.8,159.7,179.7,199.6,219.6,239.5],"min_iv":40.1,"max_iv":239.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":92.5},{"date":"2026-09-15","iv":92.81},{"date":"2026-09-16","iv":113.92},{"date":"2026-09-17","iv":109.01},{"date":"2026-09-18","iv":99.31},{"date":"2026-09-21","iv":50.59},{"date":"2026-09-22","iv":43.4},{"date":"2026-09-23","iv":52.2},{"date":"2026-09-24","iv":50.4},{"date":"2026-09-25","iv":50.2},{"date":"2026-09-28","iv":57.9},{"date":"2026-09-29","iv":58.8},{"date":"2026-09-30","iv":47.3},{"date":"2026-10-01","iv":58.6},{"date":"2026-10-02","iv":53.9}]}}