{"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":"RFL","summary":{"name":"RFL","price":1.54,"total_oi":12572,"call_oi":9210,"put_oi":3362,"pc_ratio":0.365,"net_gex":1862.86,"avg_iv":500.2,"iv_rank":57.1,"iv_52w_high":738.5,"iv_52w_low":183.01,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"RFL","price":1.54,"total_oi":12572,"analysis_coverage":0.6667,"avg_iv_pct":500.2,"iv_rank":57.1,"iv_52w_high_pct":738.5,"iv_52w_low_pct":183.01,"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":-27.83,"risk_reversal_30d_pp":-27.83,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.365,"put_call_oi_front_ratio":1.195,"put_call_volume_front_ratio":0.0,"option_volume":32,"volume_oi_ratio":0.002545,"net_delta_normalized":0.185193,"dealer_delta_normalized":-0.185193,"gex_per_100k_oi":14817.531021,"vanna_per_100k_oi":-1336.302895,"charm_per_100k_oi":-1309409.799555,"weekend_delta_shift_per_100k_oi":-3928237.352848,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":224.675325,"peak_call_distance_pct":62.337662,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":1521.89,"put_gex":-930.86,"net_gex":591.03,"call_oi":2128,"put_oi":976},{"strike":5.0,"call_gex":2005.45,"put_gex":-884.09,"net_gex":1121.36,"call_oi":6476,"put_oi":2220},{"strike":7.5,"call_gex":211.61,"put_gex":-61.14,"net_gex":150.47,"call_oi":606,"put_oi":166}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":6380.0,"total_value":6380.0},{"strike":5.0,"call_value":5320.0,"put_value":415.0,"total_value":5735.0},{"strike":7.5,"call_value":26830.0,"put_value":0,"total_value":26830.0}],"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":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":319.9,"strike":3.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":285.8,"strike":4.38},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2623,"put_oi":3134,"total_oi":5757,"pc_ratio":1.195,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":5792,"put_oi":207,"total_oi":5999,"pc_ratio":0.036,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":795,"put_oi":21,"total_oi":816,"pc_ratio":0.026,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":90927.0,"put_delta_oi":-77728.0,"dealer_delta":-13199.0,"call_oi":2128,"put_oi":976},{"strike":5.0,"call_delta_oi":401164.0,"put_delta_oi":-196461.0,"dealer_delta":-204702.0,"call_oi":6476,"put_oi":2220},{"strike":7.5,"call_delta_oi":28648.0,"put_delta_oi":-13724.0,"dealer_delta":-14924.0,"call_oi":606,"put_oi":166}],"net_dealer_delta":-232825.0,"total_call_delta":520739.0,"total_put_delta":-287914.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":1.5399999618530273,"strikes":[{"strike":2.5,"moneyness":1.6234,"type":"call","iv":1.7393,"delta":0.54,"oi":469}]},{"expiration":"10/16/2026","underlying_price":1.5399999618530273,"strikes":[{"strike":2.5,"moneyness":1.6234,"type":"put","iv":2.4576,"delta":-0.7909,"oi":768}]},{"expiration":"11/20/2026","underlying_price":1.5399999618530273,"strikes":[{"strike":2.5,"moneyness":1.6234,"type":"put","iv":1.1763,"delta":-0.8184,"oi":207},{"strike":2.5,"moneyness":1.6234,"type":"call","iv":1.4546,"delta":0.2597,"oi":985}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":-27.83,"put_25d_iv":117.63,"call_25d_iv":145.46,"put_25d_strike":2.5,"call_25d_strike":2.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":37.0,"put_vanna":-37.0,"net_vanna":0.0,"call_oi":2128,"put_oi":975},{"strike":5.0,"call_vanna":-110.0,"put_vanna":-62.0,"net_vanna":-172.0,"call_oi":6476,"put_oi":2200},{"strike":7.5,"call_vanna":9.0,"put_vanna":-5.0,"net_vanna":4.0,"call_oi":601,"put_oi":166}],"net_vanna":-168.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-30499.0,"put_charm":12288.0,"net_charm":-18211.0,"call_oi":1659,"put_oi":975},{"strike":5.0,"call_charm":-182608.0,"put_charm":40112.0,"net_charm":-142496.0,"call_oi":6155,"put_oi":2200},{"strike":7.5,"call_charm":-9420.0,"put_charm":5508.0,"net_charm":-3912.0,"call_oi":601,"put_oi":166}],"net_charm":-164619.0,"weekend_delta_shift":-493858.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":190952.0,"put_delta":-269566.0,"net_delta":-78613.0,"call_oi":2623,"put_oi":3134,"total_oi":5757,"total_volume":32,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":273518.0,"put_delta":-16942.0,"net_delta":256576.0,"call_oi":5792,"put_oi":207,"total_oi":5999,"total_volume":0,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":56269.0,"put_delta":-1407.0,"net_delta":54862.0,"call_oi":795,"put_oi":21,"total_oi":816,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":32,"put_volume":0,"total_volume":32,"call_oi":2128,"put_oi":976,"total_oi":3104,"bias":"bullish"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6476,"put_oi":2220,"total_oi":8696,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":606,"put_oi":166,"total_oi":772,"bias":"neutral"}],"underlying_price":1.5399999618530273,"peak_call_strike":2.5,"peak_put_strike":null,"total_call_volume":32,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":218.74},{"date":"2026-09-15","iv":218.12},{"date":"2026-09-16","iv":231.47},{"date":"2026-09-17","iv":210.42},{"date":"2026-09-18","iv":215.15},{"date":"2026-09-21","iv":183.01},{"date":"2026-09-22","iv":261.3},{"date":"2026-09-23","iv":218.4},{"date":"2026-09-24","iv":226.8},{"date":"2026-09-25","iv":249.7},{"date":"2026-09-28","iv":738.5},{"date":"2026-09-29","iv":533.7},{"date":"2026-09-30","iv":551.1},{"date":"2026-10-01","iv":724.9},{"date":"2026-10-02","iv":500.2}]}}