{"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":"SELF","summary":{"name":"SELF","price":4.85,"total_oi":198,"call_oi":99,"put_oi":99,"pc_ratio":1.0,"net_gex":-2140.57,"avg_iv":127.9,"iv_rank":13.8,"iv_52w_high":574.4,"iv_52w_low":56.6,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"SELF","price":4.85,"total_oi":198,"analysis_coverage":0.8333,"avg_iv_pct":127.9,"iv_rank":13.8,"iv_52w_high_pct":574.4,"iv_52w_low_pct":56.6,"front_dte":14,"front_atm_iv_pct":28.3895,"back_atm_iv_pct":52.4022,"term_premium_pp":-24.0127,"expected_move_front_pct":5.56,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-30.28,"risk_reversal_30d_pp":-30.28,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":1.0,"put_call_oi_front_ratio":1.13,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.005051,"net_delta_normalized":-0.229235,"dealer_delta_normalized":0.226869,"gex_per_100k_oi":-1081095.959596,"vanna_per_100k_oi":-505.050505,"charm_per_100k_oi":-161111.111111,"weekend_delta_shift_per_100k_oi":-483333.333333,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":3.092784,"peak_call_distance_pct":null,"peak_put_distance_pct":54.639175},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":1634.87,"put_gex":-3834.22,"net_gex":-2199.34,"call_oi":79,"put_oi":99},{"strike":7.5,"call_gex":52.37,"put_gex":0.0,"net_gex":52.37,"call_oi":17,"put_oi":0},{"strike":10.0,"call_gex":6.4,"put_gex":0.0,"net_gex":6.4,"call_oi":3,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":7.5,"call_value":197.5,"put_value":0.0,"total_value":197.5},{"strike":10.0,"call_value":437.5,"put_value":0,"total_value":437.5}],"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":28.4,"strike":5.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":52.4,"strike":5.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":9.5,"strike":5.0},{"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":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":376.3,"strike":8.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":99.4,"strike":7.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.4412,"contract_count":2,"total_oi":156},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":11},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":1,"total_oi":9}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.56,"expected_move_2std":11.13,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":19.2,"expected_move_2std":38.4,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":5.08,"expected_move_2std":10.15,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":77,"put_oi":87,"total_oi":164,"pc_ratio":1.13,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":10,"put_oi":1,"total_oi":11,"pc_ratio":0.1,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":12,"put_oi":9,"total_oi":21,"pc_ratio":0.75,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":0,"put_oi":2,"total_oi":2,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":3107.0,"put_delta_oi":-8222.0,"dealer_delta":5115.0,"call_oi":79,"put_oi":97},{"strike":7.5,"call_delta_oi":531.0,"put_delta_oi":0,"dealer_delta":-531.0,"call_oi":17,"put_oi":0},{"strike":10.0,"call_delta_oi":92.0,"put_delta_oi":0,"dealer_delta":-92.0,"call_oi":3,"put_oi":0}],"net_dealer_delta":4492.0,"total_call_delta":3730.0,"total_put_delta":-8222.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3779,"put_delta":-0.8735,"call_gamma":0.953497,"put_gamma":1.708573,"call_theta":-0.006,"put_theta":-0.0005,"call_vega":0.0035,"put_vega":0.0019,"call_oi":69,"put_oi":87}],"strikes":[5.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-30.28,"put_25d_iv":13.27,"call_25d_iv":43.55,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":1.0,"put_vanna":-3.0,"net_vanna":-1.0,"call_oi":69,"put_oi":87}],"net_vanna":-1.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-410.0,"put_charm":91.0,"net_charm":-319.0,"call_oi":69,"put_oi":87}],"net_charm":-319.0,"weekend_delta_shift":-957.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":2874.0,"put_delta":-7600.0,"net_delta":-4726.0,"call_oi":77,"put_oi":87,"total_oi":164,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":499.0,"put_delta":-53.0,"net_delta":446.0,"call_oi":10,"put_oi":1,"total_oi":11,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":356.0,"put_delta":-569.0,"net_delta":-213.0,"call_oi":12,"put_oi":9,"total_oi":21,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":79,"put_oi":99,"total_oi":178,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"bearish"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"}],"underlying_price":4.849999904632568,"peak_call_strike":null,"peak_put_strike":7.5,"total_call_volume":0,"total_put_volume":1,"volume_pc_ratio":0},"iv_contours":{"x":[1.03],"y":[14],"z":[[28.41]],"levels":[28.4,28.4,28.4,28.4,28.4,28.4,28.4,28.4,28.4,28.4,28.4],"min_iv":28.4,"max_iv":28.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":105.06},{"date":"2026-09-15","iv":119.52},{"date":"2026-09-16","iv":83.38},{"date":"2026-09-17","iv":97.46},{"date":"2026-09-18","iv":58.75},{"date":"2026-09-21","iv":112.47},{"date":"2026-09-22","iv":102.0},{"date":"2026-09-23","iv":433.5},{"date":"2026-09-24","iv":98.6},{"date":"2026-09-25","iv":574.4},{"date":"2026-09-28","iv":103.6},{"date":"2026-09-29","iv":85.7},{"date":"2026-09-30","iv":106.1},{"date":"2026-10-01","iv":56.6},{"date":"2026-10-02","iv":127.9}]}}