{"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":"TORO","summary":{"name":"TORO","price":5.38,"total_oi":3761,"call_oi":3643,"put_oi":118,"pc_ratio":0.032,"net_gex":8532.5,"avg_iv":159.4,"iv_rank":29.9,"iv_52w_high":333.6,"iv_52w_low":85.2,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"TORO","price":5.38,"total_oi":3761,"analysis_coverage":0.8333,"avg_iv_pct":159.4,"iv_rank":29.9,"iv_52w_high_pct":333.6,"iv_52w_low_pct":85.2,"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":61.39,"risk_reversal_30d_pp":61.39,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.032,"put_call_oi_front_ratio":10.0,"put_call_volume_front_ratio":0.0,"option_volume":17,"volume_oi_ratio":0.00452,"net_delta_normalized":0.648817,"dealer_delta_normalized":-0.648817,"gex_per_100k_oi":226867.854294,"vanna_per_100k_oi":-1409.199681,"charm_per_100k_oi":63679.872374,"weekend_delta_shift_per_100k_oi":191066.205796,"iv_surface_range_pp":28.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-53.531599,"peak_call_distance_pct":-53.531599,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":1726.87,"put_gex":0.0,"net_gex":1726.87,"call_oi":1723,"put_oi":0},{"strike":5.0,"call_gex":1635.4,"put_gex":-276.1,"net_gex":1359.3,"call_oi":484,"put_oi":111},{"strike":7.5,"call_gex":5409.88,"put_gex":-21.83,"net_gex":5388.04,"call_oi":1412,"put_oi":7},{"strike":10.0,"call_gex":56.07,"put_gex":0.0,"net_gex":56.07,"call_oi":23,"put_oi":0},{"strike":12.5,"call_gex":2.22,"put_gex":0.0,"net_gex":2.22,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":312.5,"total_value":312.5},{"strike":5.0,"call_value":4307.5,"put_value":17.5,"total_value":4325.0},{"strike":7.5,"call_value":9825.0,"put_value":0.0,"total_value":9825.0},{"strike":10.0,"call_value":18872.5,"put_value":0.0,"total_value":18872.5},{"strike":12.5,"call_value":27977.5,"put_value":0,"total_value":27977.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":385.4,"strike":2.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":206.6,"strike":2.5},{"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":256.2,"strike":5.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":94.3,"strike":5.0},{"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":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":175.8,"strike":7.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":189.0,"strike":8.33},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":2},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":1,"total_oi":26},{"expiration":"02/19/2027","dte":140,"iv":0.4504,"contract_count":2,"total_oi":489},{"expiration":"05/21/2027","dte":231,"iv":0.0118,"contract_count":1,"total_oi":18}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":6,"put_oi":60,"total_oi":66,"pc_ratio":10.0,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":144,"put_oi":5,"total_oi":149,"pc_ratio":0.035,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":3460,"put_oi":53,"total_oi":3513,"pc_ratio":0.015,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":33,"put_oi":0,"total_oi":33,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":162402.0,"put_delta_oi":0,"dealer_delta":-162402.0,"call_oi":1723,"put_oi":0},{"strike":5.0,"call_delta_oi":32563.0,"put_delta_oi":-3439.0,"dealer_delta":-29124.0,"call_oi":484,"put_oi":111},{"strike":7.5,"call_delta_oi":52004.0,"put_delta_oi":-387.0,"dealer_delta":-51617.0,"call_oi":1412,"put_oi":7},{"strike":10.0,"call_delta_oi":852.0,"put_delta_oi":0,"dealer_delta":-852.0,"call_oi":23,"put_oi":0},{"strike":12.5,"call_delta_oi":26.0,"put_delta_oi":0,"dealer_delta":-26.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-244020.0,"total_call_delta":247846.0,"total_put_delta":-3826.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":5.380000114440918,"strikes":[{"strike":2.5,"moneyness":0.4647,"type":"call","iv":0.9975,"delta":0.9428,"oi":1706},{"strike":5.0,"moneyness":0.9294,"type":"call","iv":0.9659,"delta":0.673,"oi":438},{"strike":7.5,"moneyness":1.3941,"type":"call","iv":0.8739,"delta":0.3758,"oi":1311}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3276,"call_gamma":0,"put_gamma":0.10018,"call_theta":0,"put_theta":-0.0497,"call_vega":0,"put_vega":0.0037,"call_oi":0,"put_oi":60}],"strikes":[5.0],"dtes":[14]},"risk_reversal":[{"expiration":"02/19/2027","dte":140,"risk_reversal":61.39,"put_25d_iv":148.78,"call_25d_iv":87.39,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-107.0,"put_vanna":0,"net_vanna":-107.0,"call_oi":1706,"put_oi":0},{"strike":5.0,"call_vanna":-34.0,"put_vanna":6.0,"net_vanna":-28.0,"call_oi":438,"put_oi":111},{"strike":7.5,"call_vanna":82.0,"put_vanna":0,"net_vanna":82.0,"call_oi":1409,"put_oi":0}],"net_vanna":-53.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":0,"put_charm":2548.0,"net_charm":2548.0,"call_oi":0,"put_oi":60},{"strike":7.5,"call_charm":-152.0,"put_charm":0,"net_charm":-152.0,"call_oi":98,"put_oi":0}],"net_charm":2395.0,"weekend_delta_shift":7186.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":284.0,"put_delta":-1966.0,"net_delta":-1681.0,"call_oi":6,"put_oi":60,"total_oi":66,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":5759.0,"put_delta":-290.0,"net_delta":5469.0,"call_oi":144,"put_oi":5,"total_oi":149,"total_volume":4,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":239724.0,"put_delta":-1571.0,"net_delta":238153.0,"call_oi":3460,"put_oi":53,"total_oi":3513,"total_volume":12,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":2079.0,"put_delta":0,"net_delta":2079.0,"call_oi":33,"put_oi":0,"total_oi":33,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":1723,"put_oi":0,"total_oi":1723,"bias":"bullish"},{"strike":5.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":484,"put_oi":111,"total_oi":595,"bias":"bullish"},{"strike":7.5,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":1412,"put_oi":7,"total_oi":1419,"bias":"bullish"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":0,"total_oi":23,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":5.380000114440918,"peak_call_strike":2.5,"peak_put_strike":null,"total_call_volume":17,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.93],"y":[49,140],"z":[[94.29],[122.69]],"levels":[94.3,97.1,100.0,102.8,105.7,108.5,111.3,114.2,117.0,119.8,122.7],"min_iv":94.3,"max_iv":122.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":117.99},{"date":"2026-09-15","iv":96.15},{"date":"2026-09-16","iv":126.72},{"date":"2026-09-17","iv":98.85},{"date":"2026-09-18","iv":89.98},{"date":"2026-09-21","iv":85.2},{"date":"2026-09-22","iv":100.9},{"date":"2026-09-23","iv":87.1},{"date":"2026-09-24","iv":166.2},{"date":"2026-09-25","iv":108.5},{"date":"2026-09-28","iv":333.6},{"date":"2026-09-29","iv":138.7},{"date":"2026-09-30","iv":289.7},{"date":"2026-10-01","iv":134.7},{"date":"2026-10-02","iv":159.4}]}}