{"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":"TYRA","summary":{"name":"TYRA","price":20.43,"total_oi":4722,"call_oi":326,"put_oi":4396,"pc_ratio":13.485,"net_gex":-229438.18,"avg_iv":207.1,"iv_rank":100.0,"iv_52w_high":207.1,"iv_52w_low":98.8,"gamma_flip":null,"max_pain":22.5},"features":{"symbol":"TYRA","price":20.43,"total_oi":4722,"analysis_coverage":0.8333,"avg_iv_pct":207.1,"iv_rank":100.0,"iv_52w_high_pct":207.1,"iv_52w_low_pct":98.8,"front_dte":14,"front_atm_iv_pct":106.3073,"back_atm_iv_pct":66.1851,"term_premium_pp":40.1222,"expected_move_front_pct":20.82,"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":13.485,"put_call_oi_front_ratio":22.856,"put_call_volume_front_ratio":0.0,"option_volume":76,"volume_oi_ratio":0.016095,"net_delta_normalized":-0.657272,"dealer_delta_normalized":0.657274,"gex_per_100k_oi":-4858919.525625,"vanna_per_100k_oi":-2520.118594,"charm_per_100k_oi":4236594.663278,"weekend_delta_shift_per_100k_oi":12709805.167302,"iv_surface_range_pp":111.7,"gamma_flip_distance_pct":null,"max_pain_distance_pct":10.132159,"peak_call_distance_pct":22.369065,"peak_put_distance_pct":10.132159},"analyses":{"gamma_walls":[{"strike":12.5,"call_gex":0.0,"put_gex":-5.2,"net_gex":-5.2,"call_oi":0,"put_oi":1},{"strike":15.0,"call_gex":243.51,"put_gex":-670.96,"net_gex":-427.45,"call_oi":19,"put_oi":55},{"strike":17.5,"call_gex":187.46,"put_gex":-91.59,"net_gex":95.87,"call_oi":9,"put_oi":12},{"strike":20.0,"call_gex":401.87,"put_gex":-22194.73,"net_gex":-21792.87,"call_oi":18,"put_oi":325},{"strike":22.5,"call_gex":948.01,"put_gex":-209332.03,"net_gex":-208384.02,"call_oi":47,"put_oi":3938},{"strike":25.0,"call_gex":732.47,"put_gex":-615.06,"net_gex":117.42,"call_oi":45,"put_oi":31},{"strike":27.5,"call_gex":388.26,"put_gex":-408.4,"net_gex":-20.14,"call_oi":54,"put_oi":28},{"strike":30.0,"call_gex":471.32,"put_gex":-63.83,"net_gex":407.49,"call_oi":36,"put_oi":6},{"strike":32.5,"call_gex":101.17,"put_gex":0.0,"net_gex":101.17,"call_oi":16,"put_oi":0},{"strike":35.0,"call_gex":237.79,"put_gex":0.0,"net_gex":237.79,"call_oi":40,"put_oi":0},{"strike":37.5,"call_gex":9.77,"put_gex":0.0,"net_gex":9.77,"call_oi":1,"put_oi":0},{"strike":40.0,"call_gex":149.12,"put_gex":0.0,"net_gex":149.12,"call_oi":27,"put_oi":0},{"strike":42.5,"call_gex":5.41,"put_gex":0.0,"net_gex":5.41,"call_oi":1,"put_oi":0},{"strike":45.0,"call_gex":31.79,"put_gex":0.0,"net_gex":31.79,"call_oi":6,"put_oi":0},{"strike":50.0,"call_gex":30.71,"put_gex":0.0,"net_gex":30.71,"call_oi":6,"put_oi":0},{"strike":55.0,"call_gex":4.97,"put_gex":0.0,"net_gex":4.97,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":12.5,"call_value":0,"put_value":42927.5,"total_value":42927.5},{"strike":15.0,"call_value":0.0,"put_value":31940.0,"total_value":31940.0},{"strike":17.5,"call_value":47.5,"put_value":21090.0,"total_value":21137.5},{"strike":20.0,"call_value":117.5,"put_value":10270.0,"total_value":10387.5},{"strike":22.5,"call_value":232.5,"put_value":262.5,"total_value":495.0},{"strike":25.0,"call_value":465.0,"put_value":100.0,"total_value":565.0},{"strike":27.5,"call_value":810.0,"put_value":15.0,"total_value":825.0},{"strike":30.0,"call_value":1290.0,"put_value":0.0,"total_value":1290.0},{"strike":32.5,"call_value":1860.0,"put_value":0.0,"total_value":1860.0},{"strike":35.0,"call_value":2470.0,"put_value":0.0,"total_value":2470.0},{"strike":37.5,"call_value":3180.0,"put_value":0.0,"total_value":3180.0},{"strike":40.0,"call_value":3892.5,"put_value":0.0,"total_value":3892.5},{"strike":42.5,"call_value":4672.5,"put_value":0.0,"total_value":4672.5},{"strike":45.0,"call_value":5455.0,"put_value":0.0,"total_value":5455.0},{"strike":50.0,"call_value":7050.0,"put_value":0.0,"total_value":7050.0},{"strike":55.0,"call_value":8675.0,"put_value":0,"total_value":8675.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":130.2,"strike":16.25},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":98.9,"strike":16.25},{"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":106.3,"strike":20.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":66.2,"strike":20.0},{"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":134.8,"strike":22.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":84.4,"strike":22.5},{"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":125.9,"strike":26.88},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":260.5,"strike":35.77},{"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":2,"total_oi":318},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":14},{"expiration":"02/19/2027","dte":140,"iv":0.1123,"contract_count":2,"total_oi":10},{"expiration":"05/21/2027","dte":231,"iv":0.2972,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":20.82,"expected_move_2std":41.63,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":24.25,"expected_move_2std":48.5,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":43.78,"expected_move_2std":87.56,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":62.13,"expected_move_2std":124.27,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":187,"put_oi":4274,"total_oi":4461,"pc_ratio":22.856,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":111,"put_oi":78,"total_oi":189,"pc_ratio":0.703,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":16,"put_oi":16,"total_oi":32,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"05/21/2027","dte":231,"call_oi":12,"put_oi":28,"total_oi":40,"pc_ratio":2.333,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":12.5,"call_delta_oi":0,"put_delta_oi":-15.0,"dealer_delta":15.0,"call_oi":0,"put_oi":1},{"strike":15.0,"call_delta_oi":1632.0,"put_delta_oi":-813.0,"dealer_delta":-819.0,"call_oi":19,"put_oi":55},{"strike":17.5,"call_delta_oi":680.0,"put_delta_oi":-284.0,"dealer_delta":-396.0,"call_oi":9,"put_oi":12},{"strike":20.0,"call_delta_oi":1091.0,"put_delta_oi":-12950.0,"dealer_delta":11858.0,"call_oi":18,"put_oi":325},{"strike":22.5,"call_delta_oi":2295.0,"put_delta_oi":-309454.0,"dealer_delta":307159.0,"call_oi":47,"put_oi":3938},{"strike":25.0,"call_delta_oi":1978.0,"put_delta_oi":-2452.0,"dealer_delta":474.0,"call_oi":45,"put_oi":31},{"strike":27.5,"call_delta_oi":3316.0,"put_delta_oi":-1767.0,"dealer_delta":-1549.0,"call_oi":54,"put_oi":28},{"strike":30.0,"call_delta_oi":1093.0,"put_delta_oi":-562.0,"dealer_delta":-531.0,"call_oi":36,"put_oi":6},{"strike":32.5,"call_delta_oi":963.0,"put_delta_oi":0,"dealer_delta":-963.0,"call_oi":16,"put_oi":0},{"strike":35.0,"call_delta_oi":2411.0,"put_delta_oi":0,"dealer_delta":-2411.0,"call_oi":40,"put_oi":0},{"strike":37.5,"call_delta_oi":37.0,"put_delta_oi":0,"dealer_delta":-37.0,"call_oi":1,"put_oi":0},{"strike":40.0,"call_delta_oi":1616.0,"put_delta_oi":0,"dealer_delta":-1616.0,"call_oi":27,"put_oi":0},{"strike":42.5,"call_delta_oi":59.0,"put_delta_oi":0,"dealer_delta":-59.0,"call_oi":1,"put_oi":0},{"strike":45.0,"call_delta_oi":354.0,"put_delta_oi":0,"dealer_delta":-354.0,"call_oi":6,"put_oi":0},{"strike":50.0,"call_delta_oi":350.0,"put_delta_oi":0,"dealer_delta":-350.0,"call_oi":6,"put_oi":0},{"strike":55.0,"call_delta_oi":58.0,"put_delta_oi":0,"dealer_delta":-58.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":310365.0,"total_call_delta":17932.0,"total_put_delta":-328296.0,"bias":"bullish"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":20.43000030517578,"strikes":[{"strike":20.0,"moneyness":0.979,"type":"put","iv":0.5998,"delta":-0.3982,"oi":311},{"strike":22.5,"moneyness":1.1013,"type":"put","iv":0.5931,"delta":-0.7861,"oi":3933}]}],"greeks_heatmap":{"data":[{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.3982,"call_gamma":0,"put_gamma":0.166862,"call_theta":0,"put_theta":-0.0333,"call_vega":0,"put_vega":0.0149,"call_oi":0,"put_oi":311},{"strike":22.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.7861,"call_gamma":0,"put_gamma":0.127419,"call_theta":0,"put_theta":-0.0235,"call_vega":0,"put_vega":0.0112,"call_oi":0,"put_oi":3933}],"strikes":[20.0,22.5],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":20.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":311},{"strike":22.5,"call_vanna":0,"put_vanna":-124.0,"net_vanna":-124.0,"call_oi":0,"put_oi":3933}],"net_vanna":-119.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":20.0,"call_charm":0,"put_charm":10751.0,"net_charm":10751.0,"call_oi":0,"put_oi":311},{"strike":22.5,"call_charm":0,"put_charm":189301.0,"net_charm":189301.0,"call_oi":0,"put_oi":3933}],"net_charm":200052.0,"weekend_delta_shift":600157.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":10732.0,"put_delta":-323440.0,"net_delta":-312708.0,"call_oi":187,"put_oi":4274,"total_oi":4461,"total_volume":75,"bias":"bearish"},{"expiration":"11/20/2026","dte":49,"call_delta":5599.0,"put_delta":-2383.0,"net_delta":3216.0,"call_oi":111,"put_oi":78,"total_oi":189,"total_volume":1,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":1033.0,"put_delta":-924.0,"net_delta":109.0,"call_oi":16,"put_oi":16,"total_oi":32,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":568.0,"put_delta":-1549.0,"net_delta":-981.0,"call_oi":12,"put_oi":28,"total_oi":40,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":55,"total_oi":74,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":12,"total_oi":21,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":325,"total_oi":343,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":75,"total_volume":75,"call_oi":47,"put_oi":3938,"total_oi":3985,"bias":"bearish"},{"strike":25.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":45,"put_oi":31,"total_oi":76,"bias":"bullish"},{"strike":27.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":54,"put_oi":28,"total_oi":82,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":36,"put_oi":6,"total_oi":42,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":0,"total_oi":16,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":0,"total_oi":27,"bias":"neutral"},{"strike":42.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":20.43000030517578,"peak_call_strike":25.0,"peak_put_strike":22.5,"total_call_volume":1,"total_put_volume":75,"volume_pc_ratio":75.0},"iv_contours":{"x":[0.73,0.98,1.1,1.22],"y":[14,49,140],"z":[[164.29,59.98,134.78,158.6],[98.94,52.56,null,null],[null,null,null,62.24]],"levels":[52.6,63.7,74.9,86.1,97.3,108.4,119.6,130.8,141.9,153.1,164.3],"min_iv":52.6,"max_iv":164.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":141.49},{"date":"2026-09-15","iv":144.89},{"date":"2026-09-16","iv":119.38},{"date":"2026-09-17","iv":115.85},{"date":"2026-09-18","iv":117.42},{"date":"2026-09-21","iv":112.88},{"date":"2026-09-22","iv":98.8},{"date":"2026-09-23","iv":127.7},{"date":"2026-09-24","iv":117.1},{"date":"2026-09-25","iv":132.1},{"date":"2026-09-28","iv":164.4},{"date":"2026-09-29","iv":135.4},{"date":"2026-09-30","iv":121.8},{"date":"2026-10-01","iv":150.8},{"date":"2026-10-02","iv":207.1}]}}