{"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":"USIO","summary":{"name":"USIO","price":2.93,"total_oi":1302,"call_oi":1200,"put_oi":102,"pc_ratio":0.085,"net_gex":2872.78,"avg_iv":164.7,"iv_rank":26.9,"iv_52w_high":382.5,"iv_52w_low":84.7,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"USIO","price":2.93,"total_oi":1302,"analysis_coverage":0.7778,"avg_iv_pct":164.7,"iv_rank":26.9,"iv_52w_high_pct":382.5,"iv_52w_low_pct":84.7,"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":6.42,"risk_reversal_30d_pp":6.42,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.085,"put_call_oi_front_ratio":0.004,"put_call_volume_front_ratio":0.0,"option_volume":27,"volume_oi_ratio":0.020737,"net_delta_normalized":0.526575,"dealer_delta_normalized":-0.526567,"gex_per_100k_oi":220643.625192,"vanna_per_100k_oi":-2534.562212,"charm_per_100k_oi":-34869.431644,"weekend_delta_shift_per_100k_oi":-104531.490015,"iv_surface_range_pp":54.1,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-14.675768,"peak_call_distance_pct":-14.675768,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":2514.4,"put_gex":-164.9,"net_gex":2349.5,"call_oi":863,"put_oi":102},{"strike":5.0,"call_gex":521.61,"put_gex":0.0,"net_gex":521.61,"call_oi":335,"put_oi":0},{"strike":7.5,"call_gex":1.66,"put_gex":0.0,"net_gex":1.66,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":5.0,"call_value":2157.5,"put_value":0.0,"total_value":2157.5},{"strike":7.5,"call_value":5152.5,"put_value":0,"total_value":5152.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":107.0,"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":52.9,"strike":2.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":66.5,"strike":2.5},{"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":199.1,"strike":5.0},{"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":308.6,"strike":7.5}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":246,"put_oi":1,"total_oi":247,"pc_ratio":0.004,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":34,"put_oi":0,"total_oi":34,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":607,"put_oi":0,"total_oi":607,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":313,"put_oi":101,"total_oi":414,"pc_ratio":0.323,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":65556.0,"put_delta_oi":-2806.0,"dealer_delta":-62750.0,"call_oi":863,"put_oi":102},{"strike":5.0,"call_delta_oi":5705.0,"put_delta_oi":0,"dealer_delta":-5705.0,"call_oi":335,"put_oi":0},{"strike":7.5,"call_delta_oi":103.0,"put_delta_oi":0,"dealer_delta":-103.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-68559.0,"total_call_delta":71365.0,"total_put_delta":-2806.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":2.930000066757202,"strikes":[{"strike":2.5,"moneyness":0.8532,"type":"put","iv":0.891,"delta":-0.2753,"oi":101},{"strike":2.5,"moneyness":0.8532,"type":"call","iv":0.6585,"delta":0.7333,"oi":178},{"strike":5.0,"moneyness":1.7065,"type":"call","iv":0.8268,"delta":0.2607,"oi":135}]},{"expiration":"10/16/2026","underlying_price":2.930000066757202,"strikes":[{"strike":5.0,"moneyness":1.7065,"type":"call","iv":1.9912,"delta":0.1093,"oi":200}]},{"expiration":"12/18/2026","underlying_price":2.930000066757202,"strikes":[{"strike":2.5,"moneyness":0.8532,"type":"call","iv":0.6648,"delta":0.7593,"oi":605}]}],"greeks_heatmap":{"data":[{"strike":2.5,"dte":77,"expiration":"12/18/2026","call_delta":0.7593,"put_delta":0,"call_gamma":0.350309,"put_gamma":0,"call_theta":-0.002,"put_theta":0,"call_vega":0.0042,"put_vega":0,"call_oi":605,"put_oi":0}],"strikes":[2.5],"dtes":[77]},"risk_reversal":[{"expiration":"03/19/2027","dte":168,"risk_reversal":6.42,"put_25d_iv":89.1,"call_25d_iv":82.68,"put_25d_strike":2.5,"call_25d_strike":5.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-63.0,"put_vanna":10.0,"net_vanna":-53.0,"call_oi":783,"put_oi":101},{"strike":5.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":335,"put_oi":0}],"net_vanna":-33.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-454.0,"put_charm":0,"net_charm":-454.0,"call_oi":200,"put_oi":0}],"net_charm":-454.0,"weekend_delta_shift":-1361.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":5932.0,"put_delta":-26.0,"net_delta":5907.0,"call_oi":246,"put_oi":1,"total_oi":247,"total_volume":23,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":2821.0,"put_delta":0,"net_delta":2821.0,"call_oi":34,"put_oi":0,"total_oi":34,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":46041.0,"put_delta":0,"net_delta":46041.0,"call_oi":607,"put_oi":0,"total_oi":607,"total_volume":3,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":16571.0,"put_delta":-2780.0,"net_delta":13791.0,"call_oi":313,"put_oi":101,"total_oi":414,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":26,"put_volume":0,"total_volume":26,"call_oi":863,"put_oi":102,"total_oi":965,"bias":"bullish"},{"strike":5.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":335,"put_oi":0,"total_oi":335,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":2.930000066757202,"peak_call_strike":2.5,"peak_put_strike":null,"total_call_volume":27,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.85],"y":[14,49,77,168],"z":[[107.01],[52.88],[66.48],[77.47]],"levels":[52.9,58.3,63.7,69.1,74.5,79.9,85.4,90.8,96.2,101.6,107.0],"min_iv":52.9,"max_iv":107.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":205.03},{"date":"2026-09-15","iv":210.23},{"date":"2026-09-16","iv":232.87},{"date":"2026-09-17","iv":208.63},{"date":"2026-09-18","iv":148.49},{"date":"2026-09-21","iv":145.7},{"date":"2026-09-22","iv":195.0},{"date":"2026-09-23","iv":251.3},{"date":"2026-09-24","iv":176.6},{"date":"2026-09-25","iv":382.5},{"date":"2026-09-28","iv":190.0},{"date":"2026-09-29","iv":98.6},{"date":"2026-09-30","iv":84.7},{"date":"2026-10-01","iv":111.5},{"date":"2026-10-02","iv":164.7}]}}