{"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":"VENU","summary":{"name":"VENU","price":1.4,"total_oi":18188,"call_oi":14188,"put_oi":4000,"pc_ratio":0.282,"net_gex":2488.45,"avg_iv":462.7,"iv_rank":31.1,"iv_52w_high":1148.6,"iv_52w_low":153.62,"gamma_flip":2.94,"max_pain":2.5},"features":{"symbol":"VENU","price":1.4,"total_oi":18188,"analysis_coverage":0.6667,"avg_iv_pct":462.7,"iv_rank":31.1,"iv_52w_high_pct":1148.6,"iv_52w_low_pct":153.62,"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":-26.33,"risk_reversal_30d_pp":-26.33,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.282,"put_call_oi_front_ratio":0.111,"put_call_volume_front_ratio":0.0,"option_volume":11,"volume_oi_ratio":0.000605,"net_delta_normalized":0.092415,"dealer_delta_normalized":-0.092415,"gex_per_100k_oi":13681.82318,"vanna_per_100k_oi":1429.513965,"charm_per_100k_oi":-496195.2936,"weekend_delta_shift_per_100k_oi":-1488591.378931,"iv_surface_range_pp":null,"gamma_flip_distance_pct":110.0,"max_pain_distance_pct":78.571429,"peak_call_distance_pct":257.142857,"peak_put_distance_pct":78.571429},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":997.91,"put_gex":-1501.09,"net_gex":-503.18,"call_oi":3672,"put_oi":2445},{"strike":5.0,"call_gex":3412.56,"put_gex":-581.36,"net_gex":2831.2,"call_oi":9798,"put_oi":1555},{"strike":7.5,"call_gex":150.25,"put_gex":0.0,"net_gex":150.25,"call_oi":672,"put_oi":0},{"strike":10.0,"call_gex":10.17,"put_gex":0.0,"net_gex":10.17,"call_oi":46,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":3887.5,"total_value":3887.5},{"strike":5.0,"call_value":9180.0,"put_value":0.0,"total_value":9180.0},{"strike":7.5,"call_value":42855.0,"put_value":0.0,"total_value":42855.0},{"strike":10.0,"call_value":78210.0,"put_value":0,"total_value":78210.0}],"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":228.6,"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":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":239.1,"strike":4.5}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1539,"put_oi":171,"total_oi":1710,"pc_ratio":0.111,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":12405,"put_oi":2052,"total_oi":14457,"pc_ratio":0.165,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":244,"put_oi":1777,"total_oi":2021,"pc_ratio":7.283,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":261091.0,"put_delta_oi":-152508.0,"dealer_delta":-108584.0,"call_oi":3672,"put_oi":2445},{"strike":5.0,"call_delta_oi":139041.0,"put_delta_oi":-126948.0,"dealer_delta":-12093.0,"call_oi":9798,"put_oi":1555},{"strike":7.5,"call_delta_oi":44468.0,"put_delta_oi":0,"dealer_delta":-44468.0,"call_oi":672,"put_oi":0},{"strike":10.0,"call_delta_oi":2940.0,"put_delta_oi":0,"dealer_delta":-2940.0,"call_oi":46,"put_oi":0}],"net_dealer_delta":-168084.0,"total_call_delta":447540.0,"total_put_delta":-279456.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":1.399999976158142,"strikes":[{"strike":2.5,"moneyness":1.7857,"type":"put","iv":1.2436,"delta":-0.6996,"oi":748},{"strike":5.0,"moneyness":3.5714,"type":"call","iv":1.5068,"delta":0.1219,"oi":9434},{"strike":5.0,"moneyness":3.5714,"type":"put","iv":1.5711,"delta":-0.8608,"oi":1304}]},{"expiration":"04/16/2027","underlying_price":1.399999976158142,"strikes":[{"strike":2.5,"moneyness":1.7857,"type":"call","iv":2.5818,"delta":0.7416,"oi":239},{"strike":2.5,"moneyness":1.7857,"type":"put","iv":1.2893,"delta":-0.5478,"oi":1527},{"strike":5.0,"moneyness":3.5714,"type":"put","iv":1.893,"delta":-0.5839,"oi":250}]},{"expiration":"10/16/2026","underlying_price":1.399999976158142,"strikes":[{"strike":2.5,"moneyness":1.7857,"type":"put","iv":1.4889,"delta":-0.9724,"oi":170}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[{"expiration":"01/15/2027","dte":105,"risk_reversal":-26.33,"put_25d_iv":124.36,"call_25d_iv":150.68,"put_25d_strike":2.5,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"04/16/2027","dte":196,"risk_reversal":-129.25,"put_25d_iv":128.93,"call_25d_iv":258.18,"put_25d_strike":2.5,"call_25d_strike":2.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-237.0,"put_vanna":-100.0,"net_vanna":-336.0,"call_oi":3672,"put_oi":2445},{"strike":5.0,"call_vanna":762.0,"put_vanna":-123.0,"net_vanna":639.0,"call_oi":9793,"put_oi":1554},{"strike":7.5,"call_vanna":-42.0,"put_vanna":0,"net_vanna":-42.0,"call_oi":671,"put_oi":0}],"net_vanna":260.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-65435.0,"put_charm":290.0,"net_charm":-65145.0,"call_oi":1133,"put_oi":170},{"strike":5.0,"call_charm":-25104.0,"put_charm":0,"net_charm":-25104.0,"call_oi":359,"put_oi":0}],"net_charm":-90248.0,"weekend_delta_shift":-270745.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":105089.0,"put_delta":-16628.0,"net_delta":88460.0,"call_oi":1539,"put_oi":171,"total_oi":1710,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":324397.0,"put_delta":-164587.0,"net_delta":159810.0,"call_oi":12405,"put_oi":2052,"total_oi":14457,"total_volume":1,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":18055.0,"put_delta":-98241.0,"net_delta":-80186.0,"call_oi":244,"put_oi":1777,"total_oi":2021,"total_volume":10,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":3672,"put_oi":2445,"total_oi":6117,"bias":"bearish"},{"strike":5.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":9798,"put_oi":1555,"total_oi":11353,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":672,"put_oi":0,"total_oi":672,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":46,"put_oi":0,"total_oi":46,"bias":"neutral"}],"underlying_price":1.399999976158142,"peak_call_strike":5.0,"peak_put_strike":2.5,"total_call_volume":1,"total_put_volume":10,"volume_pc_ratio":10.0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":175.3},{"date":"2026-09-15","iv":168.0},{"date":"2026-09-16","iv":167.6},{"date":"2026-09-17","iv":153.62},{"date":"2026-09-18","iv":186.61},{"date":"2026-09-21","iv":180.65},{"date":"2026-09-22","iv":333.1},{"date":"2026-09-23","iv":310.0},{"date":"2026-09-24","iv":1148.6},{"date":"2026-09-25","iv":892.0},{"date":"2026-09-28","iv":362.4},{"date":"2026-09-29","iv":366.3},{"date":"2026-09-30","iv":413.9},{"date":"2026-10-01","iv":365.3},{"date":"2026-10-02","iv":462.7}]}}