{"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":"VNRX","summary":{"name":"VNRX","price":0.23,"total_oi":2353,"call_oi":2124,"put_oi":229,"pc_ratio":0.108,"net_gex":57.11,"avg_iv":1360.0,"iv_rank":100.0,"iv_52w_high":1360.0,"iv_52w_low":337.77,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"VNRX","price":0.23,"total_oi":2353,"analysis_coverage":0.6111,"avg_iv_pct":1360.0,"iv_rank":100.0,"iv_52w_high_pct":1360.0,"iv_52w_low_pct":337.77,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.108,"put_call_oi_front_ratio":0.222,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.000425,"net_delta_normalized":0.363731,"dealer_delta_normalized":-0.363731,"gex_per_100k_oi":2427.114322,"vanna_per_100k_oi":5014.874628,"charm_per_100k_oi":22566.935827,"weekend_delta_shift_per_100k_oi":67658.308542,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":986.956522,"peak_call_distance_pct":986.956522,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":55.79,"put_gex":-2.33,"net_gex":53.46,"call_oi":1799,"put_oi":93},{"strike":5.0,"call_gex":9.04,"put_gex":-5.18,"net_gex":3.86,"call_oi":253,"put_oi":129},{"strike":7.5,"call_gex":0.0,"put_gex":-0.21,"net_gex":-0.2,"call_oi":72,"put_oi":7}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":357.5,"total_value":357.5},{"strike":5.0,"call_value":4497.5,"put_value":17.5,"total_value":4515.0},{"strike":7.5,"call_value":9627.5,"put_value":0,"total_value":9627.5}],"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":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":null,"strike":null},{"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":385.3,"strike":3.75}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":712,"put_oi":158,"total_oi":870,"pc_ratio":0.222,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":1247,"put_oi":15,"total_oi":1262,"pc_ratio":0.012,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":165,"put_oi":56,"total_oi":221,"pc_ratio":0.339,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":83648.0,"put_delta_oi":-2373.0,"dealer_delta":-81274.0,"call_oi":1799,"put_oi":93},{"strike":5.0,"call_delta_oi":6015.0,"put_delta_oi":-8570.0,"dealer_delta":2555.0,"call_oi":253,"put_oi":129},{"strike":7.5,"call_delta_oi":7198.0,"put_delta_oi":-332.0,"dealer_delta":-6867.0,"call_oi":72,"put_oi":7}],"net_dealer_delta":-85586.0,"total_call_delta":96861.0,"total_put_delta":-11275.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":0.23499999940395355,"strikes":[{"strike":2.5,"moneyness":10.6383,"type":"call","iv":2.8564,"delta":0.2176,"oi":1230}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":109.0,"put_vanna":4.0,"net_vanna":113.0,"call_oi":1799,"put_oi":52},{"strike":5.0,"call_vanna":8.0,"put_vanna":-3.0,"net_vanna":5.0,"call_oi":242,"put_oi":113},{"strike":7.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":65,"put_oi":0}],"net_vanna":118.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-62.0,"put_charm":0,"net_charm":-62.0,"call_oi":405,"put_oi":0},{"strike":5.0,"call_charm":-582.0,"put_charm":1186.0,"net_charm":604.0,"call_oi":242,"put_oi":113},{"strike":7.5,"call_charm":-11.0,"put_charm":0,"net_charm":-11.0,"call_oi":65,"put_oi":0}],"net_charm":531.0,"weekend_delta_shift":1592.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":51904.0,"put_delta":-8644.0,"net_delta":43260.0,"call_oi":712,"put_oi":158,"total_oi":870,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":28460.0,"put_delta":-680.0,"net_delta":27781.0,"call_oi":1247,"put_oi":15,"total_oi":1262,"total_volume":1,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":16496.0,"put_delta":-1951.0,"net_delta":14545.0,"call_oi":165,"put_oi":56,"total_oi":221,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1799,"put_oi":93,"total_oi":1892,"bias":"bullish"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":253,"put_oi":129,"total_oi":382,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":72,"put_oi":7,"total_oi":79,"bias":"neutral"}],"underlying_price":0.23499999940395355,"peak_call_strike":2.5,"peak_put_strike":null,"total_call_volume":1,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":347.5},{"date":"2026-09-15","iv":385.33},{"date":"2026-09-16","iv":382.54},{"date":"2026-09-17","iv":337.77},{"date":"2026-09-18","iv":341.95},{"date":"2026-09-21","iv":380.35},{"date":"2026-09-22","iv":1056.3},{"date":"2026-09-23","iv":1022.2},{"date":"2026-09-24","iv":1109.3},{"date":"2026-09-25","iv":1089.8},{"date":"2026-09-28","iv":1081.8},{"date":"2026-09-29","iv":965.2},{"date":"2026-09-30","iv":1158.3},{"date":"2026-10-01","iv":1210.4},{"date":"2026-10-02","iv":1360.0}]}}