{"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":"ABEV","summary":{"name":"ABEV","price":2.99,"total_oi":41275,"call_oi":31599,"put_oi":9676,"pc_ratio":0.306,"net_gex":123450.31,"avg_iv":543.1,"iv_rank":76.0,"iv_52w_high":692.1,"iv_52w_low":71.48,"gamma_flip":2.05,"max_pain":2.5},"features":{"symbol":"ABEV","price":2.99,"total_oi":41275,"analysis_coverage":0.9444,"avg_iv_pct":543.1,"iv_rank":76.0,"iv_52w_high_pct":692.1,"iv_52w_low_pct":71.48,"front_dte":105,"front_atm_iv_pct":31.5466,"back_atm_iv_pct":31.5466,"term_premium_pp":0.0,"expected_move_front_pct":16.92,"straddle_front_pct":13.38,"straddle_30d_pct":13.38,"risk_reversal_front_pp":14.09,"risk_reversal_30d_pp":14.09,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.306,"put_call_oi_front_ratio":4.973,"put_call_volume_front_ratio":0.0,"option_volume":4963,"volume_oi_ratio":0.120242,"net_delta_normalized":0.420621,"dealer_delta_normalized":-0.383201,"gex_per_100k_oi":299092.210781,"vanna_per_100k_oi":-937.613568,"charm_per_100k_oi":-43.609933,"weekend_delta_shift_per_100k_oi":-130.8298,"iv_surface_range_pp":26.5,"gamma_flip_distance_pct":-31.438127,"max_pain_distance_pct":-16.38796,"peak_call_distance_pct":17.056856,"peak_put_distance_pct":0.334448},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":0.0,"put_gex":-1.88,"net_gex":-1.88,"call_oi":3,"put_oi":19},{"strike":1.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":26,"put_oi":1},{"strike":1.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":273,"put_oi":336},{"strike":2.0,"call_gex":0.0,"put_gex":-3886.6,"net_gex":-3886.6,"call_oi":2300,"put_oi":3229},{"strike":2.5,"call_gex":42359.17,"put_gex":-5138.73,"net_gex":37220.44,"call_oi":12589,"put_oi":2237},{"strike":3.0,"call_gex":90818.93,"put_gex":-22169.85,"net_gex":68649.08,"call_oi":10460,"put_oi":3767},{"strike":3.5,"call_gex":16542.18,"put_gex":-382.47,"net_gex":16159.71,"call_oi":3167,"put_oi":82},{"strike":4.0,"call_gex":4364.05,"put_gex":0.0,"net_gex":4364.05,"call_oi":1698,"put_oi":0},{"strike":4.5,"call_gex":0.01,"put_gex":0.0,"net_gex":0.01,"call_oi":252,"put_oi":0},{"strike":5.0,"call_gex":953.81,"put_gex":-8.31,"net_gex":945.5,"call_oi":829,"put_oi":5},{"strike":7.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":19340.0,"total_value":19340.0},{"strike":1.0,"call_value":1.5,"put_value":14511.5,"total_value":14513.0},{"strike":1.5,"call_value":16.0,"put_value":9683.5,"total_value":9699.5},{"strike":2.0,"call_value":167.0,"put_value":5023.5,"total_value":5190.5},{"strike":2.5,"call_value":1468.0,"put_value":1978.0,"total_value":3446.0},{"strike":3.0,"call_value":9063.5,"put_value":51.0,"total_value":9114.5},{"strike":3.5,"call_value":21889.0,"put_value":7.5,"total_value":21896.5},{"strike":4.0,"call_value":36298.0,"put_value":5.0,"total_value":36303.0},{"strike":4.5,"call_value":51556.0,"put_value":2.5,"total_value":51558.5},{"strike":5.0,"call_value":66940.0,"put_value":0.0,"total_value":66940.0},{"strike":7.5,"call_value":145932.5,"put_value":0,"total_value":145932.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":58.1,"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":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":82.4,"strike":1.88},{"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":31.5,"strike":3.0},{"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":212.3,"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":39.9,"strike":4.0}],"term_structure":[{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":2,"total_oi":14227}],"expected_move":[{"expiration":"01/15/2027","dte":105,"expected_move_1std":16.92,"expected_move_2std":33.84,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":148,"put_oi":736,"total_oi":884,"pc_ratio":4.973,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":2,"put_oi":0,"total_oi":2,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":31235,"put_oi":8920,"total_oi":40155,"pc_ratio":0.286,"pc_ratio_volume":97.64,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":214,"put_oi":20,"total_oi":234,"pc_ratio":0.093,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":0,"put_delta_oi":-27.0,"dealer_delta":27.0,"call_oi":0,"put_oi":19},{"strike":2.0,"call_delta_oi":0,"put_delta_oi":-19098.0,"dealer_delta":19098.0,"call_oi":0,"put_oi":3229},{"strike":2.5,"call_delta_oi":1117539.0,"put_delta_oi":-22111.0,"dealer_delta":-1095428.0,"call_oi":12587,"put_oi":1506},{"strike":3.0,"call_delta_oi":578128.0,"put_delta_oi":-166781.0,"dealer_delta":-411347.0,"call_oi":10460,"put_oi":3767},{"strike":3.5,"call_delta_oi":43669.0,"put_delta_oi":-5819.0,"dealer_delta":-37849.0,"call_oi":3167,"put_oi":82},{"strike":4.0,"call_delta_oi":16416.0,"put_delta_oi":0,"dealer_delta":-16416.0,"call_oi":1698,"put_oi":0},{"strike":4.5,"call_delta_oi":25200.0,"put_delta_oi":0,"dealer_delta":-25200.0,"call_oi":252,"put_oi":0},{"strike":5.0,"call_delta_oi":14778.0,"put_delta_oi":-430.0,"dealer_delta":-14348.0,"call_oi":829,"put_oi":5},{"strike":7.5,"call_delta_oi":200.0,"put_delta_oi":0,"dealer_delta":-200.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-1581662.0,"total_call_delta":1795929.0,"total_put_delta":-214266.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":2.990000009536743,"strikes":[{"strike":2.0,"moneyness":0.6689,"type":"put","iv":0.5482,"delta":-0.0591,"oi":3229},{"strike":2.5,"moneyness":0.8361,"type":"put","iv":0.3771,"delta":-0.1469,"oi":1486},{"strike":2.5,"moneyness":0.8361,"type":"call","iv":0.3177,"delta":0.8872,"oi":12476},{"strike":3.0,"moneyness":1.0033,"type":"put","iv":0.3758,"delta":-0.4427,"oi":3767},{"strike":3.0,"moneyness":1.0033,"type":"call","iv":0.2551,"delta":0.5527,"oi":10460},{"strike":3.5,"moneyness":1.1706,"type":"call","iv":0.2362,"delta":0.1379,"oi":3167},{"strike":4.0,"moneyness":1.3378,"type":"call","iv":0.3731,"delta":0.0967,"oi":1698},{"strike":5.0,"moneyness":1.6722,"type":"call","iv":0.5751,"delta":0.0692,"oi":579}]},{"expiration":"04/16/2027","underlying_price":2.990000009536743,"strikes":[{"strike":5.0,"moneyness":1.6722,"type":"call","iv":0.4134,"delta":0.07,"oi":153}]}],"greeks_heatmap":{"data":[{"strike":2.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":0,"put_oi":731}],"strikes":[2.5],"dtes":[14]},"risk_reversal":[{"expiration":"01/15/2027","dte":105,"risk_reversal":14.09,"put_25d_iv":37.71,"call_25d_iv":23.62,"put_25d_strike":2.5,"call_25d_strike":3.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":2.0,"call_vanna":0,"put_vanna":179.0,"net_vanna":179.0,"call_oi":0,"put_oi":3229},{"strike":2.5,"call_vanna":-990.0,"put_vanna":129.0,"net_vanna":-861.0,"call_oi":12537,"put_oi":1486},{"strike":3.0,"call_vanna":-233.0,"put_vanna":91.0,"net_vanna":-142.0,"call_oi":10460,"put_oi":3767},{"strike":3.5,"call_vanna":270.0,"put_vanna":-6.0,"net_vanna":263.0,"call_oi":3167,"put_oi":82},{"strike":4.0,"call_vanna":125.0,"put_vanna":0,"net_vanna":125.0,"call_oi":1698,"put_oi":0},{"strike":4.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":252,"put_oi":0},{"strike":5.0,"call_vanna":48.0,"put_vanna":0,"net_vanna":48.0,"call_oi":829,"put_oi":0}],"net_vanna":-387.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-18.0,"put_charm":0,"net_charm":-18.0,"call_oi":97,"put_oi":0}],"net_charm":-18.0,"weekend_delta_shift":-54.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":14578.0,"put_delta":-430.0,"net_delta":14148.0,"call_oi":148,"put_oi":5,"total_oi":153,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1774359.0,"put_delta":-213552.0,"net_delta":1560807.0,"call_oi":28633,"put_oi":8583,"total_oi":37216,"total_volume":4932,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":6993.0,"put_delta":-285.0,"net_delta":6708.0,"call_oi":214,"put_oi":20,"total_oi":234,"total_volume":30,"bias":"neutral"}],"straddle_pricing":[{"expiration":"01/15/2027","dte":105,"strike":3.0,"straddle_price":0.4,"straddle_pct":13.38,"implied_move":13.38,"avg_iv":31.5}],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":19,"total_oi":22,"bias":"neutral"},{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":1,"total_oi":27,"bias":"neutral"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":273,"put_oi":336,"total_oi":609,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2300,"put_oi":3229,"total_oi":5529,"bias":"neutral"},{"strike":2.5,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":12589,"put_oi":2237,"total_oi":14826,"bias":"bullish"},{"strike":3.0,"call_volume":2,"put_volume":4882,"total_volume":4884,"call_oi":10460,"put_oi":3767,"total_oi":14227,"bias":"bearish"},{"strike":3.5,"call_volume":42,"put_volume":0,"total_volume":42,"call_oi":3167,"put_oi":82,"total_oi":3249,"bias":"bullish"},{"strike":4.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1698,"put_oi":0,"total_oi":1698,"bias":"neutral"},{"strike":4.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":252,"put_oi":0,"total_oi":252,"bias":"neutral"},{"strike":5.0,"call_volume":30,"put_volume":0,"total_volume":30,"call_oi":829,"put_oi":5,"total_oi":834,"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":2.990000009536743,"peak_call_strike":3.5,"peak_put_strike":3.0,"total_call_volume":81,"total_put_volume":4882,"volume_pc_ratio":60.272},"iv_contours":{"x":[0.84,1.0,1.17],"y":[14,105],"z":[[58.07,null,null],[34.74,31.55,32.38]],"levels":[31.6,34.2,36.9,39.5,42.2,44.8,47.5,50.1,52.8,55.4,58.1],"min_iv":31.6,"max_iv":58.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":101.64},{"date":"2026-09-15","iv":105.59},{"date":"2026-09-16","iv":78.54},{"date":"2026-09-17","iv":89.39},{"date":"2026-09-18","iv":71.48},{"date":"2026-09-21","iv":72.42},{"date":"2026-09-22","iv":152.8},{"date":"2026-09-23","iv":165.0},{"date":"2026-09-24","iv":418.3},{"date":"2026-09-25","iv":194.8},{"date":"2026-09-28","iv":406.5},{"date":"2026-09-29","iv":692.1},{"date":"2026-09-30","iv":564.5},{"date":"2026-10-01","iv":502.4},{"date":"2026-10-02","iv":543.1}]}}