{"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":"ABX","summary":{"name":"ABX","price":8.27,"total_oi":20317,"call_oi":16997,"put_oi":3320,"pc_ratio":0.195,"net_gex":110049.36,"avg_iv":100.2,"iv_rank":2.8,"iv_52w_high":297.2,"iv_52w_low":94.51,"gamma_flip":5.09,"max_pain":7.5},"features":{"symbol":"ABX","price":8.27,"total_oi":20317,"analysis_coverage":0.8333,"avg_iv_pct":100.2,"iv_rank":2.8,"iv_52w_high_pct":297.2,"iv_52w_low_pct":94.51,"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":36.14,"risk_reversal_30d_pp":36.14,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.195,"put_call_oi_front_ratio":0.617,"put_call_volume_front_ratio":0.0,"option_volume":67,"volume_oi_ratio":0.003298,"net_delta_normalized":0.260923,"dealer_delta_normalized":-0.243432,"gex_per_100k_oi":541661.465768,"vanna_per_100k_oi":2357.63154,"charm_per_100k_oi":5822.710046,"weekend_delta_shift_per_100k_oi":17473.052124,"iv_surface_range_pp":60.0,"gamma_flip_distance_pct":-38.452237,"max_pain_distance_pct":-9.310762,"peak_call_distance_pct":20.918984,"peak_put_distance_pct":-9.310762},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.0,"put_gex":-213.06,"net_gex":-213.06,"call_oi":124,"put_oi":409},{"strike":5.0,"call_gex":0.0,"put_gex":-190.2,"net_gex":-190.2,"call_oi":1031,"put_oi":131},{"strike":7.5,"call_gex":19585.54,"put_gex":-7944.6,"net_gex":11640.94,"call_oi":2181,"put_oi":884},{"strike":10.0,"call_gex":103886.98,"put_gex":-14890.64,"net_gex":88996.34,"call_oi":10320,"put_oi":1739},{"strike":12.5,"call_gex":7514.47,"put_gex":-380.59,"net_gex":7133.87,"call_oi":2285,"put_oi":65},{"strike":15.0,"call_gex":2050.17,"put_gex":-373.13,"net_gex":1677.05,"call_oi":733,"put_oi":85},{"strike":17.5,"call_gex":62.83,"put_gex":-18.29,"net_gex":44.55,"call_oi":25,"put_oi":5},{"strike":20.0,"call_gex":966.3,"put_gex":-6.42,"net_gex":959.88,"call_oi":298,"put_oi":2}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":19612.5,"total_value":19612.5},{"strike":5.0,"call_value":310.0,"put_value":12335.0,"total_value":12645.0},{"strike":7.5,"call_value":3197.5,"put_value":5385.0,"total_value":8582.5},{"strike":10.0,"call_value":11537.5,"put_value":645.0,"total_value":12182.5},{"strike":12.5,"call_value":45677.5,"put_value":252.5,"total_value":45930.0},{"strike":15.0,"call_value":85530.0,"put_value":22.5,"total_value":85552.5},{"strike":17.5,"call_value":127215.0,"put_value":5.0,"total_value":127220.0},{"strike":20.0,"call_value":168962.5,"put_value":0,"total_value":168962.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":148.0,"strike":5.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":310.7,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":293.5,"strike":3.75},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":117.9,"strike":7.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":67.9,"strike":7.5},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":58.8,"strike":7.5},{"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":210.8,"strike":11.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":95.8,"strike":11.88},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":138.8,"strike":14.44}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":123},{"expiration":"11/20/2026","dte":49,"iv":0.1685,"contract_count":2,"total_oi":195},{"expiration":"01/15/2027","dte":105,"iv":0.0175,"contract_count":2,"total_oi":1308},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":2,"total_oi":1277},{"expiration":"05/21/2027","dte":231,"iv":0.0537,"contract_count":2,"total_oi":55}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":248,"put_oi":153,"total_oi":401,"pc_ratio":0.617,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":861,"put_oi":195,"total_oi":1056,"pc_ratio":0.226,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":10515,"put_oi":2143,"total_oi":12658,"pc_ratio":0.204,"pc_ratio_volume":0.5,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":3700,"put_oi":761,"total_oi":4461,"pc_ratio":0.206,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":1673,"put_oi":68,"total_oi":1741,"pc_ratio":0.041,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-1829.0,"dealer_delta":1829.0,"call_oi":0,"put_oi":309},{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-1739.0,"dealer_delta":1739.0,"call_oi":0,"put_oi":131},{"strike":7.5,"call_delta_oi":144955.0,"put_delta_oi":-27251.0,"dealer_delta":-117704.0,"call_oi":2074,"put_oi":884},{"strike":10.0,"call_delta_oi":331735.0,"put_delta_oi":-107334.0,"dealer_delta":-224401.0,"call_oi":10320,"put_oi":1739},{"strike":12.5,"call_delta_oi":120776.0,"put_delta_oi":-4900.0,"dealer_delta":-115876.0,"call_oi":2285,"put_oi":65},{"strike":15.0,"call_delta_oi":38937.0,"put_delta_oi":-6310.0,"dealer_delta":-32627.0,"call_oi":733,"put_oi":85},{"strike":17.5,"call_delta_oi":1339.0,"put_delta_oi":-395.0,"dealer_delta":-944.0,"call_oi":25,"put_oi":5},{"strike":20.0,"call_delta_oi":6756.0,"put_delta_oi":-160.0,"dealer_delta":-6596.0,"call_oi":298,"put_oi":2}],"net_dealer_delta":-494580.0,"total_call_delta":644498.0,"total_put_delta":-149919.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":8.270000457763672,"strikes":[{"strike":2.5,"moneyness":0.3023,"type":"put","iv":2.648,"delta":-0.0592,"oi":309},{"strike":7.5,"moneyness":0.9069,"type":"call","iv":0.5122,"delta":0.7049,"oi":740},{"strike":7.5,"moneyness":0.9069,"type":"put","iv":0.6643,"delta":-0.3131,"oi":568},{"strike":10.0,"moneyness":1.2092,"type":"call","iv":0.524,"delta":0.31,"oi":6998},{"strike":10.0,"moneyness":1.2092,"type":"put","iv":0.642,"delta":-0.6359,"oi":1134},{"strike":12.5,"moneyness":1.5115,"type":"call","iv":2.0505,"delta":0.5718,"oi":982},{"strike":15.0,"moneyness":1.8138,"type":"call","iv":2.2742,"delta":0.5503,"oi":688},{"strike":20.0,"moneyness":2.4184,"type":"call","iv":1.4391,"delta":0.2267,"oi":297}]},{"expiration":"02/19/2027","underlying_price":8.270000457763672,"strikes":[{"strike":7.5,"moneyness":0.9069,"type":"call","iv":0.5456,"delta":0.6938,"oi":1213},{"strike":10.0,"moneyness":1.2092,"type":"call","iv":0.4757,"delta":0.3281,"oi":1072},{"strike":10.0,"moneyness":1.2092,"type":"put","iv":0.7103,"delta":-0.5704,"oi":524},{"strike":12.5,"moneyness":1.5115,"type":"call","iv":1.7691,"delta":0.5723,"oi":1050}]},{"expiration":"05/21/2027","underlying_price":8.270000457763672,"strikes":[{"strike":10.0,"moneyness":1.2092,"type":"call","iv":0.5197,"delta":0.4249,"oi":1645}]},{"expiration":"10/16/2026","underlying_price":8.270000457763672,"strikes":[{"strike":7.5,"moneyness":0.9069,"type":"put","iv":1.1785,"delta":-0.2886,"oi":123},{"strike":10.0,"moneyness":1.2092,"type":"call","iv":0.8171,"delta":0.1261,"oi":140}]},{"expiration":"11/20/2026","underlying_price":8.270000457763672,"strikes":[{"strike":7.5,"moneyness":0.9069,"type":"call","iv":0.6127,"delta":0.7177,"oi":101},{"strike":10.0,"moneyness":1.2092,"type":"call","iv":0.4905,"delta":0.1717,"oi":465},{"strike":12.5,"moneyness":1.5115,"type":"call","iv":1.0154,"delta":0.1781,"oi":250}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2886,"call_gamma":0,"put_gamma":0.185683,"call_theta":0,"put_theta":-0.0238,"call_vega":0,"put_vega":0.0053,"call_oi":107,"put_oi":123},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1261,"put_delta":0,"call_gamma":0.162439,"put_gamma":0,"call_theta":-0.0103,"put_theta":0,"call_vega":0.0032,"put_vega":0,"call_oi":140,"put_oi":0},{"strike":7.5,"dte":49,"expiration":"11/20/2026","call_delta":0.7177,"put_delta":-0.3024,"call_gamma":0.183924,"put_gamma":0.156132,"call_theta":-0.007,"put_theta":-0.0078,"call_vega":0.0101,"put_vega":0.0105,"call_oi":101,"put_oi":94},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1717,"put_delta":0,"call_gamma":0.173114,"put_gamma":0,"call_theta":-0.0041,"put_theta":0,"call_vega":0.0076,"put_vega":0,"call_oi":465,"put_oi":0}],"strikes":[7.5,10.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":36.14,"put_25d_iv":117.85,"call_25d_iv":81.71,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"put_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-27.01,"put_25d_iv":74.52,"call_25d_iv":101.54,"put_25d_strike":7.5,"call_25d_strike":12.5,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-77.48,"put_25d_iv":66.43,"call_25d_iv":143.91,"put_25d_strike":7.5,"call_25d_strike":20.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":13.41,"put_25d_iv":60.98,"call_25d_iv":47.57,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":0,"put_vanna":17.0,"net_vanna":17.0,"call_oi":0,"put_oi":309},{"strike":5.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":121},{"strike":7.5,"call_vanna":-163.0,"put_vanna":53.0,"net_vanna":-110.0,"call_oi":2054,"put_oi":849},{"strike":10.0,"call_vanna":692.0,"put_vanna":-80.0,"net_vanna":612.0,"call_oi":10320,"put_oi":1658},{"strike":12.5,"call_vanna":-51.0,"put_vanna":-4.0,"net_vanna":-56.0,"call_oi":2282,"put_oi":51},{"strike":15.0,"call_vanna":-15.0,"put_vanna":-6.0,"net_vanna":-20.0,"call_oi":688,"put_oi":60},{"strike":20.0,"call_vanna":26.0,"put_vanna":0,"net_vanna":26.0,"call_oi":297,"put_oi":0}],"net_vanna":479.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":0,"put_charm":185.0,"net_charm":185.0,"call_oi":0,"put_oi":70},{"strike":7.5,"call_charm":-379.0,"put_charm":2371.0,"net_charm":1992.0,"call_oi":101,"put_oi":217},{"strike":10.0,"call_charm":-714.0,"put_charm":0,"net_charm":-714.0,"call_oi":605,"put_oi":0},{"strike":12.5,"call_charm":-279.0,"put_charm":0,"net_charm":-279.0,"call_oi":250,"put_oi":0}],"net_charm":1183.0,"weekend_delta_shift":3550.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1805.0,"put_delta":-5221.0,"net_delta":-3415.0,"call_oi":141,"put_oi":153,"total_oi":294,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":20540.0,"put_delta":-6104.0,"net_delta":14436.0,"call_oi":854,"put_oi":195,"total_oi":1049,"total_volume":12,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":371152.0,"put_delta":-98586.0,"net_delta":272567.0,"call_oi":9730,"put_oi":2143,"total_oi":11873,"total_volume":30,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":179590.0,"put_delta":-37227.0,"net_delta":142363.0,"call_oi":3341,"put_oi":661,"total_oi":4002,"total_volume":16,"bias":"bullish"},{"expiration":"05/21/2027","dte":231,"call_delta":71410.0,"put_delta":-2781.0,"net_delta":68629.0,"call_oi":1669,"put_oi":68,"total_oi":1737,"total_volume":5,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":124,"put_oi":409,"total_oi":533,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":1031,"put_oi":131,"total_oi":1162,"bias":"bearish"},{"strike":7.5,"call_volume":0,"put_volume":16,"total_volume":16,"call_oi":2181,"put_oi":884,"total_oi":3065,"bias":"bearish"},{"strike":10.0,"call_volume":37,"put_volume":10,"total_volume":47,"call_oi":10320,"put_oi":1739,"total_oi":12059,"bias":"bullish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2285,"put_oi":65,"total_oi":2350,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":733,"put_oi":85,"total_oi":818,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":5,"total_oi":30,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":298,"put_oi":2,"total_oi":300,"bias":"neutral"}],"underlying_price":8.270000457763672,"peak_call_strike":10.0,"peak_put_strike":7.5,"total_call_volume":37,"total_put_volume":30,"volume_pc_ratio":0.811},"iv_contours":{"x":[0.91,1.21],"y":[14,49,105,140],"z":[[117.85,89.91],[67.89,62.59],[58.83,58.3],[57.77,59.3]],"levels":[57.8,63.8,69.8,75.8,81.8,87.8,93.8,99.8,105.8,111.8,117.8],"min_iv":57.8,"max_iv":117.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":121.43},{"date":"2026-09-15","iv":114.65},{"date":"2026-09-16","iv":111.81},{"date":"2026-09-17","iv":99.96},{"date":"2026-09-18","iv":94.51},{"date":"2026-09-21","iv":107.03},{"date":"2026-09-22","iv":166.5},{"date":"2026-09-23","iv":116.1},{"date":"2026-09-24","iv":264.0},{"date":"2026-09-25","iv":118.3},{"date":"2026-09-28","iv":103.2},{"date":"2026-09-29","iv":297.2},{"date":"2026-09-30","iv":134.0},{"date":"2026-10-01","iv":129.8},{"date":"2026-10-02","iv":100.2}]}}