{"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":"AMAL","summary":{"name":"AMAL","price":48.19,"total_oi":770,"call_oi":288,"put_oi":482,"pc_ratio":1.674,"net_gex":12987.13,"avg_iv":78.1,"iv_rank":57.2,"iv_52w_high":92.18,"iv_52w_low":59.3,"gamma_flip":50.28,"max_pain":45.0},"features":{"symbol":"AMAL","price":48.19,"total_oi":770,"analysis_coverage":0.8333,"avg_iv_pct":78.1,"iv_rank":57.2,"iv_52w_high_pct":92.18,"iv_52w_low_pct":59.3,"front_dte":14,"front_atm_iv_pct":54.8386,"back_atm_iv_pct":44.6238,"term_premium_pp":10.2148,"expected_move_front_pct":10.74,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":9.84,"risk_reversal_30d_pp":9.84,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":1.674,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.070675,"dealer_delta_normalized":-0.070675,"gex_per_100k_oi":1686640.25974,"vanna_per_100k_oi":6233.766234,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":41.6,"gamma_flip_distance_pct":4.336999,"max_pain_distance_pct":-6.619631,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":0.0,"put_gex":-7.29,"net_gex":-7.29,"call_oi":0,"put_oi":1},{"strike":22.5,"call_gex":7.55,"put_gex":-9.16,"net_gex":-1.61,"call_oi":1,"put_oi":1},{"strike":30.0,"call_gex":0.0,"put_gex":-3395.33,"net_gex":-3395.33,"call_oi":0,"put_oi":227},{"strike":35.0,"call_gex":0.0,"put_gex":-189.78,"net_gex":-189.78,"call_oi":0,"put_oi":12},{"strike":40.0,"call_gex":45.86,"put_gex":-11698.1,"net_gex":-11652.23,"call_oi":1,"put_oi":234},{"strike":45.0,"call_gex":0.0,"put_gex":-470.19,"net_gex":-470.19,"call_oi":0,"put_oi":6},{"strike":50.0,"call_gex":14957.31,"put_gex":0.0,"net_gex":14957.31,"call_oi":126,"put_oi":0},{"strike":55.0,"call_gex":13779.27,"put_gex":-94.49,"net_gex":13684.79,"call_oi":159,"put_oi":1},{"strike":60.0,"call_gex":61.49,"put_gex":0.0,"net_gex":61.49,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":7317.5,"total_value":7317.5},{"strike":22.5,"call_value":0.0,"put_value":6115.0,"total_value":6115.0},{"strike":30.0,"call_value":7.5,"put_value":2515.0,"total_value":2522.5},{"strike":35.0,"call_value":12.5,"put_value":1250.0,"total_value":1262.5},{"strike":40.0,"call_value":17.5,"put_value":45.0,"total_value":62.5},{"strike":45.0,"call_value":27.5,"put_value":10.0,"total_value":37.5},{"strike":50.0,"call_value":37.5,"put_value":5.0,"total_value":42.5},{"strike":55.0,"call_value":677.5,"put_value":0.0,"total_value":677.5},{"strike":60.0,"call_value":2112.5,"put_value":0,"total_value":2112.5}],"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":142.5,"strike":30.0},{"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":60.6,"strike":45.0},{"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":54.9,"strike":50.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":44.6,"strike":50.0},{"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":48.6,"strike":55.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":3},{"expiration":"11/20/2026","dte":49,"iv":0.9028,"contract_count":2,"total_oi":6},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":2,"total_oi":123}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.74,"expected_move_2std":21.49,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":16.35,"expected_move_2std":32.7,"contract_count":1},{"expiration":"02/19/2027","dte":140,"expected_move_1std":16.44,"expected_move_2std":32.88,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3,"put_oi":0,"total_oi":3,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":42,"put_oi":29,"total_oi":71,"pc_ratio":0.69,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":243,"put_oi":451,"total_oi":694,"pc_ratio":1.856,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":0,"put_oi":2,"total_oi":2,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-5.0,"dealer_delta":5.0,"call_oi":0,"put_oi":1},{"strike":22.5,"call_delta_oi":97.0,"put_delta_oi":-6.0,"dealer_delta":-91.0,"call_oi":1,"put_oi":1},{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-1129.0,"dealer_delta":1129.0,"call_oi":0,"put_oi":227},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-236.0,"dealer_delta":236.0,"call_oi":0,"put_oi":12},{"strike":40.0,"call_delta_oi":94.0,"put_delta_oi":-4007.0,"dealer_delta":3913.0,"call_oi":1,"put_oi":234},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-195.0,"dealer_delta":195.0,"call_oi":0,"put_oi":6},{"strike":50.0,"call_delta_oi":6045.0,"put_delta_oi":0,"dealer_delta":-6045.0,"call_oi":126,"put_oi":0},{"strike":55.0,"call_delta_oi":4847.0,"put_delta_oi":-87.0,"dealer_delta":-4760.0,"call_oi":159,"put_oi":1},{"strike":60.0,"call_delta_oi":24.0,"put_delta_oi":0,"dealer_delta":-24.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-5442.0,"total_call_delta":11106.0,"total_put_delta":-5664.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":48.189998626708984,"strikes":[{"strike":30.0,"moneyness":0.6225,"type":"put","iv":0.5352,"delta":-0.0496,"oi":226},{"strike":40.0,"moneyness":0.83,"type":"put","iv":0.3912,"delta":-0.1687,"oi":223},{"strike":50.0,"moneyness":1.0376,"type":"call","iv":0.2654,"delta":0.4823,"oi":122},{"strike":55.0,"moneyness":1.1413,"type":"call","iv":0.2928,"delta":0.2906,"oi":120}]}],"greeks_heatmap":{"data":[],"strikes":[],"dtes":[]},"risk_reversal":[{"expiration":"02/19/2027","dte":140,"risk_reversal":9.84,"put_25d_iv":39.12,"call_25d_iv":29.28,"put_25d_strike":40.0,"call_25d_strike":55.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":30.0,"call_vanna":0,"put_vanna":13.0,"net_vanna":13.0,"call_oi":0,"put_oi":226},{"strike":40.0,"call_vanna":0,"put_vanna":23.0,"net_vanna":23.0,"call_oi":0,"put_oi":223},{"strike":50.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":122,"put_oi":0},{"strike":55.0,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":120,"put_oi":0}],"net_vanna":48.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":116.0,"put_delta":0,"net_delta":116.0,"call_oi":3,"put_oi":0,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1595.0,"put_delta":-701.0,"net_delta":894.0,"call_oi":42,"put_oi":29,"total_oi":71,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":9395.0,"put_delta":-4930.0,"net_delta":4465.0,"call_oi":243,"put_oi":451,"total_oi":694,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":0,"put_delta":-33.0,"net_delta":-33.0,"call_oi":0,"put_oi":2,"total_oi":2,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":227,"total_oi":227,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":234,"total_oi":235,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":126,"put_oi":0,"total_oi":126,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":159,"put_oi":1,"total_oi":160,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":48.189998626708984,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.83,1.04,1.14],"y":[49,140],"z":[[null,null,68.11],[39.12,26.54,29.28]],"levels":[26.5,30.7,34.9,39.0,43.2,47.3,51.5,55.6,59.8,64.0,68.1],"min_iv":26.5,"max_iv":68.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":63.93},{"date":"2026-09-15","iv":72.93},{"date":"2026-09-16","iv":87.73},{"date":"2026-09-17","iv":92.18},{"date":"2026-09-18","iv":66.15},{"date":"2026-09-21","iv":81.94},{"date":"2026-09-22","iv":81.0},{"date":"2026-09-23","iv":81.0},{"date":"2026-09-24","iv":62.9},{"date":"2026-09-25","iv":66.5},{"date":"2026-09-28","iv":66.7},{"date":"2026-09-29","iv":76.8},{"date":"2026-09-30","iv":82.8},{"date":"2026-10-01","iv":59.3},{"date":"2026-10-02","iv":78.1}]}}