{"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":"AMBP","summary":{"name":"AMBP","price":4.44,"total_oi":11632,"call_oi":10900,"put_oi":732,"pc_ratio":0.067,"net_gex":88378.02,"avg_iv":748.1,"iv_rank":100.0,"iv_52w_high":748.1,"iv_52w_low":58.21,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"AMBP","price":4.44,"total_oi":11632,"analysis_coverage":0.7778,"avg_iv_pct":748.1,"iv_rank":100.0,"iv_52w_high_pct":748.1,"iv_52w_low_pct":58.21,"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":12.44,"risk_reversal_30d_pp":12.44,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.067,"put_call_oi_front_ratio":0.011,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":8.6e-05,"net_delta_normalized":0.295251,"dealer_delta_normalized":-0.288601,"gex_per_100k_oi":759783.528198,"vanna_per_100k_oi":6361.76066,"charm_per_100k_oi":-601.788171,"weekend_delta_shift_per_100k_oi":-1805.364512,"iv_surface_range_pp":1.5,"gamma_flip_distance_pct":null,"max_pain_distance_pct":12.612613,"peak_call_distance_pct":68.918919,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":53.84,"put_gex":0.0,"net_gex":53.84,"call_oi":75,"put_oi":262},{"strike":5.0,"call_gex":92115.83,"put_gex":-3812.89,"net_gex":88302.94,"call_oi":10404,"put_oi":466},{"strike":7.5,"call_gex":31.71,"put_gex":-10.47,"net_gex":21.24,"call_oi":421,"put_oi":4}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":1185.0,"total_value":1185.0},{"strike":5.0,"call_value":187.5,"put_value":10.0,"total_value":197.5},{"strike":7.5,"call_value":26385.0,"put_value":0,"total_value":26385.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":248.5,"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":60.0,"strike":2.5},{"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":26.1,"strike":5.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":57.1,"strike":5.83}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":372,"put_oi":4,"total_oi":376,"pc_ratio":0.011,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":6,"put_oi":1,"total_oi":7,"pc_ratio":0.167,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1563,"put_oi":503,"total_oi":2066,"pc_ratio":0.322,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":8818,"put_oi":217,"total_oi":9035,"pc_ratio":0.025,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":141,"put_oi":7,"total_oi":148,"pc_ratio":0.05,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":7339.0,"put_delta_oi":0,"dealer_delta":-7339.0,"call_oi":75,"put_oi":0},{"strike":5.0,"call_delta_oi":320057.0,"put_delta_oi":-31685.0,"dealer_delta":-288372.0,"call_oi":10404,"put_oi":466},{"strike":7.5,"call_delta_oi":40299.0,"put_delta_oi":-309.0,"dealer_delta":-39989.0,"call_oi":421,"put_oi":4}],"net_dealer_delta":-335701.0,"total_call_delta":367695.0,"total_put_delta":-31994.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":4.440000057220459,"strikes":[{"strike":5.0,"moneyness":1.1261,"type":"call","iv":0.3146,"delta":0.2908,"oi":8443}]},{"expiration":"04/16/2027","underlying_price":4.440000057220459,"strikes":[{"strike":5.0,"moneyness":1.1261,"type":"call","iv":0.2615,"delta":0.342,"oi":122}]},{"expiration":"12/18/2026","underlying_price":4.440000057220459,"strikes":[{"strike":5.0,"moneyness":1.1261,"type":"call","iv":0.2973,"delta":0.2289,"oi":1465},{"strike":5.0,"moneyness":1.1261,"type":"put","iv":0.4216,"delta":-0.6827,"oi":416}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":1.0,"put_delta":0,"call_gamma":1e-06,"put_gamma":0,"call_theta":-0.0001,"put_theta":0,"call_vega":0.0,"put_vega":0,"call_oi":368,"put_oi":0},{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2289,"put_delta":-0.6827,"call_gamma":0.502752,"put_gamma":0.417145,"call_theta":-0.0013,"put_theta":-0.0016,"call_vega":0.0061,"put_vega":0.0072,"call_oi":1465,"put_oi":416}],"strikes":[5.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":12.44,"put_25d_iv":42.16,"call_25d_iv":29.73,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":64,"put_oi":0},{"strike":5.0,"call_vanna":767.0,"put_vanna":-25.0,"net_vanna":742.0,"call_oi":10398,"put_oi":416},{"strike":7.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":365,"put_oi":0}],"net_vanna":740.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-70.0,"put_charm":0,"net_charm":-70.0,"call_oi":368,"put_oi":0}],"net_charm":-70.0,"weekend_delta_shift":-210.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":37192.0,"put_delta":0,"net_delta":37192.0,"call_oi":372,"put_oi":0,"total_oi":372,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":75.0,"put_delta":0,"net_delta":75.0,"call_oi":6,"put_oi":0,"total_oi":6,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":43187.0,"put_delta":-28557.0,"net_delta":14630.0,"call_oi":1563,"put_oi":418,"total_oi":1981,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":282969.0,"put_delta":-3016.0,"net_delta":279953.0,"call_oi":8818,"put_oi":45,"total_oi":8863,"total_volume":1,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":4271.0,"put_delta":-421.0,"net_delta":3850.0,"call_oi":141,"put_oi":7,"total_oi":148,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":75,"put_oi":262,"total_oi":337,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10404,"put_oi":466,"total_oi":10870,"bias":"neutral"},{"strike":7.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":421,"put_oi":4,"total_oi":425,"bias":"bullish"}],"underlying_price":4.440000057220459,"peak_call_strike":7.5,"peak_put_strike":null,"total_call_volume":1,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.13],"y":[77,105],"z":[[35.95],[34.45]],"levels":[34.5,34.6,34.8,34.9,35.1,35.2,35.4,35.5,35.7,35.8,36.0],"min_iv":34.5,"max_iv":36.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":61.74},{"date":"2026-09-15","iv":103.21},{"date":"2026-09-16","iv":75.79},{"date":"2026-09-17","iv":75.96},{"date":"2026-09-18","iv":58.21},{"date":"2026-09-21","iv":103.08},{"date":"2026-09-22","iv":324.1},{"date":"2026-09-23","iv":382.6},{"date":"2026-09-24","iv":544.6},{"date":"2026-09-25","iv":319.1},{"date":"2026-09-28","iv":211.9},{"date":"2026-09-29","iv":125.0},{"date":"2026-09-30","iv":470.6},{"date":"2026-10-01","iv":478.4},{"date":"2026-10-02","iv":748.1}]}}