{"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":"AMWL","summary":{"name":"AMWL","price":12.39,"total_oi":4008,"call_oi":3428,"put_oi":580,"pc_ratio":0.169,"net_gex":28142.24,"avg_iv":96.6,"iv_rank":49.3,"iv_52w_high":118.54,"iv_52w_low":75.3,"gamma_flip":8.17,"max_pain":10.0},"features":{"symbol":"AMWL","price":12.39,"total_oi":4008,"analysis_coverage":0.9444,"avg_iv_pct":96.6,"iv_rank":49.3,"iv_52w_high_pct":118.54,"iv_52w_low_pct":75.3,"front_dte":14,"front_atm_iv_pct":74.7521,"back_atm_iv_pct":79.6404,"term_premium_pp":-4.8883,"expected_move_front_pct":14.64,"straddle_front_pct":11.3,"straddle_30d_pct":11.3,"risk_reversal_front_pp":-9.95,"risk_reversal_30d_pp":-9.95,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.169,"put_call_oi_front_ratio":0.958,"put_call_volume_front_ratio":0.0,"option_volume":3,"volume_oi_ratio":0.000749,"net_delta_normalized":0.355629,"dealer_delta_normalized":-0.355629,"gex_per_100k_oi":702151.696607,"vanna_per_100k_oi":1646.706587,"charm_per_100k_oi":-10553.892216,"weekend_delta_shift_per_100k_oi":-31686.626747,"iv_surface_range_pp":69.1,"gamma_flip_distance_pct":-34.059726,"max_pain_distance_pct":-19.28975,"peak_call_distance_pct":41.242938,"peak_put_distance_pct":-19.28975},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":9.29,"put_gex":-69.42,"net_gex":-60.13,"call_oi":5,"put_oi":46},{"strike":7.5,"call_gex":8.77,"put_gex":-89.85,"net_gex":-81.08,"call_oi":2,"put_oi":21},{"strike":10.0,"call_gex":5416.24,"put_gex":-4890.96,"net_gex":525.28,"call_oi":623,"put_oi":440},{"strike":12.5,"call_gex":13824.34,"put_gex":-1532.16,"net_gex":12292.18,"call_oi":1026,"put_oi":65},{"strike":15.0,"call_gex":1490.15,"put_gex":-81.86,"net_gex":1408.29,"call_oi":134,"put_oi":5},{"strike":17.5,"call_gex":10617.92,"put_gex":-18.86,"net_gex":10599.05,"call_oi":1064,"put_oi":2},{"strike":20.0,"call_gex":30.07,"put_gex":0.0,"net_gex":30.07,"call_oi":4,"put_oi":0},{"strike":22.5,"call_gex":2512.91,"put_gex":0.0,"net_gex":2512.91,"call_oi":405,"put_oi":0},{"strike":25.0,"call_gex":921.29,"put_gex":-5.64,"net_gex":915.65,"call_oi":165,"put_oi":1}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":2835.0,"total_value":2835.0},{"strike":7.5,"call_value":12.5,"put_value":1500.0,"total_value":1512.5},{"strike":10.0,"call_value":30.0,"put_value":217.5,"total_value":247.5},{"strike":12.5,"call_value":1605.0,"put_value":35.0,"total_value":1640.0},{"strike":15.0,"call_value":5745.0,"put_value":15.0,"total_value":5760.0},{"strike":17.5,"call_value":10220.0,"put_value":7.5,"total_value":10227.5},{"strike":20.0,"call_value":17355.0,"put_value":5.0,"total_value":17360.0},{"strike":22.5,"call_value":24500.0,"put_value":2.5,"total_value":24502.5},{"strike":25.0,"call_value":32657.5,"put_value":0,"total_value":32657.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":139.0,"strike":10.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":74.9,"strike":10.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":136.7,"strike":7.5},{"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":74.7,"strike":12.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":79.6,"strike":12.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":77.4,"strike":12.5},{"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":124.0,"strike":15.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":77.2,"strike":15.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":92.1,"strike":17.92}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":56},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":14},{"expiration":"12/18/2026","dte":77,"iv":0.5523,"contract_count":2,"total_oi":1006},{"expiration":"03/19/2027","dte":168,"iv":0.7322,"contract_count":2,"total_oi":15}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":14.64,"expected_move_2std":29.27,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":29.18,"expected_move_2std":58.36,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":35.57,"expected_move_2std":71.14,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":53.14,"expected_move_2std":106.28,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":48,"put_oi":46,"total_oi":94,"pc_ratio":0.958,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":90,"put_oi":12,"total_oi":102,"pc_ratio":0.133,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":2553,"put_oi":510,"total_oi":3063,"pc_ratio":0.2,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":737,"put_oi":12,"total_oi":749,"pc_ratio":0.016,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":468.0,"put_delta_oi":-404.0,"dealer_delta":-64.0,"call_oi":5,"put_oi":46},{"strike":7.5,"call_delta_oi":178.0,"put_delta_oi":-167.0,"dealer_delta":-11.0,"call_oi":2,"put_oi":21},{"strike":10.0,"call_delta_oi":48471.0,"put_delta_oi":-8076.0,"dealer_delta":-40395.0,"call_oi":623,"put_oi":440},{"strike":12.5,"call_delta_oi":58793.0,"put_delta_oi":-2973.0,"dealer_delta":-55820.0,"call_oi":1026,"put_oi":65},{"strike":15.0,"call_delta_oi":5647.0,"put_delta_oi":-362.0,"dealer_delta":-5286.0,"call_oi":134,"put_oi":5},{"strike":17.5,"call_delta_oi":25468.0,"put_delta_oi":-177.0,"dealer_delta":-25291.0,"call_oi":1064,"put_oi":2},{"strike":20.0,"call_delta_oi":112.0,"put_delta_oi":0,"dealer_delta":-112.0,"call_oi":4,"put_oi":0},{"strike":22.5,"call_delta_oi":13001.0,"put_delta_oi":0,"dealer_delta":-13001.0,"call_oi":405,"put_oi":0},{"strike":25.0,"call_delta_oi":2638.0,"put_delta_oi":-83.0,"dealer_delta":-2555.0,"call_oi":165,"put_oi":1}],"net_dealer_delta":-142536.0,"total_call_delta":154778.0,"total_put_delta":-12242.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":12.390000343322754,"strikes":[{"strike":10.0,"moneyness":0.8071,"type":"call","iv":0.8117,"delta":0.7581,"oi":322},{"strike":17.5,"moneyness":1.4124,"type":"call","iv":0.9469,"delta":0.4252,"oi":155},{"strike":25.0,"moneyness":2.0178,"type":"call","iv":0.7978,"delta":0.1599,"oi":165}]},{"expiration":"12/18/2026","underlying_price":12.390000343322754,"strikes":[{"strike":10.0,"moneyness":0.8071,"type":"call","iv":0.7743,"delta":0.7905,"oi":230},{"strike":10.0,"moneyness":0.8071,"type":"put","iv":0.6489,"delta":-0.1836,"oi":413},{"strike":12.5,"moneyness":1.0089,"type":"call","iv":0.825,"delta":0.5747,"oi":982},{"strike":17.5,"moneyness":1.4124,"type":"call","iv":0.7484,"delta":0.2077,"oi":909},{"strike":22.5,"moneyness":1.816,"type":"call","iv":1.568,"delta":0.3214,"oi":404}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8278,"put_delta":0,"call_gamma":0.075829,"put_gamma":0,"call_theta":-0.0098,"put_theta":0,"call_vega":0.0115,"put_vega":0,"call_oi":70,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7905,"put_delta":-0.1836,"call_gamma":0.065735,"put_gamma":0.072418,"call_theta":-0.0091,"put_theta":-0.0061,"call_vega":0.0163,"put_vega":0.015,"call_oi":230,"put_oi":413},{"strike":12.5,"dte":77,"expiration":"12/18/2026","call_delta":0.5747,"put_delta":0,"call_gamma":0.084025,"put_gamma":0,"call_theta":-0.0126,"put_theta":0,"call_vega":0.0222,"put_vega":0,"call_oi":982,"put_oi":0}],"strikes":[10.0,12.5],"dtes":[49,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":-9.95,"put_25d_iv":64.89,"call_25d_iv":74.84,"put_25d_strike":10.0,"call_25d_strike":17.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":-57.0,"put_vanna":32.0,"net_vanna":-25.0,"call_oi":622,"put_oi":413},{"strike":12.5,"call_vanna":-26.0,"put_vanna":0,"net_vanna":-26.0,"call_oi":982,"put_oi":0},{"strike":15.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":78,"put_oi":0},{"strike":17.5,"call_vanna":76.0,"put_vanna":0,"net_vanna":76.0,"call_oi":1064,"put_oi":0},{"strike":22.5,"call_vanna":24.0,"put_vanna":0,"net_vanna":24.0,"call_oi":404,"put_oi":0},{"strike":25.0,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":165,"put_oi":0}],"net_vanna":66.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":-423.0,"put_charm":0,"net_charm":-423.0,"call_oi":70,"put_oi":0}],"net_charm":-423.0,"weekend_delta_shift":-1270.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":2056.0,"put_delta":-1592.0,"net_delta":464.0,"call_oi":48,"put_oi":46,"total_oi":94,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":6446.0,"put_delta":-537.0,"net_delta":5909.0,"call_oi":90,"put_oi":12,"total_oi":102,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":107644.0,"put_delta":-9726.0,"net_delta":97918.0,"call_oi":2553,"put_oi":510,"total_oi":3063,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":38631.0,"put_delta":-386.0,"net_delta":38245.0,"call_oi":737,"put_oi":12,"total_oi":749,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":12.5,"straddle_price":1.4,"straddle_pct":11.3,"implied_move":11.3,"avg_iv":74.7},{"expiration":"12/18/2026","dte":77,"strike":12.5,"straddle_price":3.48,"straddle_pct":28.05,"implied_move":28.05,"avg_iv":77.4}],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":46,"total_oi":51,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":21,"total_oi":23,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":623,"put_oi":440,"total_oi":1063,"bias":"bearish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1026,"put_oi":65,"total_oi":1091,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":134,"put_oi":5,"total_oi":139,"bias":"neutral"},{"strike":17.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1064,"put_oi":2,"total_oi":1066,"bias":"bullish"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":405,"put_oi":0,"total_oi":405,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":165,"put_oi":1,"total_oi":166,"bias":"neutral"}],"underlying_price":12.390000343322754,"peak_call_strike":17.5,"peak_put_strike":10.0,"total_call_volume":1,"total_put_volume":2,"volume_pc_ratio":2.0},"iv_contours":{"x":[0.81,1.01,1.21],"y":[14,49,77,168],"z":[[137.27,74.72,124.04],[74.89,78.51,77.16],[71.16,77.44,68.23],[81.17,73.95,90.63]],"levels":[68.2,75.1,82.0,88.9,95.8,102.8,109.7,116.6,123.5,130.4,137.3],"min_iv":68.2,"max_iv":137.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":118.54},{"date":"2026-09-15","iv":108.33},{"date":"2026-09-16","iv":106.97},{"date":"2026-09-17","iv":88.76},{"date":"2026-09-18","iv":80.44},{"date":"2026-09-21","iv":80.62},{"date":"2026-09-22","iv":89.0},{"date":"2026-09-23","iv":75.3},{"date":"2026-09-24","iv":81.5},{"date":"2026-09-25","iv":89.8},{"date":"2026-09-28","iv":90.6},{"date":"2026-09-29","iv":93.3},{"date":"2026-09-30","iv":78.6},{"date":"2026-10-01","iv":93.4},{"date":"2026-10-02","iv":96.6}]}}