{"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":"ANGO","summary":{"name":"ANGO","price":15.11,"total_oi":1763,"call_oi":1078,"put_oi":685,"pc_ratio":0.635,"net_gex":17430.06,"avg_iv":125.4,"iv_rank":80.8,"iv_52w_high":134.23,"iv_52w_low":88.3,"gamma_flip":12.68,"max_pain":12.5},"features":{"symbol":"ANGO","price":15.11,"total_oi":1763,"analysis_coverage":0.8889,"avg_iv_pct":125.4,"iv_rank":80.8,"iv_52w_high_pct":134.23,"iv_52w_low_pct":88.3,"front_dte":14,"front_atm_iv_pct":99.3631,"back_atm_iv_pct":81.9603,"term_premium_pp":17.4028,"expected_move_front_pct":19.46,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":117.39,"risk_reversal_30d_pp":117.39,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.635,"put_call_oi_front_ratio":0.72,"put_call_volume_front_ratio":1.0,"option_volume":35,"volume_oi_ratio":0.019853,"net_delta_normalized":0.208077,"dealer_delta_normalized":-0.193914,"gex_per_100k_oi":988659.1038,"vanna_per_100k_oi":1701.644923,"charm_per_100k_oi":-92229.15485,"weekend_delta_shift_per_100k_oi":-276744.186047,"iv_surface_range_pp":118.3,"gamma_flip_distance_pct":-16.082065,"max_pain_distance_pct":-17.273329,"peak_call_distance_pct":15.81734,"peak_put_distance_pct":-66.909332},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.38,"put_gex":0.0,"net_gex":0.38,"call_oi":1,"put_oi":0},{"strike":5.0,"call_gex":0.0,"put_gex":-3.84,"net_gex":-3.84,"call_oi":0,"put_oi":6},{"strike":7.5,"call_gex":9.27,"put_gex":-780.69,"net_gex":-771.42,"call_oi":6,"put_oi":296},{"strike":10.0,"call_gex":83.45,"put_gex":-950.37,"net_gex":-866.92,"call_oi":134,"put_oi":160},{"strike":12.5,"call_gex":2868.53,"put_gex":-1709.23,"net_gex":1159.29,"call_oi":183,"put_oi":139},{"strike":15.0,"call_gex":8556.31,"put_gex":-1768.84,"net_gex":6787.46,"call_oi":258,"put_oi":79},{"strike":17.5,"call_gex":10963.22,"put_gex":-103.99,"net_gex":10859.23,"call_oi":475,"put_oi":4},{"strike":20.0,"call_gex":243.58,"put_gex":-15.28,"net_gex":228.29,"call_oi":17,"put_oi":1},{"strike":22.5,"call_gex":21.26,"put_gex":0.0,"net_gex":21.26,"call_oi":2,"put_oi":0},{"strike":25.0,"call_gex":16.33,"put_gex":0.0,"net_gex":16.33,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":5150.0,"total_value":5150.0},{"strike":5.0,"call_value":2.5,"put_value":3437.5,"total_value":3440.0},{"strike":7.5,"call_value":5.0,"put_value":1740.0,"total_value":1745.0},{"strike":10.0,"call_value":22.5,"put_value":782.5,"total_value":805.0},{"strike":12.5,"call_value":375.0,"put_value":225.0,"total_value":600.0},{"strike":15.0,"call_value":1185.0,"put_value":15.0,"total_value":1200.0},{"strike":17.5,"call_value":2640.0,"put_value":2.5,"total_value":2642.5},{"strike":20.0,"call_value":5282.5,"put_value":0.0,"total_value":5282.5},{"strike":22.5,"call_value":7967.5,"put_value":0.0,"total_value":7967.5},{"strike":25.0,"call_value":10657.5,"put_value":0,"total_value":10657.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":207.8,"strike":10.62},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":62.2,"strike":10.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":94.6,"strike":8.75},{"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":99.4,"strike":15.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":81.9,"strike":15.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":68.5,"strike":15.0},{"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":177.3,"strike":20.62},{"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":84.7,"strike":21.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":232},{"expiration":"11/20/2026","dte":49,"iv":0.5018,"contract_count":2,"total_oi":10},{"expiration":"01/15/2027","dte":105,"iv":0.1185,"contract_count":2,"total_oi":75},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":2,"total_oi":20}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":19.46,"expected_move_2std":38.93,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":30.03,"expected_move_2std":60.05,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":36.76,"expected_move_2std":73.52,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":47.18,"expected_move_2std":94.37,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":753,"put_oi":542,"total_oi":1295,"pc_ratio":0.72,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":9,"put_oi":5,"total_oi":14,"pc_ratio":0.556,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":277,"put_oi":126,"total_oi":403,"pc_ratio":0.455,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":39,"put_oi":12,"total_oi":51,"pc_ratio":0.308,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":99.0,"put_delta_oi":0,"dealer_delta":-99.0,"call_oi":1,"put_oi":0},{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-5.0,"dealer_delta":5.0,"call_oi":0,"put_oi":6},{"strike":7.5,"call_delta_oi":592.0,"put_delta_oi":-3486.0,"dealer_delta":2895.0,"call_oi":6,"put_oi":296},{"strike":10.0,"call_delta_oi":1285.0,"put_delta_oi":-2619.0,"dealer_delta":1334.0,"call_oi":14,"put_oi":160},{"strike":12.5,"call_delta_oi":16073.0,"put_delta_oi":-3341.0,"dealer_delta":-12731.0,"call_oi":183,"put_oi":139},{"strike":15.0,"call_delta_oi":14593.0,"put_delta_oi":-3363.0,"dealer_delta":-11229.0,"call_oi":258,"put_oi":79},{"strike":17.5,"call_delta_oi":14141.0,"put_delta_oi":-307.0,"dealer_delta":-13834.0,"call_oi":475,"put_oi":4},{"strike":20.0,"call_delta_oi":482.0,"put_delta_oi":-78.0,"dealer_delta":-404.0,"call_oi":17,"put_oi":1},{"strike":22.5,"call_delta_oi":56.0,"put_delta_oi":0,"dealer_delta":-56.0,"call_oi":2,"put_oi":0},{"strike":25.0,"call_delta_oi":66.0,"put_delta_oi":0,"dealer_delta":-66.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-34187.0,"total_call_delta":47386.0,"total_put_delta":-13199.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":15.109999656677246,"strikes":[{"strike":17.5,"moneyness":1.1582,"type":"call","iv":0.5517,"delta":0.3782,"oi":129}]},{"expiration":"10/16/2026","underlying_price":15.109999656677246,"strikes":[{"strike":12.5,"moneyness":0.8273,"type":"call","iv":1.0947,"delta":0.8481,"oi":130},{"strike":15.0,"moneyness":0.9927,"type":"call","iv":0.7795,"delta":0.5531,"oi":180},{"strike":17.5,"moneyness":1.1582,"type":"call","iv":0.9862,"delta":0.2458,"oi":315}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.8481,"put_delta":-0.2506,"call_gamma":0.075306,"put_gamma":0.051652,"call_theta":-0.0294,"put_theta":-0.0748,"call_vega":0.0067,"put_vega":0.0091,"call_oi":130,"put_oi":82},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.5531,"put_delta":-0.4393,"call_gamma":0.177886,"put_gamma":0.114464,"call_theta":-0.0347,"put_theta":-0.0513,"call_vega":0.0113,"put_vega":0.0112,"call_oi":180,"put_oi":52},{"strike":17.5,"dte":14,"expiration":"10/16/2026","call_delta":0.2458,"put_delta":0,"call_gamma":0.111979,"put_gamma":0,"call_theta":-0.0344,"put_theta":0,"call_vega":0.009,"put_vega":0,"call_oi":315,"put_oi":0}],"strikes":[12.5,15.0,17.5],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":117.39,"put_25d_iv":216.01,"call_25d_iv":98.62,"put_25d_strike":12.5,"call_25d_strike":17.5,"skew":"put_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":10.15,"put_25d_iv":65.32,"call_25d_iv":55.17,"put_25d_strike":12.5,"call_25d_strike":17.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":296},{"strike":10.0,"call_vanna":0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":0,"put_oi":160},{"strike":12.5,"call_vanna":-7.0,"put_vanna":7.0,"net_vanna":1.0,"call_oi":183,"put_oi":139},{"strike":15.0,"call_vanna":-4.0,"put_vanna":0.0,"net_vanna":-3.0,"call_oi":245,"put_oi":52},{"strike":17.5,"call_vanna":16.0,"put_vanna":0,"net_vanna":16.0,"call_oi":444,"put_oi":0}],"net_vanna":30.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":0,"put_charm":11756.0,"net_charm":11756.0,"call_oi":0,"put_oi":296},{"strike":10.0,"call_charm":0,"put_charm":3950.0,"net_charm":3950.0,"call_oi":0,"put_oi":108},{"strike":12.5,"call_charm":-8445.0,"put_charm":4007.0,"net_charm":-4438.0,"call_oi":130,"put_oi":82},{"strike":15.0,"call_charm":-8998.0,"put_charm":3057.0,"net_charm":-5941.0,"call_oi":180,"put_oi":52},{"strike":17.5,"call_charm":-6954.0,"put_charm":0,"net_charm":-6954.0,"call_oi":315,"put_oi":0}],"net_charm":-1626.0,"weekend_delta_shift":-4879.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":29366.0,"put_delta":-9885.0,"net_delta":19481.0,"call_oi":633,"put_oi":542,"total_oi":1175,"total_volume":4,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":679.0,"put_delta":-212.0,"net_delta":466.0,"call_oi":9,"put_oi":5,"total_oi":14,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":15326.0,"put_delta":-2641.0,"net_delta":12685.0,"call_oi":277,"put_oi":126,"total_oi":403,"total_volume":20,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":2015.0,"put_delta":-460.0,"net_delta":1555.0,"call_oi":39,"put_oi":12,"total_oi":51,"total_volume":11,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":20,"total_volume":20,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"bearish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":296,"total_oi":302,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":134,"put_oi":160,"total_oi":294,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":183,"put_oi":139,"total_oi":322,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":13,"total_volume":13,"call_oi":258,"put_oi":79,"total_oi":337,"bias":"bearish"},{"strike":17.5,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":475,"put_oi":4,"total_oi":479,"bias":"bullish"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":1,"total_oi":18,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":15.109999656677246,"peak_call_strike":17.5,"peak_put_strike":5.0,"total_call_volume":2,"total_put_volume":33,"volume_pc_ratio":16.5},"iv_contours":{"x":[0.83,0.99,1.16],"y":[14,105],"z":[[162.74,99.38,98.62],[44.44,67.89,55.17]],"levels":[44.4,56.3,68.1,79.9,91.8,103.6,115.4,127.3,139.1,150.9,162.7],"min_iv":44.4,"max_iv":162.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":88.3},{"date":"2026-09-15","iv":98.41},{"date":"2026-09-16","iv":134.23},{"date":"2026-09-17","iv":96.65},{"date":"2026-09-18","iv":96.28},{"date":"2026-09-21","iv":96.67},{"date":"2026-09-22","iv":88.3},{"date":"2026-09-23","iv":101.9},{"date":"2026-09-24","iv":112.6},{"date":"2026-09-25","iv":112.3},{"date":"2026-09-28","iv":103.9},{"date":"2026-09-29","iv":100.7},{"date":"2026-09-30","iv":120.1},{"date":"2026-10-01","iv":128.6},{"date":"2026-10-02","iv":125.4}]}}