{"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":"ASA","summary":{"name":"ASA","price":56.69,"total_oi":257,"call_oi":171,"put_oi":86,"pc_ratio":0.503,"net_gex":4287.9,"avg_iv":62.9,"iv_rank":10.5,"iv_52w_high":93.26,"iv_52w_low":59.34,"gamma_flip":67.0,"max_pain":60.0},"features":{"symbol":"ASA","price":56.69,"total_oi":257,"analysis_coverage":0.6667,"avg_iv_pct":62.9,"iv_rank":10.5,"iv_52w_high_pct":93.26,"iv_52w_low_pct":59.34,"front_dte":14,"front_atm_iv_pct":62.9572,"back_atm_iv_pct":36.5451,"term_premium_pp":26.4121,"expected_move_front_pct":12.33,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.503,"put_call_oi_front_ratio":0.086,"put_call_volume_front_ratio":0.0,"option_volume":3,"volume_oi_ratio":0.011673,"net_delta_normalized":0.055079,"dealer_delta_normalized":-0.054008,"gex_per_100k_oi":1668443.579767,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":57.6,"gamma_flip_distance_pct":18.186629,"max_pain_distance_pct":5.838772,"peak_call_distance_pct":5.838772,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":37.55,"put_gex":-97.97,"net_gex":-60.42,"call_oi":9,"put_oi":8},{"strike":35.0,"call_gex":14.02,"put_gex":0.0,"net_gex":14.02,"call_oi":1,"put_oi":0},{"strike":40.0,"call_gex":29.08,"put_gex":-423.64,"net_gex":-394.57,"call_oi":1,"put_oi":14},{"strike":45.0,"call_gex":0.0,"put_gex":-680.09,"net_gex":-680.09,"call_oi":0,"put_oi":15},{"strike":50.0,"call_gex":388.22,"put_gex":-680.64,"net_gex":-292.42,"call_oi":4,"put_oi":8},{"strike":55.0,"call_gex":253.61,"put_gex":-2001.93,"net_gex":-1748.31,"call_oi":3,"put_oi":17},{"strike":60.0,"call_gex":1544.67,"put_gex":-1654.92,"net_gex":-110.25,"call_oi":14,"put_oi":12},{"strike":65.0,"call_gex":2547.85,"put_gex":-186.18,"net_gex":2361.68,"call_oi":27,"put_oi":2},{"strike":70.0,"call_gex":2699.37,"put_gex":-421.18,"net_gex":2278.19,"call_oi":39,"put_oi":6},{"strike":75.0,"call_gex":568.04,"put_gex":0.0,"net_gex":568.04,"call_oi":10,"put_oi":0},{"strike":80.0,"call_gex":747.16,"put_gex":-170.32,"net_gex":576.84,"call_oi":16,"put_oi":4},{"strike":85.0,"call_gex":1304.88,"put_gex":0.0,"net_gex":1304.88,"call_oi":34,"put_oi":0},{"strike":90.0,"call_gex":439.41,"put_gex":0.0,"net_gex":439.41,"call_oi":12,"put_oi":0},{"strike":100.0,"call_gex":30.91,"put_gex":0.0,"net_gex":30.91,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":1820.0,"total_value":1820.0},{"strike":35.0,"call_value":45.0,"put_value":1430.0,"total_value":1475.0},{"strike":40.0,"call_value":95.0,"put_value":1040.0,"total_value":1135.0},{"strike":45.0,"call_value":150.0,"put_value":720.0,"total_value":870.0},{"strike":50.0,"call_value":205.0,"put_value":475.0,"total_value":680.0},{"strike":55.0,"call_value":280.0,"put_value":270.0,"total_value":550.0},{"strike":60.0,"call_value":370.0,"put_value":150.0,"total_value":520.0},{"strike":65.0,"call_value":530.0,"put_value":90.0,"total_value":620.0},{"strike":70.0,"call_value":825.0,"put_value":40.0,"total_value":865.0},{"strike":75.0,"call_value":1315.0,"put_value":20.0,"total_value":1335.0},{"strike":80.0,"call_value":1855.0,"put_value":0.0,"total_value":1855.0},{"strike":85.0,"call_value":2475.0,"put_value":0.0,"total_value":2475.0},{"strike":90.0,"call_value":3265.0,"put_value":0.0,"total_value":3265.0},{"strike":100.0,"call_value":4965.0,"put_value":0,"total_value":4965.0}],"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":119.8,"strike":37.5},{"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":45.8,"strike":50.0},{"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":62.9,"strike":55.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":36.5,"strike":55.0},{"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":54.6,"strike":60.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":43.1,"strike":60.0},{"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":74.0,"strike":66.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":85.3,"strike":80.62},{"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":3,"total_oi":6},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":16},{"expiration":"02/19/2027","dte":140,"iv":0.1366,"contract_count":4,"total_oi":21},{"expiration":"05/21/2027","dte":231,"iv":0.1318,"contract_count":1,"total_oi":3}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.33,"expected_move_2std":24.65,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":13.39,"expected_move_2std":26.77,"contract_count":1},{"expiration":"02/19/2027","dte":140,"expected_move_1std":25.76,"expected_move_2std":51.52,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":33.5,"expected_move_2std":67.0,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":35,"put_oi":3,"total_oi":38,"pc_ratio":0.086,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":60,"put_oi":54,"total_oi":114,"pc_ratio":0.9,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"02/19/2027","dte":140,"call_oi":65,"put_oi":25,"total_oi":90,"pc_ratio":0.385,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":11,"put_oi":4,"total_oi":15,"pc_ratio":0.364,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":389.0,"put_delta_oi":-44.0,"dealer_delta":-345.0,"call_oi":4,"put_oi":8},{"strike":35.0,"call_delta_oi":97.0,"put_delta_oi":0,"dealer_delta":-97.0,"call_oi":1,"put_oi":0},{"strike":40.0,"call_delta_oi":92.0,"put_delta_oi":-213.0,"dealer_delta":121.0,"call_oi":1,"put_oi":14},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-289.0,"dealer_delta":289.0,"call_oi":0,"put_oi":15},{"strike":50.0,"call_delta_oi":336.0,"put_delta_oi":-176.0,"dealer_delta":-159.0,"call_oi":4,"put_oi":8},{"strike":55.0,"call_delta_oi":186.0,"put_delta_oi":-632.0,"dealer_delta":446.0,"call_oi":3,"put_oi":17},{"strike":60.0,"call_delta_oi":630.0,"put_delta_oi":-713.0,"dealer_delta":83.0,"call_oi":14,"put_oi":12},{"strike":65.0,"call_delta_oi":737.0,"put_delta_oi":-149.0,"dealer_delta":-588.0,"call_oi":27,"put_oi":2},{"strike":70.0,"call_delta_oi":791.0,"put_delta_oi":-431.0,"dealer_delta":-360.0,"call_oi":39,"put_oi":6},{"strike":75.0,"call_delta_oi":198.0,"put_delta_oi":0,"dealer_delta":-198.0,"call_oi":10,"put_oi":0},{"strike":80.0,"call_delta_oi":253.0,"put_delta_oi":-356.0,"dealer_delta":103.0,"call_oi":16,"put_oi":4},{"strike":85.0,"call_delta_oi":457.0,"put_delta_oi":0,"dealer_delta":-457.0,"call_oi":34,"put_oi":0},{"strike":90.0,"call_delta_oi":206.0,"put_delta_oi":0,"dealer_delta":-206.0,"call_oi":12,"put_oi":0},{"strike":100.0,"call_delta_oi":19.0,"put_delta_oi":0,"dealer_delta":-19.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-1388.0,"total_call_delta":4391.0,"total_put_delta":-3002.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":579.0,"put_delta":-195.0,"net_delta":383.0,"call_oi":35,"put_oi":3,"total_oi":38,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1651.0,"put_delta":-1753.0,"net_delta":-103.0,"call_oi":60,"put_oi":54,"total_oi":114,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":1615.0,"put_delta":-929.0,"net_delta":686.0,"call_oi":60,"put_oi":25,"total_oi":85,"total_volume":3,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":547.0,"put_delta":-125.0,"net_delta":422.0,"call_oi":11,"put_oi":4,"total_oi":15,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":8,"total_oi":17,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":14,"total_oi":15,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":15,"total_oi":15,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":8,"total_oi":12,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":17,"total_oi":20,"bias":"neutral"},{"strike":60.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":14,"put_oi":12,"total_oi":26,"bias":"bullish"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":27,"put_oi":2,"total_oi":29,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":6,"total_oi":45,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":4,"total_oi":20,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":34,"put_oi":0,"total_oi":34,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":56.689998626708984,"peak_call_strike":60.0,"peak_put_strike":null,"total_call_volume":3,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.71,0.79,1.15,1.24],"y":[14,49],"z":[[null,null,null,95.03],[121.27,93.85,63.7,78.86]],"levels":[63.7,69.5,75.2,81.0,86.7,92.5,98.2,104.0,109.8,115.5,121.3],"min_iv":63.7,"max_iv":121.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":74.1},{"date":"2026-09-15","iv":80.22},{"date":"2026-09-16","iv":93.26},{"date":"2026-09-17","iv":66.3},{"date":"2026-09-18","iv":59.34},{"date":"2026-09-21","iv":63.5},{"date":"2026-09-22","iv":60.2},{"date":"2026-09-23","iv":62.7},{"date":"2026-09-24","iv":63.9},{"date":"2026-09-25","iv":60.6},{"date":"2026-09-28","iv":64.0},{"date":"2026-09-29","iv":63.6},{"date":"2026-09-30","iv":60.5},{"date":"2026-10-01","iv":61.8},{"date":"2026-10-02","iv":62.9}]}}