{"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":"AXS","summary":{"name":"AXS","price":94.88,"total_oi":1398,"call_oi":1233,"put_oi":165,"pc_ratio":0.134,"net_gex":101873.98,"avg_iv":31.4,"iv_rank":5.3,"iv_52w_high":77.96,"iv_52w_low":28.8,"gamma_flip":70.0,"max_pain":60.0},"features":{"symbol":"AXS","price":94.88,"total_oi":1398,"analysis_coverage":0.8333,"avg_iv_pct":31.4,"iv_rank":5.3,"iv_52w_high_pct":77.96,"iv_52w_low_pct":28.8,"front_dte":14,"front_atm_iv_pct":25.8875,"back_atm_iv_pct":29.2033,"term_premium_pp":-3.3158,"expected_move_front_pct":5.07,"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":0.134,"put_call_oi_front_ratio":1.667,"put_call_volume_front_ratio":0.0,"option_volume":15,"volume_oi_ratio":0.01073,"net_delta_normalized":0.193778,"dealer_delta_normalized":-0.141245,"gex_per_100k_oi":7287123.032904,"vanna_per_100k_oi":1859.799714,"charm_per_100k_oi":-55150.214592,"weekend_delta_shift_per_100k_oi":-165522.174535,"iv_surface_range_pp":37.4,"gamma_flip_distance_pct":-26.222597,"max_pain_distance_pct":-36.762226,"peak_call_distance_pct":-36.762226,"peak_put_distance_pct":5.39629},"analyses":{"gamma_walls":[{"strike":55.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":159,"put_oi":0},{"strike":60.0,"call_gex":35.28,"put_gex":-35.66,"net_gex":-0.37,"call_oi":94,"put_oi":1},{"strike":65.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":113,"put_oi":0},{"strike":70.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":17,"put_oi":0},{"strike":75.0,"call_gex":714.26,"put_gex":-164.99,"net_gex":549.27,"call_oi":11,"put_oi":2},{"strike":80.0,"call_gex":8231.26,"put_gex":-116.33,"net_gex":8114.93,"call_oi":73,"put_oi":1},{"strike":85.0,"call_gex":8335.85,"put_gex":-1729.7,"net_gex":6606.15,"call_oi":47,"put_oi":10},{"strike":90.0,"call_gex":4677.24,"put_gex":-8513.84,"net_gex":-3836.61,"call_oi":19,"put_oi":34},{"strike":95.0,"call_gex":4845.05,"put_gex":-13347.03,"net_gex":-8501.98,"call_oi":13,"put_oi":25},{"strike":100.0,"call_gex":85491.96,"put_gex":-27174.92,"net_gex":58317.04,"call_oi":256,"put_oi":71},{"strike":105.0,"call_gex":6842.59,"put_gex":-2234.41,"net_gex":4608.18,"call_oi":29,"put_oi":11},{"strike":110.0,"call_gex":16267.04,"put_gex":-1385.83,"net_gex":14881.21,"call_oi":93,"put_oi":8},{"strike":115.0,"call_gex":2411.77,"put_gex":-136.52,"net_gex":2275.25,"call_oi":17,"put_oi":1},{"strike":120.0,"call_gex":3608.58,"put_gex":-115.8,"net_gex":3492.78,"call_oi":32,"put_oi":1},{"strike":125.0,"call_gex":2255.03,"put_gex":0.0,"net_gex":2255.03,"call_oi":24,"put_oi":0},{"strike":130.0,"call_gex":4728.09,"put_gex":0.0,"net_gex":4728.09,"call_oi":119,"put_oi":0},{"strike":135.0,"call_gex":8267.58,"put_gex":0.0,"net_gex":8267.58,"call_oi":115,"put_oi":0},{"strike":145.0,"call_gex":117.43,"put_gex":0.0,"net_gex":117.43,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":55.0,"call_value":0,"put_value":6870.0,"total_value":6870.0},{"strike":60.0,"call_value":795.0,"put_value":6045.0,"total_value":6840.0},{"strike":65.0,"call_value":2060.0,"put_value":5225.0,"total_value":7285.0},{"strike":70.0,"call_value":3890.0,"put_value":4405.0,"total_value":8295.0},{"strike":75.0,"call_value":5805.0,"put_value":3585.0,"total_value":9390.0},{"strike":80.0,"call_value":7775.0,"put_value":2775.0,"total_value":10550.0},{"strike":85.0,"call_value":10110.0,"put_value":1970.0,"total_value":12080.0},{"strike":90.0,"call_value":12680.0,"put_value":1215.0,"total_value":13895.0},{"strike":95.0,"call_value":15345.0,"put_value":630.0,"total_value":15975.0},{"strike":100.0,"call_value":18075.0,"put_value":170.0,"total_value":18245.0},{"strike":105.0,"call_value":22085.0,"put_value":65.0,"total_value":22150.0},{"strike":110.0,"call_value":26240.0,"put_value":15.0,"total_value":26255.0},{"strike":115.0,"call_value":30860.0,"put_value":5.0,"total_value":30865.0},{"strike":120.0,"call_value":35565.0,"put_value":0.0,"total_value":35565.0},{"strike":125.0,"call_value":40430.0,"put_value":0.0,"total_value":40430.0},{"strike":130.0,"call_value":45415.0,"put_value":0.0,"total_value":45415.0},{"strike":135.0,"call_value":50995.0,"put_value":0.0,"total_value":50995.0},{"strike":145.0,"call_value":63305.0,"put_value":0,"total_value":63305.0}],"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":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":46.9,"strike":71.67},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":70.2,"strike":85.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":39.3,"strike":85.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":32.6,"strike":85.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":40.2,"strike":90.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":33.9,"strike":90.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":29.4,"strike":90.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":25.9,"strike":95.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":29.2,"strike":95.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":26.8,"strike":95.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":31.5,"strike":100.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":27.0,"strike":100.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":26.4,"strike":100.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":62.5,"strike":105.0},{"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":29.1,"strike":105.0},{"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":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":44.5,"strike":123.75}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":5,"total_oi":83},{"expiration":"11/20/2026","dte":49,"iv":0.6245,"contract_count":5,"total_oi":100},{"expiration":"12/18/2026","dte":77,"iv":0.2551,"contract_count":6,"total_oi":209},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":5,"total_oi":26}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.07,"expected_move_2std":10.15,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.7,"expected_move_2std":21.39,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":12.33,"expected_move_2std":24.66,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":18.94,"expected_move_2std":37.88,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":39,"put_oi":65,"total_oi":104,"pc_ratio":1.667,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":82,"put_oi":20,"total_oi":102,"pc_ratio":0.244,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":847,"put_oi":50,"total_oi":897,"pc_ratio":0.059,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":265,"put_oi":30,"total_oi":295,"pc_ratio":0.113,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":60.0,"call_delta_oi":397.0,"put_delta_oi":-7.0,"dealer_delta":-390.0,"call_oi":4,"put_oi":1},{"strike":75.0,"call_delta_oi":1037.0,"put_delta_oi":-24.0,"dealer_delta":-1012.0,"call_oi":11,"put_oi":2},{"strike":80.0,"call_delta_oi":6529.0,"put_delta_oi":-14.0,"dealer_delta":-6515.0,"call_oi":73,"put_oi":1},{"strike":85.0,"call_delta_oi":3873.0,"put_delta_oi":-200.0,"dealer_delta":-3673.0,"call_oi":47,"put_oi":10},{"strike":90.0,"call_delta_oi":1341.0,"put_delta_oi":-998.0,"dealer_delta":-343.0,"call_oi":19,"put_oi":34},{"strike":95.0,"call_delta_oi":708.0,"put_delta_oi":-1181.0,"dealer_delta":473.0,"call_oi":13,"put_oi":25},{"strike":100.0,"call_delta_oi":8941.0,"put_delta_oi":-5067.0,"dealer_delta":-3874.0,"call_oi":256,"put_oi":71},{"strike":105.0,"call_delta_oi":662.0,"put_delta_oi":-724.0,"dealer_delta":62.0,"call_oi":29,"put_oi":11},{"strike":110.0,"call_delta_oi":2367.0,"put_delta_oi":-630.0,"dealer_delta":-1737.0,"call_oi":93,"put_oi":8},{"strike":115.0,"call_delta_oi":319.0,"put_delta_oi":-75.0,"dealer_delta":-245.0,"call_oi":17,"put_oi":1},{"strike":120.0,"call_delta_oi":522.0,"put_delta_oi":-77.0,"dealer_delta":-444.0,"call_oi":32,"put_oi":1},{"strike":125.0,"call_delta_oi":328.0,"put_delta_oi":0,"dealer_delta":-328.0,"call_oi":24,"put_oi":0},{"strike":130.0,"call_delta_oi":335.0,"put_delta_oi":0,"dealer_delta":-335.0,"call_oi":119,"put_oi":0},{"strike":135.0,"call_delta_oi":1365.0,"put_delta_oi":0,"dealer_delta":-1365.0,"call_oi":115,"put_oi":0},{"strike":145.0,"call_delta_oi":22.0,"put_delta_oi":0,"dealer_delta":-22.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-19746.0,"total_call_delta":28745.0,"total_put_delta":-8998.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":94.87999725341797,"strikes":[{"strike":100.0,"moneyness":1.054,"type":"call","iv":0.2508,"delta":0.3727,"oi":152},{"strike":130.0,"moneyness":1.3702,"type":"call","iv":0.3378,"delta":0.0282,"oi":119},{"strike":135.0,"moneyness":1.4228,"type":"call","iv":0.574,"delta":0.1187,"oi":115}]}],"greeks_heatmap":{"data":[{"strike":100.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3339,"put_delta":0,"call_gamma":0.039052,"put_gamma":0,"call_theta":-0.0388,"put_theta":0,"call_vega":0.1252,"put_vega":0,"call_oi":80,"put_oi":0},{"strike":80.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8958,"put_delta":0,"call_gamma":0.012556,"put_gamma":0,"call_theta":-0.0251,"put_theta":0,"call_vega":0.0783,"put_vega":0,"call_oi":68,"put_oi":0},{"strike":100.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3727,"put_delta":0,"call_gamma":0.034856,"put_gamma":0,"call_theta":-0.0308,"put_theta":0,"call_vega":0.1639,"put_vega":0,"call_oi":152,"put_oi":0}],"strikes":[80.0,100.0],"dtes":[49,77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":80.0,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":68,"put_oi":0},{"strike":100.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":232,"put_oi":0},{"strike":110.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":83,"put_oi":0},{"strike":130.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":119,"put_oi":0},{"strike":135.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":115,"put_oi":0}],"net_vanna":26.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":100.0,"call_charm":-771.0,"put_charm":0,"net_charm":-771.0,"call_oi":80,"put_oi":0}],"net_charm":-771.0,"weekend_delta_shift":-2314.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":818.0,"put_delta":-4213.0,"net_delta":-3395.0,"call_oi":39,"put_oi":65,"total_oi":104,"total_volume":10,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":2779.0,"put_delta":-1032.0,"net_delta":1746.0,"call_oi":82,"put_oi":20,"total_oi":102,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":21048.0,"put_delta":-2165.0,"net_delta":18884.0,"call_oi":612,"put_oi":50,"total_oi":662,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":4100.0,"put_delta":-1589.0,"net_delta":2511.0,"call_oi":121,"put_oi":30,"total_oi":151,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":159,"put_oi":0,"total_oi":159,"bias":"neutral"},{"strike":60.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":94,"put_oi":1,"total_oi":95,"bias":"bullish"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":113,"put_oi":0,"total_oi":113,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":2,"total_oi":13,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":73,"put_oi":1,"total_oi":74,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":47,"put_oi":10,"total_oi":57,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":34,"total_oi":53,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":25,"total_oi":38,"bias":"neutral"},{"strike":100.0,"call_volume":1,"put_volume":10,"total_volume":11,"call_oi":256,"put_oi":71,"total_oi":327,"bias":"bearish"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":11,"total_oi":40,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":93,"put_oi":8,"total_oi":101,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":1,"total_oi":18,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":1,"total_oi":33,"bias":"neutral"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":0,"total_oi":24,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":119,"put_oi":0,"total_oi":119,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":115,"put_oi":0,"total_oi":115,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":94.87999725341797,"peak_call_strike":60.0,"peak_put_strike":100.0,"total_call_volume":5,"total_put_volume":10,"volume_pc_ratio":2.0},"iv_contours":{"x":[0.84,0.9,0.95,1.0,1.05,1.11,1.16,1.21,1.26],"y":[14,49,77,168],"z":[[null,null,null,29.57,31.48,62.49,null,null,null],[null,null,null,null,27.03,null,null,null,null],[33.27,30.18,29.43,null,25.08,null,null,null,45.57],[null,null,null,null,null,null,26.08,26.37,null]],"levels":[25.1,28.8,32.6,36.3,40.0,43.8,47.5,51.3,55.0,58.7,62.5],"min_iv":25.1,"max_iv":62.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":64.19},{"date":"2026-09-15","iv":77.96},{"date":"2026-09-16","iv":76.88},{"date":"2026-09-17","iv":65.78},{"date":"2026-09-18","iv":56.58},{"date":"2026-09-21","iv":31.62},{"date":"2026-09-22","iv":30.3},{"date":"2026-09-23","iv":30.2},{"date":"2026-09-24","iv":32.9},{"date":"2026-09-25","iv":31.7},{"date":"2026-09-28","iv":29.3},{"date":"2026-09-29","iv":31.5},{"date":"2026-09-30","iv":35.5},{"date":"2026-10-01","iv":28.8},{"date":"2026-10-02","iv":31.4}]}}