{"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":"BBCP","summary":{"name":"BBCP","price":9.85,"total_oi":4620,"call_oi":4559,"put_oi":61,"pc_ratio":0.013,"net_gex":37164.49,"avg_iv":85.1,"iv_rank":6.4,"iv_52w_high":414.5,"iv_52w_low":62.7,"gamma_flip":5.0,"max_pain":7.5},"features":{"symbol":"BBCP","price":9.85,"total_oi":4620,"analysis_coverage":0.8333,"avg_iv_pct":85.1,"iv_rank":6.4,"iv_52w_high_pct":414.5,"iv_52w_low_pct":62.7,"front_dte":14,"front_atm_iv_pct":62.2424,"back_atm_iv_pct":52.1839,"term_premium_pp":10.0585,"expected_move_front_pct":12.19,"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":0.013,"put_call_oi_front_ratio":0.053,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.824011,"dealer_delta_normalized":-0.824009,"gex_per_100k_oi":804426.190476,"vanna_per_100k_oi":-6709.95671,"charm_per_100k_oi":-26991.341991,"weekend_delta_shift_per_100k_oi":-80952.380952,"iv_surface_range_pp":53.2,"gamma_flip_distance_pct":-49.238579,"max_pain_distance_pct":-23.857868,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":0.0,"put_gex":-45.44,"net_gex":-45.44,"call_oi":0,"put_oi":20},{"strike":7.5,"call_gex":30808.07,"put_gex":-225.35,"net_gex":30582.72,"call_oi":4248,"put_oi":39},{"strike":10.0,"call_gex":6233.55,"put_gex":0.0,"net_gex":6233.55,"call_oi":263,"put_oi":0},{"strike":12.5,"call_gex":396.73,"put_gex":-22.13,"net_gex":374.6,"call_oi":45,"put_oi":2},{"strike":15.0,"call_gex":19.06,"put_gex":0.0,"net_gex":19.06,"call_oi":3,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":112.5,"total_value":112.5},{"strike":7.5,"call_value":0.0,"put_value":10.0,"total_value":10.0},{"strike":10.0,"call_value":10620.0,"put_value":5.0,"total_value":10625.0},{"strike":12.5,"call_value":21897.5,"put_value":0.0,"total_value":21897.5},{"strike":15.0,"call_value":33287.5,"put_value":0,"total_value":33287.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":186.8,"strike":7.5},{"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":92.1,"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":62.2,"strike":10.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":52.2,"strike":10.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":40.7,"strike":10.0},{"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":111.1,"strike":12.5},{"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":85.6,"strike":13.33}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":55},{"expiration":"11/20/2026","dte":49,"iv":0.5346,"contract_count":1,"total_oi":1},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":1,"total_oi":207}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.19,"expected_move_2std":24.37,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":19.12,"expected_move_2std":38.25,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":18.68,"expected_move_2std":37.36,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":57,"put_oi":3,"total_oi":60,"pc_ratio":0.053,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":4491,"put_oi":28,"total_oi":4519,"pc_ratio":0.006,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":10,"put_oi":30,"total_oi":40,"pc_ratio":3.0,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-175.0,"dealer_delta":175.0,"call_oi":0,"put_oi":20},{"strike":7.5,"call_delta_oi":366565.0,"put_delta_oi":-773.0,"dealer_delta":-365792.0,"call_oi":4248,"put_oi":39},{"strike":10.0,"call_delta_oi":13514.0,"put_delta_oi":0,"dealer_delta":-13514.0,"call_oi":263,"put_oi":0},{"strike":12.5,"call_delta_oi":1639.0,"put_delta_oi":-174.0,"dealer_delta":-1465.0,"call_oi":45,"put_oi":2},{"strike":15.0,"call_delta_oi":96.0,"put_delta_oi":0,"dealer_delta":-96.0,"call_oi":3,"put_oi":0}],"net_dealer_delta":-380692.0,"total_call_delta":381815.0,"total_put_delta":-1122.0,"bias":"bearish"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":9.850000381469727,"strikes":[{"strike":7.5,"moneyness":0.7614,"type":"call","iv":0.6527,"delta":0.863,"oi":4238},{"strike":10.0,"moneyness":1.0152,"type":"call","iv":0.4067,"delta":0.5235,"oi":207}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4772,"put_delta":0,"call_gamma":0.344349,"put_gamma":0,"call_theta":-0.0182,"put_theta":0,"call_vega":0.0074,"put_vega":0,"call_oi":55,"put_oi":0},{"strike":7.5,"dte":77,"expiration":"12/18/2026","call_delta":0.863,"put_delta":0,"call_gamma":0.074767,"put_gamma":0,"call_theta":-0.0049,"put_theta":0,"call_vega":0.0099,"put_vega":0,"call_oi":4238,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5235,"put_delta":0,"call_gamma":0.217852,"put_gamma":0,"call_theta":-0.0053,"put_theta":0,"call_vega":0.0179,"put_vega":0,"call_oi":207,"put_oi":0}],"strikes":[7.5,10.0],"dtes":[14,77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":-308.0,"put_vanna":0,"net_vanna":-308.0,"call_oi":4238,"put_oi":0},{"strike":10.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":262,"put_oi":0}],"net_vanna":-310.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":-1247.0,"put_charm":0,"net_charm":-1247.0,"call_oi":55,"put_oi":0}],"net_charm":-1247.0,"weekend_delta_shift":-3740.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":2655.0,"put_delta":-51.0,"net_delta":2604.0,"call_oi":57,"put_oi":3,"total_oi":60,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":52.0,"put_delta":0,"net_delta":52.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":378276.0,"put_delta":-733.0,"net_delta":377544.0,"call_oi":4491,"put_oi":28,"total_oi":4519,"total_volume":0,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":831.0,"put_delta":-339.0,"net_delta":493.0,"call_oi":10,"put_oi":30,"total_oi":40,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":20,"total_oi":20,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4248,"put_oi":39,"total_oi":4287,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":263,"put_oi":0,"total_oi":263,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":45,"put_oi":2,"total_oi":47,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"}],"underlying_price":9.850000381469727,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.76,1.01,1.27],"y":[14,77],"z":[[null,62.22,null],[92.08,40.67,93.89]],"levels":[40.7,46.0,51.3,56.6,62.0,67.3,72.6,77.9,83.2,88.6,93.9],"min_iv":40.7,"max_iv":93.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":130.83},{"date":"2026-09-15","iv":131.51},{"date":"2026-09-16","iv":124.9},{"date":"2026-09-17","iv":154.29},{"date":"2026-09-18","iv":100.0},{"date":"2026-09-21","iv":66.02},{"date":"2026-09-22","iv":62.7},{"date":"2026-09-23","iv":105.9},{"date":"2026-09-24","iv":208.6},{"date":"2026-09-25","iv":111.1},{"date":"2026-09-28","iv":414.5},{"date":"2026-09-29","iv":106.9},{"date":"2026-09-30","iv":77.9},{"date":"2026-10-01","iv":375.2},{"date":"2026-10-02","iv":85.1}]}}