{"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":"BBVA","summary":{"name":"BBVA","price":26.98,"total_oi":4792,"call_oi":1273,"put_oi":3519,"pc_ratio":2.764,"net_gex":-61038.14,"avg_iv":94.3,"iv_rank":57.5,"iv_52w_high":122.44,"iv_52w_low":56.3,"gamma_flip":null,"max_pain":25.0},"features":{"symbol":"BBVA","price":26.98,"total_oi":4792,"analysis_coverage":0.8333,"avg_iv_pct":94.3,"iv_rank":57.5,"iv_52w_high_pct":122.44,"iv_52w_low_pct":56.3,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-136.69,"risk_reversal_30d_pp":-136.69,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":2.764,"put_call_oi_front_ratio":1.499,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.000209,"net_delta_normalized":-0.084698,"dealer_delta_normalized":0.076674,"gex_per_100k_oi":-1273750.834725,"vanna_per_100k_oi":3693.656093,"charm_per_100k_oi":589962.437396,"weekend_delta_shift_per_100k_oi":1769887.312187,"iv_surface_range_pp":110.9,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-7.338769,"peak_call_distance_pct":null,"peak_put_distance_pct":-7.338769},"analyses":{"gamma_walls":[{"strike":12.5,"call_gex":0.0,"put_gex":-22.87,"net_gex":-22.87,"call_oi":1,"put_oi":5},{"strike":15.0,"call_gex":0.0,"put_gex":-26.55,"net_gex":-26.55,"call_oi":21,"put_oi":4},{"strike":17.5,"call_gex":26.82,"put_gex":-7575.2,"net_gex":-7548.38,"call_oi":4,"put_oi":782},{"strike":20.0,"call_gex":0.0,"put_gex":-21928.88,"net_gex":-21928.88,"call_oi":13,"put_oi":1374},{"strike":22.5,"call_gex":357.84,"put_gex":-10201.74,"net_gex":-9843.9,"call_oi":50,"put_oi":346},{"strike":25.0,"call_gex":1498.61,"put_gex":-30483.16,"net_gex":-28984.54,"call_oi":410,"put_oi":574},{"strike":30.0,"call_gex":26682.7,"put_gex":-21659.66,"net_gex":5023.04,"call_oi":692,"put_oi":434},{"strike":35.0,"call_gex":2293.94,"put_gex":0.0,"net_gex":2293.94,"call_oi":82,"put_oi":0}],"pain_by_strike":[{"strike":12.5,"call_value":0,"put_value":32455.0,"total_value":32455.0},{"strike":15.0,"call_value":2.5,"put_value":23670.0,"total_value":23672.5},{"strike":17.5,"call_value":57.5,"put_value":14895.0,"total_value":14952.5},{"strike":20.0,"call_value":122.5,"put_value":8075.0,"total_value":8197.5},{"strike":22.5,"call_value":220.0,"put_value":4690.0,"total_value":4910.0},{"strike":25.0,"call_value":442.5,"put_value":2170.0,"total_value":2612.5},{"strike":30.0,"call_value":2937.5,"put_value":0.0,"total_value":2937.5},{"strike":35.0,"call_value":8892.5,"put_value":0,"total_value":8892.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":272.8,"strike":18.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":65.0,"strike":20.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":44.9,"strike":20.62},{"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":41.8,"strike":25.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":63.8,"strike":25.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":40.5,"strike":25.0},{"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":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":140.7,"strike":30.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":63.6,"strike":30.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":38.0,"strike":30.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":143.5,"strike":35.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":62.2,"strike":35.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.3609,"contract_count":1,"total_oi":220},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":1,"total_oi":2},{"expiration":"01/15/2027","dte":105,"iv":0.3241,"contract_count":2,"total_oi":141},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":2,"total_oi":240}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1013,"put_oi":1518,"total_oi":2531,"pc_ratio":1.499,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":10,"put_oi":3,"total_oi":13,"pc_ratio":0.3,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":221,"put_oi":1750,"total_oi":1971,"pc_ratio":7.919,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"04/16/2027","dte":196,"call_oi":29,"put_oi":248,"total_oi":277,"pc_ratio":8.552,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":12.5,"call_delta_oi":0,"put_delta_oi":-52.0,"dealer_delta":52.0,"call_oi":0,"put_oi":5},{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-53.0,"dealer_delta":53.0,"call_oi":0,"put_oi":4},{"strike":17.5,"call_delta_oi":287.0,"put_delta_oi":-12229.0,"dealer_delta":11942.0,"call_oi":3,"put_oi":782},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-10779.0,"dealer_delta":10779.0,"call_oi":0,"put_oi":1374},{"strike":22.5,"call_delta_oi":1197.0,"put_delta_oi":-4055.0,"dealer_delta":2859.0,"call_oi":13,"put_oi":346},{"strike":25.0,"call_delta_oi":2113.0,"put_delta_oi":-14386.0,"dealer_delta":12272.0,"call_oi":29,"put_oi":574},{"strike":30.0,"call_delta_oi":28251.0,"put_delta_oi":-28977.0,"dealer_delta":727.0,"call_oi":692,"put_oi":434},{"strike":35.0,"call_delta_oi":1943.0,"put_delta_oi":0,"dealer_delta":-1943.0,"call_oi":82,"put_oi":0}],"net_dealer_delta":36742.0,"total_call_delta":33791.0,"total_put_delta":-70533.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":26.979999542236328,"strikes":[{"strike":17.5,"moneyness":0.6486,"type":"put","iv":0.7085,"delta":-0.086,"oi":102},{"strike":20.0,"moneyness":0.7413,"type":"put","iv":0.4363,"delta":-0.073,"oi":1318},{"strike":22.5,"moneyness":0.834,"type":"put","iv":0.3802,"delta":-0.1455,"oi":198},{"strike":25.0,"moneyness":0.9266,"type":"put","iv":0.4805,"delta":-0.3182,"oi":117},{"strike":30.0,"moneyness":1.1119,"type":"call","iv":0.2638,"delta":0.2752,"oi":136}]},{"expiration":"04/16/2027","underlying_price":26.979999542236328,"strikes":[{"strike":25.0,"moneyness":0.9266,"type":"put","iv":0.3698,"delta":-0.3081,"oi":235}]},{"expiration":"10/16/2026","underlying_price":26.979999542236328,"strikes":[{"strike":22.5,"moneyness":0.834,"type":"put","iv":0.7031,"delta":-0.0741,"oi":143},{"strike":25.0,"moneyness":0.9266,"type":"put","iv":0.4178,"delta":-0.1526,"oi":220},{"strike":30.0,"moneyness":1.1119,"type":"call","iv":1.7847,"delta":0.4435,"oi":527},{"strike":30.0,"moneyness":1.1119,"type":"put","iv":1.0291,"delta":-0.6705,"oi":419}]}],"greeks_heatmap":{"data":[{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2089,"call_gamma":0,"put_gamma":0.018485,"call_theta":0,"put_theta":-0.1708,"call_vega":0,"put_vega":0.0146,"call_oi":0,"put_oi":55},{"strike":22.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0741,"call_gamma":0,"put_gamma":0.039161,"call_theta":0,"put_theta":-0.0191,"call_vega":0,"put_vega":0.0071,"call_oi":0,"put_oi":143},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1526,"call_gamma":0,"put_gamma":0.110868,"call_theta":0,"put_theta":-0.0188,"call_vega":0,"put_vega":0.012,"call_oi":381,"put_oi":220},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4435,"put_delta":-0.6705,"call_gamma":0.04346,"put_gamma":0.069068,"call_theta":-0.1391,"put_theta":-0.0704,"call_vega":0.0201,"put_vega":0.0184,"call_oi":527,"put_oi":419}],"strikes":[20.0,22.5,25.0,30.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-136.69,"put_25d_iv":41.78,"call_25d_iv":178.47,"put_25d_strike":25.0,"call_25d_strike":30.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":21.67,"put_25d_iv":48.05,"call_25d_iv":26.38,"put_25d_strike":25.0,"call_25d_strike":30.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":17.5,"call_vanna":0,"put_vanna":28.0,"net_vanna":28.0,"call_oi":0,"put_oi":774},{"strike":20.0,"call_vanna":0,"put_vanna":85.0,"net_vanna":85.0,"call_oi":0,"put_oi":1373},{"strike":22.5,"call_vanna":0,"put_vanna":20.0,"net_vanna":20.0,"call_oi":0,"put_oi":341},{"strike":25.0,"call_vanna":0,"put_vanna":38.0,"net_vanna":38.0,"call_oi":0,"put_oi":572},{"strike":30.0,"call_vanna":15.0,"put_vanna":-10.0,"net_vanna":6.0,"call_oi":663,"put_oi":419}],"net_vanna":177.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":17.5,"call_charm":0,"put_charm":54224.0,"net_charm":54224.0,"call_oi":0,"put_oi":672},{"strike":20.0,"call_charm":0,"put_charm":5115.0,"net_charm":5115.0,"call_oi":0,"put_oi":55},{"strike":22.5,"call_charm":0,"put_charm":526.0,"net_charm":526.0,"call_oi":0,"put_oi":143},{"strike":25.0,"call_charm":0,"put_charm":1645.0,"net_charm":1645.0,"call_oi":0,"put_oi":220},{"strike":30.0,"call_charm":-84782.0,"put_charm":51542.0,"net_charm":-33240.0,"call_oi":527,"put_oi":419}],"net_charm":28271.0,"weekend_delta_shift":84813.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":24649.0,"put_delta":-45007.0,"net_delta":-20358.0,"call_oi":578,"put_oi":1518,"total_oi":2096,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":374.0,"put_delta":-72.0,"net_delta":303.0,"call_oi":10,"put_oi":3,"total_oi":13,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":7627.0,"put_delta":-17987.0,"net_delta":-10360.0,"call_oi":207,"put_oi":1750,"total_oi":1957,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1141.0,"put_delta":-7468.0,"net_delta":-6327.0,"call_oi":24,"put_oi":248,"total_oi":272,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":4,"total_oi":25,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":782,"total_oi":786,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":1374,"total_oi":1387,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":50,"put_oi":346,"total_oi":396,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":410,"put_oi":574,"total_oi":984,"bias":"bearish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":692,"put_oi":434,"total_oi":1126,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":82,"put_oi":0,"total_oi":82,"bias":"neutral"}],"underlying_price":26.979999542236328,"peak_call_strike":null,"peak_put_strike":25.0,"total_call_volume":0,"total_put_volume":1,"volume_pc_ratio":0},"iv_contours":{"x":[0.74,0.83,0.93,1.11,1.3],"y":[14,105],"z":[[null,70.31,41.78,140.69,143.54],[43.63,32.59,40.51,38.03,62.19]],"levels":[32.6,43.7,54.8,65.9,77.0,88.1,99.2,110.3,121.3,132.4,143.5],"min_iv":32.6,"max_iv":143.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":122.44},{"date":"2026-09-15","iv":111.54},{"date":"2026-09-16","iv":114.98},{"date":"2026-09-17","iv":98.6},{"date":"2026-09-18","iv":99.37},{"date":"2026-09-21","iv":95.84},{"date":"2026-09-22","iv":84.8},{"date":"2026-09-23","iv":94.5},{"date":"2026-09-24","iv":56.3},{"date":"2026-09-25","iv":64.9},{"date":"2026-09-28","iv":86.7},{"date":"2026-09-29","iv":84.5},{"date":"2026-09-30","iv":109.9},{"date":"2026-10-01","iv":94.0},{"date":"2026-10-02","iv":94.3}]}}