{"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":"BCI","summary":{"name":"BCI","price":25.88,"total_oi":917,"call_oi":654,"put_oi":263,"pc_ratio":0.402,"net_gex":45665.61,"avg_iv":44.6,"iv_rank":1.9,"iv_52w_high":85.26,"iv_52w_low":43.8,"gamma_flip":24.11,"max_pain":25.0},"features":{"symbol":"BCI","price":25.88,"total_oi":917,"analysis_coverage":0.8333,"avg_iv_pct":44.6,"iv_rank":1.9,"iv_52w_high_pct":85.26,"iv_52w_low_pct":43.8,"front_dte":14,"front_atm_iv_pct":24.7131,"back_atm_iv_pct":25.6552,"term_premium_pp":-0.9421,"expected_move_front_pct":4.84,"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":0.402,"put_call_oi_front_ratio":0.712,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.299604,"dealer_delta_normalized":-0.296652,"gex_per_100k_oi":4979892.039258,"vanna_per_100k_oi":763.358779,"charm_per_100k_oi":-383206.10687,"weekend_delta_shift_per_100k_oi":-1149618.320611,"iv_surface_range_pp":86.0,"gamma_flip_distance_pct":-6.839258,"max_pain_distance_pct":-3.400309,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":14.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":15.0,"call_gex":0.0,"put_gex":-192.08,"net_gex":-192.08,"call_oi":0,"put_oi":36},{"strike":17.0,"call_gex":0.0,"put_gex":-582.67,"net_gex":-582.67,"call_oi":0,"put_oi":66},{"strike":19.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0},{"strike":20.0,"call_gex":0.0,"put_gex":-1487.37,"net_gex":-1487.37,"call_oi":1,"put_oi":80},{"strike":22.0,"call_gex":0.0,"put_gex":-1544.78,"net_gex":-1544.78,"call_oi":0,"put_oi":51},{"strike":23.0,"call_gex":0.0,"put_gex":-39.82,"net_gex":-39.82,"call_oi":3,"put_oi":1},{"strike":24.0,"call_gex":363.87,"put_gex":-22.04,"net_gex":341.83,"call_oi":7,"put_oi":1},{"strike":25.0,"call_gex":31112.21,"put_gex":-16.87,"net_gex":31095.34,"call_oi":223,"put_oi":1},{"strike":26.0,"call_gex":3273.16,"put_gex":-6610.2,"net_gex":-3337.04,"call_oi":31,"put_oi":23},{"strike":27.0,"call_gex":7272.03,"put_gex":0.0,"net_gex":7272.03,"call_oi":80,"put_oi":0},{"strike":28.0,"call_gex":9539.36,"put_gex":-84.04,"net_gex":9455.32,"call_oi":152,"put_oi":1},{"strike":29.0,"call_gex":0.0,"put_gex":-182.29,"net_gex":-182.29,"call_oi":0,"put_oi":3},{"strike":30.0,"call_gex":2190.08,"put_gex":0.0,"net_gex":2190.08,"call_oi":50,"put_oi":0},{"strike":31.0,"call_gex":133.22,"put_gex":0.0,"net_gex":133.22,"call_oi":4,"put_oi":0},{"strike":33.0,"call_gex":2543.84,"put_gex":0.0,"net_gex":2543.84,"call_oi":100,"put_oi":0}],"pain_by_strike":[{"strike":14.0,"call_value":0,"put_value":1487.0,"total_value":1487.0},{"strike":15.0,"call_value":1.0,"put_value":1224.0,"total_value":1225.0},{"strike":17.0,"call_value":3.0,"put_value":770.0,"total_value":773.0},{"strike":19.0,"call_value":5.0,"put_value":448.0,"total_value":453.0},{"strike":20.0,"call_value":8.0,"put_value":287.0,"total_value":295.0},{"strike":22.0,"call_value":16.0,"put_value":125.0,"total_value":141.0},{"strike":23.0,"call_value":20.0,"put_value":95.0,"total_value":115.0},{"strike":24.0,"call_value":27.0,"put_value":66.0,"total_value":93.0},{"strike":25.0,"call_value":41.0,"put_value":38.0,"total_value":79.0},{"strike":26.0,"call_value":278.0,"put_value":11.0,"total_value":289.0},{"strike":27.0,"call_value":546.0,"put_value":7.0,"total_value":553.0},{"strike":28.0,"call_value":894.0,"put_value":3.0,"total_value":897.0},{"strike":29.0,"call_value":1394.0,"put_value":0.0,"total_value":1394.0},{"strike":30.0,"call_value":1894.0,"put_value":0.0,"total_value":1894.0},{"strike":31.0,"call_value":2444.0,"put_value":0.0,"total_value":2444.0},{"strike":33.0,"call_value":3552.0,"put_value":0,"total_value":3552.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":98.6,"strike":19.67},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":70.9,"strike":18.5},{"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":55.3,"strike":23.0},{"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":17.4,"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":20.1,"strike":24.5},{"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":24.3,"strike":26.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":29.7,"strike":26.0},{"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":32.8,"strike":27.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":26.5,"strike":27.0},{"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":57.5,"strike":28.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":36.7,"strike":28.5},{"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":87.2,"strike":30.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":46.4,"strike":33.0},{"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":0.4673,"contract_count":6,"total_oi":151},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":5,"total_oi":223},{"expiration":"02/19/2027","dte":140,"iv":1.0,"contract_count":6,"total_oi":143}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.84,"expected_move_2std":9.67,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":9.4,"expected_move_2std":18.8,"contract_count":3},{"expiration":"02/19/2027","dte":140,"expected_move_1std":24.64,"expected_move_2std":49.28,"contract_count":5}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":184,"put_oi":131,"total_oi":315,"pc_ratio":0.712,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":326,"put_oi":129,"total_oi":455,"pc_ratio":0.396,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":143,"put_oi":3,"total_oi":146,"pc_ratio":0.021,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-102.0,"dealer_delta":102.0,"call_oi":0,"put_oi":36},{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-289.0,"dealer_delta":289.0,"call_oi":0,"put_oi":66},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-583.0,"dealer_delta":583.0,"call_oi":0,"put_oi":80},{"strike":22.0,"call_delta_oi":0,"put_delta_oi":-377.0,"dealer_delta":377.0,"call_oi":0,"put_oi":51},{"strike":23.0,"call_delta_oi":0,"put_delta_oi":-24.0,"dealer_delta":24.0,"call_oi":0,"put_oi":1},{"strike":24.0,"call_delta_oi":440.0,"put_delta_oi":-33.0,"dealer_delta":-407.0,"call_oi":5,"put_oi":1},{"strike":25.0,"call_delta_oi":17833.0,"put_delta_oi":-35.0,"dealer_delta":-17797.0,"call_oi":223,"put_oi":1},{"strike":26.0,"call_delta_oi":1720.0,"put_delta_oi":-1201.0,"dealer_delta":-519.0,"call_oi":31,"put_oi":23},{"strike":27.0,"call_delta_oi":3337.0,"put_delta_oi":0,"dealer_delta":-3337.0,"call_oi":80,"put_oi":0},{"strike":28.0,"call_delta_oi":5195.0,"put_delta_oi":-82.0,"dealer_delta":-5113.0,"call_oi":152,"put_oi":1},{"strike":29.0,"call_delta_oi":0,"put_delta_oi":-244.0,"dealer_delta":244.0,"call_oi":0,"put_oi":3},{"strike":30.0,"call_delta_oi":606.0,"put_delta_oi":0,"dealer_delta":-606.0,"call_oi":50,"put_oi":0},{"strike":31.0,"call_delta_oi":120.0,"put_delta_oi":0,"dealer_delta":-120.0,"call_oi":4,"put_oi":0},{"strike":33.0,"call_delta_oi":923.0,"put_delta_oi":0,"dealer_delta":-923.0,"call_oi":100,"put_oi":0}],"net_dealer_delta":-27203.0,"total_call_delta":30173.0,"total_put_delta":-2970.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":25.8799991607666,"strikes":[{"strike":25.0,"moneyness":0.966,"type":"call","iv":0.1739,"delta":0.868,"oi":121}]},{"expiration":"11/20/2026","underlying_price":25.8799991607666,"strikes":[{"strike":28.0,"moneyness":1.0819,"type":"call","iv":0.4178,"delta":0.342,"oi":151}]}],"greeks_heatmap":{"data":[{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.868,"put_delta":0,"call_gamma":0.251799,"put_gamma":0,"call_theta":-0.0095,"put_theta":0,"call_vega":0.0104,"put_vega":0,"call_oi":121,"put_oi":0},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0.7168,"put_delta":0,"call_gamma":0.174373,"put_gamma":0,"call_theta":-0.0088,"put_theta":0,"call_vega":0.0318,"put_vega":0,"call_oi":53,"put_oi":0},{"strike":28.0,"dte":49,"expiration":"11/20/2026","call_delta":0.342,"put_delta":0,"call_gamma":0.09366,"put_gamma":0,"call_theta":-0.0159,"put_theta":0,"call_vega":0.0345,"put_vega":0,"call_oi":151,"put_oi":0},{"strike":33.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0923,"put_delta":0,"call_gamma":0.03798,"put_gamma":0,"call_theta":-0.0078,"put_theta":0,"call_vega":0.0155,"put_vega":0,"call_oi":100,"put_oi":0}],"strikes":[25.0,28.0,33.0],"dtes":[14,49]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":174,"put_oi":0},{"strike":27.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":64,"put_oi":0},{"strike":28.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":151,"put_oi":0},{"strike":33.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":100,"put_oi":0}],"net_vanna":7.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":25.0,"call_charm":-2848.0,"put_charm":0,"net_charm":-2848.0,"call_oi":174,"put_oi":0},{"strike":28.0,"call_charm":-613.0,"put_charm":0,"net_charm":-613.0,"call_oi":151,"put_oi":0},{"strike":33.0,"call_charm":-53.0,"put_charm":0,"net_charm":-53.0,"call_oi":100,"put_oi":0}],"net_charm":-3514.0,"weekend_delta_shift":-10542.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":11487.0,"put_delta":-1829.0,"net_delta":9658.0,"call_oi":182,"put_oi":131,"total_oi":313,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":10768.0,"put_delta":-1030.0,"net_delta":9739.0,"call_oi":321,"put_oi":129,"total_oi":450,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":7918.0,"put_delta":-111.0,"net_delta":7807.0,"call_oi":142,"put_oi":3,"total_oi":145,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":36,"total_oi":36,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":66,"total_oi":66,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":80,"total_oi":81,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":51,"total_oi":51,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":1,"total_oi":4,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":1,"total_oi":8,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":223,"put_oi":1,"total_oi":224,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":23,"total_oi":54,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":80,"put_oi":0,"total_oi":80,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":152,"put_oi":1,"total_oi":153,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":50,"put_oi":0,"total_oi":50,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":100,"put_oi":0,"total_oi":100,"bias":"neutral"}],"underlying_price":25.8799991607666,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.77,0.85,0.97,1.0,1.04,1.08,1.16,1.27],"y":[14,49,140],"z":[[101.32,61.71,17.39,17.07,null,null,63.06,null],[53.38,null,20.68,null,26.54,41.78,null,46.4],[null,null,15.3,17.29,19.19,null,null,null]],"levels":[15.3,23.9,32.5,41.1,49.7,58.3,66.9,75.5,84.1,92.7,101.3],"min_iv":15.3,"max_iv":101.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":64.21},{"date":"2026-09-15","iv":74.36},{"date":"2026-09-16","iv":85.26},{"date":"2026-09-17","iv":48.78},{"date":"2026-09-18","iv":72.13},{"date":"2026-09-21","iv":52.0},{"date":"2026-09-22","iv":56.9},{"date":"2026-09-23","iv":45.7},{"date":"2026-09-24","iv":49.1},{"date":"2026-09-25","iv":49.2},{"date":"2026-09-28","iv":43.8},{"date":"2026-09-29","iv":53.8},{"date":"2026-09-30","iv":53.6},{"date":"2026-10-01","iv":45.9},{"date":"2026-10-02","iv":44.6}]}}