{"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":"BGS","summary":{"name":"BGS","price":2.69,"total_oi":42289,"call_oi":18414,"put_oi":23875,"pc_ratio":1.297,"net_gex":-29842.69,"avg_iv":234.8,"iv_rank":59.9,"iv_52w_high":328.1,"iv_52w_low":95.69,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"BGS","price":2.69,"total_oi":42289,"analysis_coverage":0.7778,"avg_iv_pct":234.8,"iv_rank":59.9,"iv_52w_high_pct":328.1,"iv_52w_low_pct":95.69,"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":-20.88,"risk_reversal_30d_pp":-20.88,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":1.297,"put_call_oi_front_ratio":0.652,"put_call_volume_front_ratio":0.209,"option_volume":597,"volume_oi_ratio":0.014117,"net_delta_normalized":-0.164764,"dealer_delta_normalized":0.164627,"gex_per_100k_oi":-70568.445695,"vanna_per_100k_oi":-2504.197309,"charm_per_100k_oi":-26002.033626,"weekend_delta_shift_per_100k_oi":-78003.736196,"iv_surface_range_pp":16.9,"gamma_flip_distance_pct":null,"max_pain_distance_pct":85.873606,"peak_call_distance_pct":11.524164,"peak_put_distance_pct":11.524164},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":3.95,"put_gex":-3.96,"net_gex":-0.01,"call_oi":13,"put_oi":20},{"strike":2.0,"call_gex":6.75,"put_gex":-137.57,"net_gex":-130.83,"call_oi":39,"put_oi":79},{"strike":3.0,"call_gex":14248.14,"put_gex":-25931.27,"net_gex":-11683.14,"call_oi":3494,"put_oi":6929},{"strike":4.0,"call_gex":4150.0,"put_gex":-10579.54,"net_gex":-6429.54,"call_oi":3886,"put_oi":5815},{"strike":5.0,"call_gex":1293.62,"put_gex":-14724.67,"net_gex":-13431.05,"call_oi":7749,"put_oi":10646},{"strike":6.0,"call_gex":823.2,"put_gex":-111.26,"net_gex":711.94,"call_oi":1099,"put_oi":112},{"strike":7.0,"call_gex":1016.25,"put_gex":-238.06,"net_gex":778.19,"call_oi":1640,"put_oi":267},{"strike":8.0,"call_gex":47.39,"put_gex":-1.23,"net_gex":46.16,"call_oi":53,"put_oi":2},{"strike":9.0,"call_gex":31.83,"put_gex":-0.57,"net_gex":31.26,"call_oi":39,"put_oi":1},{"strike":10.0,"call_gex":266.97,"put_gex":-2.64,"net_gex":264.33,"call_oi":402,"put_oi":4}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":76186.0,"total_value":76186.0},{"strike":2.0,"call_value":13.0,"put_value":52331.0,"total_value":52344.0},{"strike":3.0,"call_value":65.0,"put_value":28555.0,"total_value":28620.0},{"strike":4.0,"call_value":3611.0,"put_value":11708.0,"total_value":15319.0},{"strike":5.0,"call_value":11043.0,"put_value":676.0,"total_value":11719.0},{"strike":6.0,"call_value":26224.0,"put_value":290.0,"total_value":26514.0},{"strike":7.0,"call_value":42504.0,"put_value":16.0,"total_value":42520.0},{"strike":8.0,"call_value":60424.0,"put_value":9.0,"total_value":60433.0},{"strike":9.0,"call_value":78397.0,"put_value":4.0,"total_value":78401.0},{"strike":10.0,"call_value":96409.0,"put_value":0,"total_value":96409.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":197.7,"strike":1.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":90.6,"strike":2.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":173.9,"strike":1.5},{"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":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":46.2,"strike":3.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":57.1,"strike":3.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":51.0,"strike":3.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":233.7,"strike":5.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":189.0,"strike":7.11},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":116.4,"strike":6.7}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":910,"put_oi":593,"total_oi":1503,"pc_ratio":0.652,"pc_ratio_volume":0.209,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2568,"put_oi":2878,"total_oi":5446,"pc_ratio":1.121,"pc_ratio_volume":0.827,"sentiment":"neutral"},{"expiration":"01/15/2027","dte":105,"call_oi":11392,"put_oi":19509,"total_oi":30901,"pc_ratio":1.713,"pc_ratio_volume":1.231,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":1727,"put_oi":498,"total_oi":2225,"pc_ratio":0.288,"pc_ratio_volume":1.5,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":524,"put_oi":130,"total_oi":654,"pc_ratio":0.248,"pc_ratio_volume":0.068,"sentiment":"bullish"},{"expiration":"12/17/2027","dte":441,"call_oi":1293,"put_oi":267,"total_oi":1560,"pc_ratio":0.206,"pc_ratio_volume":0.414,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":1211.0,"put_delta_oi":-143.0,"dealer_delta":-1068.0,"call_oi":13,"put_oi":20},{"strike":2.0,"call_delta_oi":334.0,"put_delta_oi":-1106.0,"dealer_delta":771.0,"call_oi":4,"put_oi":79},{"strike":3.0,"call_delta_oi":134612.0,"put_delta_oi":-418566.0,"dealer_delta":283954.0,"call_oi":3494,"put_oi":6929},{"strike":4.0,"call_delta_oi":182418.0,"put_delta_oi":-497453.0,"dealer_delta":315034.0,"call_oi":3886,"put_oi":5815},{"strike":5.0,"call_delta_oi":700281.0,"put_delta_oi":-833433.0,"dealer_delta":133152.0,"call_oi":7749,"put_oi":10646},{"strike":6.0,"call_delta_oi":46098.0,"put_delta_oi":-9821.0,"dealer_delta":-36277.0,"call_oi":1099,"put_oi":112},{"strike":7.0,"call_delta_oi":14353.0,"put_delta_oi":-22318.0,"dealer_delta":7965.0,"call_oi":1640,"put_oi":267},{"strike":8.0,"call_delta_oi":1699.0,"put_delta_oi":-185.0,"dealer_delta":-1514.0,"call_oi":53,"put_oi":2},{"strike":9.0,"call_delta_oi":1287.0,"put_delta_oi":-92.0,"dealer_delta":-1195.0,"call_oi":39,"put_oi":1},{"strike":10.0,"call_delta_oi":4980.0,"put_delta_oi":-350.0,"dealer_delta":-4630.0,"call_oi":402,"put_oi":4}],"net_dealer_delta":696193.0,"total_call_delta":1087273.0,"total_put_delta":-1783466.0,"bias":"bullish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":2.690000057220459,"strikes":[{"strike":3.0,"moneyness":1.1152,"type":"call","iv":0.4863,"delta":0.4037,"oi":751},{"strike":3.0,"moneyness":1.1152,"type":"put","iv":0.533,"delta":-0.5787,"oi":5309},{"strike":4.0,"moneyness":1.487,"type":"call","iv":0.4832,"delta":0.0866,"oi":1773},{"strike":4.0,"moneyness":1.487,"type":"put","iv":0.683,"delta":-0.8086,"oi":3307},{"strike":5.0,"moneyness":1.8587,"type":"put","iv":1.0721,"delta":-0.7811,"oi":10504},{"strike":6.0,"moneyness":2.2305,"type":"call","iv":1.0396,"delta":0.1258,"oi":525},{"strike":6.0,"moneyness":2.2305,"type":"put","iv":1.0301,"delta":-0.8774,"oi":104},{"strike":7.0,"moneyness":2.6022,"type":"call","iv":0.9435,"delta":0.0523,"oi":1163},{"strike":7.0,"moneyness":2.6022,"type":"put","iv":1.2051,"delta":-0.8742,"oi":208},{"strike":10.0,"moneyness":3.7175,"type":"call","iv":1.5522,"delta":0.1239,"oi":402}]},{"expiration":"02/19/2027","underlying_price":2.690000057220459,"strikes":[{"strike":3.0,"moneyness":1.1152,"type":"put","iv":0.5119,"delta":-0.5541,"oi":386},{"strike":3.0,"moneyness":1.1152,"type":"call","iv":0.5679,"delta":0.4642,"oi":704},{"strike":5.0,"moneyness":1.8587,"type":"call","iv":0.7512,"delta":0.1422,"oi":430}]},{"expiration":"05/21/2027","underlying_price":2.690000057220459,"strikes":[{"strike":3.0,"moneyness":1.1152,"type":"call","iv":0.4879,"delta":0.4925,"oi":363},{"strike":3.0,"moneyness":1.1152,"type":"put","iv":0.5399,"delta":-0.4911,"oi":116},{"strike":4.0,"moneyness":1.487,"type":"call","iv":0.5075,"delta":0.2367,"oi":148}]},{"expiration":"10/16/2026","underlying_price":2.690000057220459,"strikes":[{"strike":3.0,"moneyness":1.1152,"type":"put","iv":0.3579,"delta":-0.9404,"oi":557},{"strike":3.0,"moneyness":1.1152,"type":"call","iv":0.5667,"delta":0.1705,"oi":741}]},{"expiration":"11/20/2026","underlying_price":2.690000057220459,"strikes":[{"strike":3.0,"moneyness":1.1152,"type":"put","iv":0.5458,"delta":-0.6642,"oi":354},{"strike":3.0,"moneyness":1.1152,"type":"call","iv":0.5966,"delta":0.3556,"oi":511},{"strike":4.0,"moneyness":1.487,"type":"put","iv":0.7019,"delta":-0.9207,"oi":2415},{"strike":5.0,"moneyness":1.8587,"type":"call","iv":2.2603,"delta":0.3671,"oi":493}]},{"expiration":"12/17/2027","underlying_price":2.690000057220459,"strikes":[{"strike":3.0,"moneyness":1.1152,"type":"call","iv":0.4166,"delta":0.5407,"oi":424},{"strike":3.0,"moneyness":1.1152,"type":"put","iv":0.6019,"delta":-0.404,"oi":207},{"strike":4.0,"moneyness":1.487,"type":"call","iv":0.429,"delta":0.3092,"oi":375},{"strike":7.0,"moneyness":2.6022,"type":"call","iv":0.507,"delta":0.0889,"oi":408}]}],"greeks_heatmap":{"data":[{"strike":3.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1705,"put_delta":-0.9404,"call_gamma":0.881234,"put_gamma":0.651835,"call_theta":-0.0029,"put_theta":-0.0005,"call_vega":0.0013,"put_vega":0.0006,"call_oi":741,"put_oi":557},{"strike":3.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3556,"put_delta":-0.6642,"call_gamma":0.640131,"put_gamma":0.684959,"call_theta":-0.0024,"put_theta":-0.0018,"call_vega":0.0036,"put_vega":0.0036,"call_oi":511,"put_oi":354}],"strikes":[3.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-20.88,"put_25d_iv":35.79,"call_25d_iv":56.67,"put_25d_strike":3.0,"call_25d_strike":3.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-5.08,"put_25d_iv":54.58,"call_25d_iv":59.66,"put_25d_strike":3.0,"call_25d_strike":3.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-40.88,"put_25d_iv":63.08,"call_25d_iv":103.96,"put_25d_strike":2.0,"call_25d_strike":6.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-23.93,"put_25d_iv":51.19,"call_25d_iv":75.12,"put_25d_strike":3.0,"call_25d_strike":5.0,"skew":"call_skew"},{"expiration":"05/21/2027","dte":231,"risk_reversal":3.25,"put_25d_iv":53.99,"call_25d_iv":50.75,"put_25d_strike":3.0,"call_25d_strike":4.0,"skew":"put_skew"},{"expiration":"12/17/2027","dte":441,"risk_reversal":10.08,"put_25d_iv":60.19,"call_25d_iv":50.11,"put_25d_strike":3.0,"call_25d_strike":5.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":2.0,"call_vanna":0,"put_vanna":5.0,"net_vanna":5.0,"call_oi":0,"put_oi":54},{"strike":3.0,"call_vanna":72.0,"put_vanna":-193.0,"net_vanna":-121.0,"call_oi":3494,"put_oi":6929},{"strike":4.0,"call_vanna":198.0,"put_vanna":-412.0,"net_vanna":-213.0,"call_oi":3886,"put_oi":5778},{"strike":5.0,"call_vanna":76.0,"put_vanna":-935.0,"net_vanna":-859.0,"call_oi":7749,"put_oi":10603},{"strike":6.0,"call_vanna":14.0,"put_vanna":-9.0,"net_vanna":6.0,"call_oi":1086,"put_oi":104},{"strike":7.0,"call_vanna":116.0,"put_vanna":-24.0,"net_vanna":91.0,"call_oi":1637,"put_oi":260},{"strike":10.0,"call_vanna":33.0,"put_vanna":0,"net_vanna":33.0,"call_oi":402,"put_oi":0}],"net_vanna":-1059.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":3.0,"call_charm":-1260.0,"put_charm":989.0,"net_charm":-271.0,"call_oi":1252,"put_oi":911},{"strike":4.0,"call_charm":-5554.0,"put_charm":1015.0,"net_charm":-4539.0,"call_oi":1083,"put_oi":2415},{"strike":5.0,"call_charm":-1176.0,"put_charm":60.0,"net_charm":-1116.0,"call_oi":493,"put_oi":99},{"strike":6.0,"call_charm":-4432.0,"put_charm":0,"net_charm":-4432.0,"call_oi":479,"put_oi":0},{"strike":7.0,"call_charm":-638.0,"put_charm":0,"net_charm":-638.0,"call_oi":66,"put_oi":0}],"net_charm":-10996.0,"weekend_delta_shift":-32987.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":19006.0,"put_delta":-55520.0,"net_delta":-36514.0,"call_oi":875,"put_oi":593,"total_oi":1468,"total_volume":109,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":170551.0,"put_delta":-255642.0,"net_delta":-85091.0,"call_oi":2568,"put_oi":2878,"total_oi":5446,"total_volume":148,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":739454.0,"put_delta":-1423555.0,"net_delta":-684101.0,"call_oi":11392,"put_oi":19509,"total_oi":30901,"total_volume":29,"bias":"bearish"},{"expiration":"02/19/2027","dte":140,"call_delta":95365.0,"put_delta":-29957.0,"net_delta":65408.0,"call_oi":1727,"put_oi":498,"total_oi":2225,"total_volume":5,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":22681.0,"put_delta":-6472.0,"net_delta":16208.0,"call_oi":524,"put_oi":130,"total_oi":654,"total_volume":47,"bias":"neutral"},{"expiration":"12/17/2027","dte":441,"call_delta":40217.0,"put_delta":-12320.0,"net_delta":27897.0,"call_oi":1293,"put_oi":267,"total_oi":1560,"total_volume":123,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":1.0,"call_volume":15,"put_volume":0,"total_volume":15,"call_oi":13,"put_oi":20,"total_oi":33,"bias":"bullish"},{"strike":2.0,"call_volume":140,"put_volume":8,"total_volume":148,"call_oi":39,"put_oi":79,"total_oi":118,"bias":"bullish"},{"strike":3.0,"call_volume":222,"put_volume":119,"total_volume":341,"call_oi":3494,"put_oi":6929,"total_oi":10423,"bias":"bullish"},{"strike":4.0,"call_volume":52,"put_volume":36,"total_volume":88,"call_oi":3886,"put_oi":5815,"total_oi":9701,"bias":"neutral"},{"strike":5.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":7749,"put_oi":10646,"total_oi":18395,"bias":"bullish"},{"strike":6.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":1099,"put_oi":112,"total_oi":1211,"bias":"bearish"},{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1640,"put_oi":267,"total_oi":1907,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":53,"put_oi":2,"total_oi":55,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":1,"total_oi":40,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":402,"put_oi":4,"total_oi":406,"bias":"neutral"}],"underlying_price":2.690000057220459,"peak_call_strike":3.0,"peak_put_strike":3.0,"total_call_volume":430,"total_put_volume":167,"volume_pc_ratio":0.388},"iv_contours":{"x":[0.74,1.11],"y":[14,49,105,140],"z":[[null,46.23],[null,57.12],[63.08,50.97],[61.6,53.99]],"levels":[46.2,47.9,49.6,51.3,53.0,54.7,56.3,58.0,59.7,61.4,63.1],"min_iv":46.2,"max_iv":63.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":101.61},{"date":"2026-09-15","iv":144.68},{"date":"2026-09-16","iv":101.46},{"date":"2026-09-17","iv":95.69},{"date":"2026-09-18","iv":120.53},{"date":"2026-09-21","iv":97.33},{"date":"2026-09-22","iv":158.3},{"date":"2026-09-23","iv":140.4},{"date":"2026-09-24","iv":285.9},{"date":"2026-09-25","iv":143.7},{"date":"2026-09-28","iv":260.9},{"date":"2026-09-29","iv":328.1},{"date":"2026-09-30","iv":316.7},{"date":"2026-10-01","iv":263.1},{"date":"2026-10-02","iv":234.8}]}}