{"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":"BOXX","summary":{"name":"BOXX","price":118.45,"total_oi":1654,"call_oi":64,"put_oi":1590,"pc_ratio":24.844,"net_gex":-2627423.48,"avg_iv":18.8,"iv_rank":6.0,"iv_52w_high":88.09,"iv_52w_low":14.4,"gamma_flip":null,"max_pain":120.0},"features":{"symbol":"BOXX","price":118.45,"total_oi":1654,"analysis_coverage":0.8333,"avg_iv_pct":18.8,"iv_rank":6.0,"iv_52w_high_pct":88.09,"iv_52w_low_pct":14.4,"front_dte":14,"front_atm_iv_pct":24.4578,"back_atm_iv_pct":18.7775,"term_premium_pp":5.6803,"expected_move_front_pct":4.79,"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":24.844,"put_call_oi_front_ratio":1.5,"put_call_volume_front_ratio":33.0,"option_volume":34,"volume_oi_ratio":0.020556,"net_delta_normalized":-0.296458,"dealer_delta_normalized":0.29503,"gex_per_100k_oi":-158852689.23821,"vanna_per_100k_oi":4111.245466,"charm_per_100k_oi":176360.338573,"weekend_delta_shift_per_100k_oi":529081.015719,"iv_surface_range_pp":28.1,"gamma_flip_distance_pct":null,"max_pain_distance_pct":1.308569,"peak_call_distance_pct":-3.756859,"peak_put_distance_pct":2.152807},"analyses":{"gamma_walls":[{"strike":112.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":113.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":7,"put_oi":0},{"strike":114.0,"call_gex":660.37,"put_gex":0.0,"net_gex":660.37,"call_oi":1,"put_oi":0},{"strike":117.0,"call_gex":0.0,"put_gex":-180230.91,"net_gex":-180230.91,"call_oi":0,"put_oi":306},{"strike":118.0,"call_gex":2734.44,"put_gex":-2438780.18,"net_gex":-2436045.75,"call_oi":3,"put_oi":1221},{"strike":119.0,"call_gex":0.0,"put_gex":-8411.9,"net_gex":-8411.9,"call_oi":0,"put_oi":4},{"strike":120.0,"call_gex":21865.08,"put_gex":-22126.08,"net_gex":-261.0,"call_oi":52,"put_oi":53},{"strike":121.0,"call_gex":0.0,"put_gex":-3134.31,"net_gex":-3134.31,"call_oi":0,"put_oi":6}],"pain_by_strike":[{"strike":112.0,"call_value":0,"put_value":9362.0,"total_value":9362.0},{"strike":113.0,"call_value":1.0,"put_value":7772.0,"total_value":7773.0},{"strike":114.0,"call_value":9.0,"put_value":6182.0,"total_value":6191.0},{"strike":117.0,"call_value":36.0,"put_value":1412.0,"total_value":1448.0},{"strike":118.0,"call_value":45.0,"put_value":128.0,"total_value":173.0},{"strike":119.0,"call_value":57.0,"put_value":65.0,"total_value":122.0},{"strike":120.0,"call_value":69.0,"put_value":6.0,"total_value":75.0},{"strike":121.0,"call_value":133.0,"put_value":0,"total_value":133.0}],"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":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":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":16.6,"strike":114.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":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":25.7,"strike":119.33},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":18.8,"strike":118.33},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":20.3,"strike":118.33},{"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":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":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":7,"total_oi":23},{"expiration":"11/20/2026","dte":49,"iv":0.1769,"contract_count":3,"total_oi":1113},{"expiration":"12/18/2026","dte":77,"iv":0.4021,"contract_count":3,"total_oi":450},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":5,"total_oi":60}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.79,"expected_move_2std":9.57,"contract_count":7},{"expiration":"11/20/2026","dte":49,"expected_move_1std":6.88,"expected_move_2std":13.75,"contract_count":3},{"expiration":"12/18/2026","dte":77,"expected_move_1std":9.33,"expected_move_2std":18.67,"contract_count":3},{"expiration":"03/19/2027","dte":168,"expected_move_1std":11.91,"expected_move_2std":23.82,"contract_count":5}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":12,"put_oi":18,"total_oi":30,"pc_ratio":1.5,"pc_ratio_volume":33.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":50,"put_oi":1063,"total_oi":1113,"pc_ratio":21.26,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":0,"put_oi":450,"total_oi":450,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":2,"put_oi":59,"total_oi":61,"pc_ratio":29.5,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":114.0,"call_delta_oi":90.0,"put_delta_oi":0,"dealer_delta":-90.0,"call_oi":1,"put_oi":0},{"strike":117.0,"call_delta_oi":0,"put_delta_oi":-12028.0,"dealer_delta":12028.0,"call_oi":0,"put_oi":306},{"strike":118.0,"call_delta_oi":165.0,"put_delta_oi":-36642.0,"dealer_delta":36477.0,"call_oi":3,"put_oi":1221},{"strike":119.0,"call_delta_oi":0,"put_delta_oi":-220.0,"dealer_delta":220.0,"call_oi":0,"put_oi":4},{"strike":120.0,"call_delta_oi":2584.0,"put_delta_oi":-2424.0,"dealer_delta":-159.0,"call_oi":52,"put_oi":53},{"strike":121.0,"call_delta_oi":0,"put_delta_oi":-321.0,"dealer_delta":321.0,"call_oi":0,"put_oi":6}],"net_dealer_delta":48798.0,"total_call_delta":2839.0,"total_put_delta":-51637.0,"bias":"neutral"},"vol_smile":[{"expiration":"11/20/2026","underlying_price":118.44999694824219,"strikes":[{"strike":117.0,"moneyness":0.9878,"type":"put","iv":0.2122,"delta":-0.3931,"oi":301},{"strike":118.0,"moneyness":0.9962,"type":"put","iv":0.035,"delta":-0.2279,"oi":762}]},{"expiration":"12/18/2026","underlying_price":118.44999694824219,"strikes":[{"strike":118.0,"moneyness":0.9962,"type":"put","iv":0.1868,"delta":-0.4242,"oi":446}]}],"greeks_heatmap":{"data":[{"strike":117.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3931,"call_gamma":0,"put_gamma":0.042179,"call_theta":0,"put_theta":-0.0308,"call_vega":0,"put_vega":0.1652,"call_oi":0,"put_oi":301},{"strike":118.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2279,"call_gamma":0,"put_gamma":0.200737,"call_theta":0,"put_theta":-0.0016,"call_vega":0,"put_vega":0.1297,"call_oi":0,"put_oi":762},{"strike":118.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.4242,"call_gamma":0,"put_gamma":0.038804,"call_theta":0,"put_theta":-0.0198,"call_vega":0,"put_vega":0.2117,"call_oi":0,"put_oi":446}],"strikes":[117.0,118.0],"dtes":[49,77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":117.0,"call_vanna":0,"put_vanna":9.0,"net_vanna":9.0,"call_oi":0,"put_oi":301},{"strike":118.0,"call_vanna":0,"put_vanna":58.0,"net_vanna":58.0,"call_oi":0,"put_oi":1208},{"strike":120.0,"call_vanna":0,"put_vanna":1.0,"net_vanna":1.0,"call_oi":0,"put_oi":51}],"net_vanna":68.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":117.0,"call_charm":0,"put_charm":2714.0,"net_charm":2714.0,"call_oi":0,"put_oi":301},{"strike":118.0,"call_charm":0,"put_charm":203.0,"net_charm":203.0,"call_oi":0,"put_oi":762}],"net_charm":2917.0,"weekend_delta_shift":8751.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":299.0,"put_delta":-689.0,"net_delta":-390.0,"call_oi":5,"put_oi":18,"total_oi":23,"total_volume":34,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":2485.0,"put_delta":-29196.0,"net_delta":-26711.0,"call_oi":50,"put_oi":1063,"total_oi":1113,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":0,"put_delta":-19087.0,"net_delta":-19087.0,"call_oi":0,"put_oi":450,"total_oi":450,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":55.0,"put_delta":-2664.0,"net_delta":-2609.0,"call_oi":1,"put_oi":59,"total_oi":60,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":112.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":113.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":114.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"bullish"},{"strike":117.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":306,"total_oi":306,"bias":"neutral"},{"strike":118.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":1221,"total_oi":1224,"bias":"neutral"},{"strike":119.0,"call_volume":0,"put_volume":3,"total_volume":3,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"bearish"},{"strike":120.0,"call_volume":0,"put_volume":11,"total_volume":11,"call_oi":52,"put_oi":53,"total_oi":105,"bias":"bearish"},{"strike":121.0,"call_volume":0,"put_volume":19,"total_volume":19,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"bearish"}],"underlying_price":118.44999694824219,"peak_call_strike":114.0,"peak_put_strike":121.0,"total_call_volume":1,"total_put_volume":33,"volume_pc_ratio":33.0},"iv_contours":{"x":[0.99,1.0,1.01],"y":[49,77,168],"z":[[21.22,3.5,31.58],[null,18.68,null],[null,null,16.87]],"levels":[3.5,6.3,9.1,11.9,14.7,17.5,20.3,23.2,26.0,28.8,31.6],"min_iv":3.5,"max_iv":31.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":56.5},{"date":"2026-09-15","iv":56.36},{"date":"2026-09-16","iv":88.09},{"date":"2026-09-17","iv":72.17},{"date":"2026-09-18","iv":69.77},{"date":"2026-09-21","iv":18.88},{"date":"2026-09-22","iv":14.4},{"date":"2026-09-23","iv":18.2},{"date":"2026-09-24","iv":15.3},{"date":"2026-09-25","iv":18.2},{"date":"2026-09-28","iv":16.8},{"date":"2026-09-29","iv":17.5},{"date":"2026-09-30","iv":16.3},{"date":"2026-10-01","iv":15.2},{"date":"2026-10-02","iv":18.8}]}}