{"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":"BRBS","summary":{"name":"BRBS","price":3.93,"total_oi":384,"call_oi":376,"put_oi":8,"pc_ratio":0.021,"net_gex":2467.12,"avg_iv":81.8,"iv_rank":0.0,"iv_52w_high":136.9,"iv_52w_low":81.8,"gamma_flip":2.51,"max_pain":1.899999976158142},"features":{"symbol":"BRBS","price":3.93,"total_oi":384,"analysis_coverage":0.7222,"avg_iv_pct":81.8,"iv_rank":0.0,"iv_52w_high_pct":136.9,"iv_52w_low_pct":81.8,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.021,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.251977,"dealer_delta_normalized":-0.232292,"gex_per_100k_oi":642479.166667,"vanna_per_100k_oi":2083.333333,"charm_per_100k_oi":-451302.083333,"weekend_delta_shift_per_100k_oi":-1353645.833333,"iv_surface_range_pp":37.0,"gamma_flip_distance_pct":-36.132316,"max_pain_distance_pct":-51.653945,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":1.899999976158142,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":24,"put_oi":0},{"strike":2.5,"call_gex":0.0,"put_gex":-10.12,"net_gex":-10.12,"call_oi":6,"put_oi":8},{"strike":4.400000095367432,"call_gex":2322.52,"put_gex":0.0,"net_gex":2322.52,"call_oi":290,"put_oi":0},{"strike":5.0,"call_gex":86.48,"put_gex":0.0,"net_gex":86.48,"call_oi":21,"put_oi":0},{"strike":6.900000095367432,"call_gex":50.38,"put_gex":0.0,"net_gex":50.38,"call_oi":25,"put_oi":0},{"strike":7.5,"call_gex":17.86,"put_gex":0.0,"net_gex":17.86,"call_oi":10,"put_oi":0}],"pain_by_strike":[{"strike":1.899999976158142,"call_value":0,"put_value":4.8,"total_value":4.8},{"strike":2.5,"call_value":14.4,"put_value":0.0,"total_value":14.4},{"strike":4.400000095367432,"call_value":71.4,"put_value":0.0,"total_value":71.4},{"strike":5.0,"call_value":263.4,"put_value":0.0,"total_value":263.4},{"strike":6.900000095367432,"call_value":911.3,"put_value":0.0,"total_value":911.3},{"strike":7.5,"call_value":1130.9,"put_value":0,"total_value":1130.9}],"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":141.9,"strike":2.5},{"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":86.7,"strike":4.4},{"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":228.4,"strike":6.9},{"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":68.7,"strike":6.25}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":339,"put_oi":0,"total_oi":339,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":29,"put_oi":8,"total_oi":37,"pc_ratio":0.276,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":8,"put_oi":0,"total_oi":8,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-129.0,"dealer_delta":129.0,"call_oi":0,"put_oi":8},{"strike":4.400000095367432,"call_delta_oi":7957.0,"put_delta_oi":0,"dealer_delta":-7957.0,"call_oi":290,"put_oi":0},{"strike":5.0,"call_delta_oi":614.0,"put_delta_oi":0,"dealer_delta":-614.0,"call_oi":21,"put_oi":0},{"strike":6.900000095367432,"call_delta_oi":346.0,"put_delta_oi":0,"dealer_delta":-346.0,"call_oi":25,"put_oi":0},{"strike":7.5,"call_delta_oi":131.0,"put_delta_oi":0,"dealer_delta":-131.0,"call_oi":10,"put_oi":0}],"net_dealer_delta":-8920.0,"total_call_delta":9048.0,"total_put_delta":-129.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":3.930000066757202,"strikes":[{"strike":4.400000095367432,"moneyness":1.1196,"type":"call","iv":0.8666,"delta":0.2744,"oi":290}]}],"greeks_heatmap":{"data":[{"strike":4.400000095367432,"dte":14,"expiration":"10/16/2026","call_delta":0.2744,"put_delta":0,"call_gamma":0.518533,"put_gamma":0,"call_theta":-0.0084,"put_theta":0,"call_vega":0.0025,"put_vega":0,"call_oi":290,"put_oi":0}],"strikes":[4.400000095367432],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":4.400000095367432,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":290,"put_oi":0}],"net_vanna":8.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":4.400000095367432,"call_charm":-1733.0,"put_charm":0,"net_charm":-1733.0,"call_oi":290,"put_oi":0}],"net_charm":-1733.0,"weekend_delta_shift":-5198.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":8303.0,"put_delta":0,"net_delta":8303.0,"call_oi":315,"put_oi":0,"total_oi":315,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":434.0,"put_delta":-129.0,"net_delta":305.0,"call_oi":23,"put_oi":8,"total_oi":31,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":312.0,"put_delta":0,"net_delta":312.0,"call_oi":8,"put_oi":0,"total_oi":8,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":1.899999976158142,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":0,"total_oi":24,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":8,"total_oi":14,"bias":"neutral"},{"strike":4.400000095367432,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":290,"put_oi":0,"total_oi":290,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":6.900000095367432,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":0,"total_oi":25,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"}],"underlying_price":3.930000066757202,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.12,1.27],"y":[14,105],"z":[[86.66,null],[null,49.68]],"levels":[49.7,53.4,57.1,60.8,64.5,68.2,71.9,75.6,79.3,83.0,86.7],"min_iv":49.7,"max_iv":86.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":99.98},{"date":"2026-09-15","iv":109.99},{"date":"2026-09-16","iv":136.87},{"date":"2026-09-17","iv":88.65},{"date":"2026-09-18","iv":100.32},{"date":"2026-09-21","iv":110.71},{"date":"2026-09-22","iv":117.0},{"date":"2026-09-23","iv":103.2},{"date":"2026-09-24","iv":136.9},{"date":"2026-09-25","iv":123.0},{"date":"2026-09-28","iv":90.5},{"date":"2026-09-29","iv":114.1},{"date":"2026-09-30","iv":108.9},{"date":"2026-10-01","iv":117.3},{"date":"2026-10-02","iv":81.8}]}}