{"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":"BTAL","summary":{"name":"BTAL","price":12.01,"total_oi":504,"call_oi":475,"put_oi":29,"pc_ratio":0.061,"net_gex":11865.25,"avg_iv":33.9,"iv_rank":9.7,"iv_52w_high":128.57,"iv_52w_low":23.7,"gamma_flip":10.01,"max_pain":10.0},"features":{"symbol":"BTAL","price":12.01,"total_oi":504,"analysis_coverage":0.8333,"avg_iv_pct":33.9,"iv_rank":9.7,"iv_52w_high_pct":128.57,"iv_52w_low_pct":23.7,"front_dte":14,"front_atm_iv_pct":51.3665,"back_atm_iv_pct":28.3038,"term_premium_pp":23.0627,"expected_move_front_pct":10.06,"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":0.061,"put_call_oi_front_ratio":0.073,"put_call_volume_front_ratio":0.0,"option_volume":195,"volume_oi_ratio":0.386905,"net_delta_normalized":0.575519,"dealer_delta_normalized":-0.52756,"gex_per_100k_oi":2354216.269841,"vanna_per_100k_oi":-2579.365079,"charm_per_100k_oi":-10119.047619,"weekend_delta_shift_per_100k_oi":-30555.555556,"iv_surface_range_pp":42.4,"gamma_flip_distance_pct":-16.652789,"max_pain_distance_pct":-16.736053,"peak_call_distance_pct":-8.409659,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":8.0,"call_gex":0.0,"put_gex":-121.75,"net_gex":-121.75,"call_oi":0,"put_oi":22},{"strike":9.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":10.0,"call_gex":38.2,"put_gex":-5.43,"net_gex":32.78,"call_oi":39,"put_oi":3},{"strike":11.0,"call_gex":6657.32,"put_gex":0.0,"net_gex":6657.32,"call_oi":249,"put_oi":0},{"strike":12.0,"call_gex":2754.93,"put_gex":-147.82,"net_gex":2607.11,"call_oi":64,"put_oi":3},{"strike":13.0,"call_gex":772.93,"put_gex":-38.19,"net_gex":734.74,"call_oi":20,"put_oi":1},{"strike":14.0,"call_gex":1955.05,"put_gex":0.0,"net_gex":1955.05,"call_oi":102,"put_oi":0}],"pain_by_strike":[{"strike":8.0,"call_value":0,"put_value":23.0,"total_value":23.0},{"strike":9.0,"call_value":0.0,"put_value":16.0,"total_value":16.0},{"strike":10.0,"call_value":1.0,"put_value":9.0,"total_value":10.0},{"strike":11.0,"call_value":41.0,"put_value":5.0,"total_value":46.0},{"strike":12.0,"call_value":330.0,"put_value":1.0,"total_value":331.0},{"strike":13.0,"call_value":683.0,"put_value":0.0,"total_value":683.0},{"strike":14.0,"call_value":1056.0,"put_value":0,"total_value":1056.0}],"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":43.8,"strike":9.33},{"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":19.2,"strike":11.0},{"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":51.4,"strike":12.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":28.3,"strike":12.0},{"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":36.3,"strike":13.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":26.3,"strike":13.0},{"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":57.1,"strike":14.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":46.2,"strike":14.0},{"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":1.0,"contract_count":2,"total_oi":4},{"expiration":"11/20/2026","dte":49,"iv":0.1274,"contract_count":1,"total_oi":20},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":2,"total_oi":245},{"expiration":"03/19/2027","dte":168,"iv":0.0375,"contract_count":2,"total_oi":63}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.06,"expected_move_2std":20.13,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":13.0,"expected_move_2std":26.0,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":9.94,"expected_move_2std":19.87,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":55,"put_oi":4,"total_oi":59,"pc_ratio":0.073,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":71,"put_oi":0,"total_oi":71,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":249,"put_oi":25,"total_oi":274,"pc_ratio":0.1,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":100,"put_oi":0,"total_oi":100,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":8.0,"call_delta_oi":0,"put_delta_oi":-217.0,"dealer_delta":217.0,"call_oi":0,"put_oi":22},{"strike":10.0,"call_delta_oi":274.0,"put_delta_oi":-1.0,"dealer_delta":-273.0,"call_oi":3,"put_oi":3},{"strike":11.0,"call_delta_oi":20980.0,"put_delta_oi":0,"dealer_delta":-20980.0,"call_oi":244,"put_oi":0},{"strike":12.0,"call_delta_oi":3735.0,"put_delta_oi":-141.0,"dealer_delta":-3593.0,"call_oi":64,"put_oi":3},{"strike":13.0,"call_delta_oi":469.0,"put_delta_oi":-86.0,"dealer_delta":-383.0,"call_oi":20,"put_oi":1},{"strike":14.0,"call_delta_oi":1577.0,"put_delta_oi":0,"dealer_delta":-1577.0,"call_oi":102,"put_oi":0}],"net_dealer_delta":-26589.0,"total_call_delta":27035.0,"total_put_delta":-446.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":12.010000228881836,"strikes":[{"strike":11.0,"moneyness":0.9159,"type":"call","iv":0.1919,"delta":0.8746,"oi":221}]}],"greeks_heatmap":{"data":[{"strike":14.0,"dte":49,"expiration":"11/20/2026","call_delta":0.2127,"put_delta":0,"call_gamma":0.144173,"put_gamma":0,"call_theta":-0.0064,"put_theta":0,"call_vega":0.0126,"put_vega":0,"call_oi":51,"put_oi":0},{"strike":11.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8746,"put_delta":0,"call_gamma":0.196254,"put_gamma":0,"call_theta":-0.0025,"put_theta":0,"call_vega":0.0113,"put_vega":0,"call_oi":221,"put_oi":0}],"strikes":[11.0,14.0],"dtes":[49,77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":11.0,"call_vanna":-16.0,"put_vanna":0,"net_vanna":-16.0,"call_oi":221,"put_oi":0},{"strike":14.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":51,"put_oi":0}],"net_vanna":-13.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":14.0,"call_charm":-51.0,"put_charm":0,"net_charm":-51.0,"call_oi":51,"put_oi":0}],"net_charm":-51.0,"weekend_delta_shift":-154.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":438.0,"put_delta":-228.0,"net_delta":210.0,"call_oi":50,"put_oi":4,"total_oi":54,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1554.0,"put_delta":0,"net_delta":1554.0,"call_oi":71,"put_oi":0,"total_oi":71,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":20935.0,"put_delta":-218.0,"net_delta":20717.0,"call_oi":248,"put_oi":25,"total_oi":273,"total_volume":178,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":4108.0,"put_delta":0,"net_delta":4108.0,"call_oi":64,"put_oi":0,"total_oi":64,"total_volume":16,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":22,"total_oi":22,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":3,"total_oi":42,"bias":"neutral"},{"strike":11.0,"call_volume":195,"put_volume":0,"total_volume":195,"call_oi":249,"put_oi":0,"total_oi":249,"bias":"bullish"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":64,"put_oi":3,"total_oi":67,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":1,"total_oi":21,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":102,"put_oi":0,"total_oi":102,"bias":"neutral"}],"underlying_price":12.010000228881836,"peak_call_strike":11.0,"peak_put_strike":null,"total_call_volume":195,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.92,1.0,1.08,1.17],"y":[14,49,77,168],"z":[[null,null,null,57.05],[null,null,26.3,46.24],[19.19,28.3,null,null],[34.35,14.64,null,null]],"levels":[14.6,18.9,23.1,27.4,31.6,35.8,40.1,44.3,48.6,52.8,57.0],"min_iv":14.6,"max_iv":57.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":85.86},{"date":"2026-09-15","iv":85.31},{"date":"2026-09-16","iv":128.57},{"date":"2026-09-17","iv":31.68},{"date":"2026-09-18","iv":48.87},{"date":"2026-09-21","iv":53.51},{"date":"2026-09-22","iv":23.7},{"date":"2026-09-23","iv":31.9},{"date":"2026-09-24","iv":35.0},{"date":"2026-09-25","iv":44.2},{"date":"2026-09-28","iv":38.6},{"date":"2026-09-29","iv":43.3},{"date":"2026-09-30","iv":37.8},{"date":"2026-10-01","iv":35.5},{"date":"2026-10-02","iv":33.9}]}}