{"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":"DLB","summary":{"name":"DLB","price":58.89,"total_oi":6904,"call_oi":5762,"put_oi":1142,"pc_ratio":0.198,"net_gex":453975.77,"avg_iv":47.9,"iv_rank":4.0,"iv_52w_high":100.45,"iv_52w_low":45.7,"gamma_flip":60.41,"max_pain":70.0},"features":{"symbol":"DLB","price":58.89,"total_oi":6904,"analysis_coverage":0.8889,"avg_iv_pct":47.9,"iv_rank":4.0,"iv_52w_high_pct":100.45,"iv_52w_low_pct":45.7,"front_dte":14,"front_atm_iv_pct":37.7845,"back_atm_iv_pct":39.52,"term_premium_pp":-1.7355,"expected_move_front_pct":7.4,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":5.49,"risk_reversal_30d_pp":5.49,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.198,"put_call_oi_front_ratio":0.179,"put_call_volume_front_ratio":0.0,"option_volume":15,"volume_oi_ratio":0.002173,"net_delta_normalized":0.166381,"dealer_delta_normalized":-0.166359,"gex_per_100k_oi":6575547.07416,"vanna_per_100k_oi":7256.662804,"charm_per_100k_oi":-99232.329085,"weekend_delta_shift_per_100k_oi":-297696.987254,"iv_surface_range_pp":39.4,"gamma_flip_distance_pct":2.581083,"max_pain_distance_pct":18.865682,"peak_call_distance_pct":1.88487,"peak_put_distance_pct":-15.095942},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":0.0,"put_gex":-18.68,"net_gex":-18.68,"call_oi":0,"put_oi":2},{"strike":30.0,"call_gex":0.0,"put_gex":-172.67,"net_gex":-172.67,"call_oi":1,"put_oi":14},{"strike":35.0,"call_gex":0.0,"put_gex":-444.66,"net_gex":-444.66,"call_oi":0,"put_oi":23},{"strike":40.0,"call_gex":155.8,"put_gex":-966.14,"net_gex":-810.34,"call_oi":7,"put_oi":36},{"strike":45.0,"call_gex":241.99,"put_gex":-435.59,"net_gex":-193.6,"call_oi":6,"put_oi":10},{"strike":50.0,"call_gex":1662.05,"put_gex":-23646.88,"net_gex":-21984.84,"call_oi":23,"put_oi":316},{"strike":55.0,"call_gex":4936.04,"put_gex":-6317.42,"net_gex":-1381.38,"call_oi":39,"put_oi":46},{"strike":60.0,"call_gex":24502.57,"put_gex":-2883.2,"net_gex":21619.37,"call_oi":103,"put_oi":14},{"strike":65.0,"call_gex":41050.56,"put_gex":-119.53,"net_gex":40931.03,"call_oi":380,"put_oi":1},{"strike":70.0,"call_gex":467175.13,"put_gex":-35554.08,"net_gex":431621.05,"call_oi":5197,"put_oi":454},{"strike":75.0,"call_gex":189.78,"put_gex":-15517.77,"net_gex":-15327.99,"call_oi":3,"put_oi":226},{"strike":80.0,"call_gex":46.62,"put_gex":0.0,"net_gex":46.62,"call_oi":1,"put_oi":0},{"strike":85.0,"call_gex":91.87,"put_gex":0.0,"net_gex":91.87,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":42580.0,"total_value":42580.0},{"strike":30.0,"call_value":0.0,"put_value":36880.0,"total_value":36880.0},{"strike":35.0,"call_value":5.0,"put_value":31250.0,"total_value":31255.0},{"strike":40.0,"call_value":10.0,"put_value":25735.0,"total_value":25745.0},{"strike":45.0,"call_value":50.0,"put_value":20400.0,"total_value":20450.0},{"strike":50.0,"call_value":120.0,"put_value":15115.0,"total_value":15235.0},{"strike":55.0,"call_value":305.0,"put_value":11410.0,"total_value":11715.0},{"strike":60.0,"call_value":685.0,"put_value":7935.0,"total_value":8620.0},{"strike":65.0,"call_value":1580.0,"put_value":4530.0,"total_value":6110.0},{"strike":70.0,"call_value":4375.0,"put_value":1130.0,"total_value":5505.0},{"strike":75.0,"call_value":33155.0,"put_value":0.0,"total_value":33155.0},{"strike":80.0,"call_value":61950.0,"put_value":0.0,"total_value":61950.0},{"strike":85.0,"call_value":90750.0,"put_value":0,"total_value":90750.0}],"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":43.7,"strike":50.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":65.3,"strike":41.88},{"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":43.9,"strike":55.0},{"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":36.8,"strike":55.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":37.8,"strike":60.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":39.5,"strike":60.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":36.9,"strike":60.0},{"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":71.5,"strike":65.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":37.8,"strike":65.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":74.0,"strike":70.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":46.7,"strike":76.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":3,"total_oi":72},{"expiration":"11/20/2026","dte":49,"iv":0.9447,"contract_count":2,"total_oi":5},{"expiration":"12/18/2026","dte":77,"iv":0.4529,"contract_count":4,"total_oi":94},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":3,"total_oi":31}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.4,"expected_move_2std":14.79,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":14.48,"expected_move_2std":28.96,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":16.94,"expected_move_2std":33.88,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":22.37,"expected_move_2std":44.74,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":112,"put_oi":20,"total_oi":132,"pc_ratio":0.179,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":4,"put_oi":6,"total_oi":10,"pc_ratio":1.5,"pc_ratio_volume":1.25,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":174,"put_oi":396,"total_oi":570,"pc_ratio":2.276,"pc_ratio_volume":5.0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":5472,"put_oi":720,"total_oi":6192,"pc_ratio":0.132,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-11.0,"dealer_delta":11.0,"call_oi":0,"put_oi":2},{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-71.0,"dealer_delta":71.0,"call_oi":0,"put_oi":14},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-190.0,"dealer_delta":190.0,"call_oi":0,"put_oi":23},{"strike":40.0,"call_delta_oi":668.0,"put_delta_oi":-279.0,"dealer_delta":-389.0,"call_oi":7,"put_oi":36},{"strike":45.0,"call_delta_oi":554.0,"put_delta_oi":-126.0,"dealer_delta":-428.0,"call_oi":6,"put_oi":10},{"strike":50.0,"call_delta_oi":1952.0,"put_delta_oi":-4950.0,"dealer_delta":2998.0,"call_oi":23,"put_oi":316},{"strike":55.0,"call_delta_oi":2790.0,"put_delta_oi":-1230.0,"dealer_delta":-1561.0,"call_oi":39,"put_oi":46},{"strike":60.0,"call_delta_oi":4821.0,"put_delta_oi":-735.0,"dealer_delta":-4086.0,"call_oi":103,"put_oi":14},{"strike":65.0,"call_delta_oi":14319.0,"put_delta_oi":-66.0,"dealer_delta":-14253.0,"call_oi":380,"put_oi":1},{"strike":70.0,"call_delta_oi":144516.0,"put_delta_oi":-30129.0,"dealer_delta":-114387.0,"call_oi":5197,"put_oi":454},{"strike":75.0,"call_delta_oi":34.0,"put_delta_oi":-17055.0,"dealer_delta":17021.0,"call_oi":3,"put_oi":226},{"strike":80.0,"call_delta_oi":9.0,"put_delta_oi":0,"dealer_delta":-9.0,"call_oi":1,"put_oi":0},{"strike":85.0,"call_delta_oi":32.0,"put_delta_oi":0,"dealer_delta":-32.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-114854.0,"total_call_delta":169696.0,"total_put_delta":-54842.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":58.88999938964844,"strikes":[{"strike":65.0,"moneyness":1.1038,"type":"call","iv":0.3553,"delta":0.4169,"oi":256},{"strike":70.0,"moneyness":1.1887,"type":"call","iv":0.3251,"delta":0.2785,"oi":5174},{"strike":70.0,"moneyness":1.1887,"type":"put","iv":0.4063,"delta":-0.663,"oi":452},{"strike":75.0,"moneyness":1.2736,"type":"put","iv":0.3989,"delta":-0.7547,"oi":226}]},{"expiration":"12/18/2026","underlying_price":58.88999938964844,"strikes":[{"strike":50.0,"moneyness":0.849,"type":"put","iv":0.4143,"delta":-0.157,"oi":309}]}],"greeks_heatmap":{"data":[{"strike":60.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4097,"put_delta":0,"call_gamma":0.100443,"put_gamma":0,"call_theta":-0.0605,"put_theta":0,"call_vega":0.0432,"put_vega":0,"call_oi":52,"put_oi":0},{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2569,"put_delta":0,"call_gamma":0.040566,"put_gamma":0,"call_theta":-0.1002,"put_theta":0,"call_vega":0.0358,"put_vega":0,"call_oi":52,"put_oi":0},{"strike":50.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.157,"call_gamma":0,"put_gamma":0.021582,"call_theta":0,"put_theta":-0.0164,"call_vega":0,"put_vega":0.0646,"call_oi":0,"put_oi":309},{"strike":65.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3207,"put_delta":0,"call_gamma":0.037053,"put_gamma":0,"call_theta":-0.0247,"put_theta":0,"call_vega":0.0962,"put_vega":0,"call_oi":72,"put_oi":0}],"strikes":[50.0,60.0,65.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":5.49,"put_25d_iv":41.43,"call_25d_iv":35.95,"put_25d_strike":50.0,"call_25d_strike":65.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":8.12,"put_25d_iv":40.63,"call_25d_iv":32.51,"put_25d_strike":70.0,"call_25d_strike":70.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":50.0,"call_vanna":0,"put_vanna":23.0,"net_vanna":23.0,"call_oi":0,"put_oi":309},{"strike":60.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":52,"put_oi":0},{"strike":65.0,"call_vanna":17.0,"put_vanna":0,"net_vanna":17.0,"call_oi":380,"put_oi":0},{"strike":70.0,"call_vanna":521.0,"put_vanna":-36.0,"net_vanna":484.0,"call_oi":5174,"put_oi":452},{"strike":75.0,"call_vanna":0,"put_vanna":-24.0,"net_vanna":-24.0,"call_oi":0,"put_oi":226}],"net_vanna":501.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":60.0,"call_charm":-3362.0,"put_charm":0,"net_charm":-3362.0,"call_oi":52,"put_oi":0},{"strike":65.0,"call_charm":-3489.0,"put_charm":0,"net_charm":-3489.0,"call_oi":52,"put_oi":0}],"net_charm":-6851.0,"weekend_delta_shift":-20553.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":3565.0,"put_delta":-608.0,"net_delta":2958.0,"call_oi":112,"put_oi":20,"total_oi":132,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":196.0,"put_delta":-113.0,"net_delta":82.0,"call_oi":4,"put_oi":6,"total_oi":10,"total_volume":9,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":8623.0,"put_delta":-6743.0,"net_delta":1880.0,"call_oi":174,"put_oi":396,"total_oi":570,"total_volume":6,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":157312.0,"put_delta":-47378.0,"net_delta":109933.0,"call_oi":5471,"put_oi":720,"total_oi":6191,"total_volume":0,"bias":"bullish"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":14,"total_oi":15,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":23,"total_oi":23,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":36,"total_oi":43,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":10,"total_oi":16,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":10,"total_volume":10,"call_oi":23,"put_oi":316,"total_oi":339,"bias":"bearish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":46,"total_oi":85,"bias":"neutral"},{"strike":60.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":103,"put_oi":14,"total_oi":117,"bias":"bullish"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":380,"put_oi":1,"total_oi":381,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5197,"put_oi":454,"total_oi":5651,"bias":"neutral"},{"strike":75.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":3,"put_oi":226,"total_oi":229,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":58.88999938964844,"peak_call_strike":60.0,"peak_put_strike":50.0,"total_call_volume":5,"total_put_volume":10,"volume_pc_ratio":2.0},"iv_contours":{"x":[0.85,0.93,1.02,1.1,1.19,1.27],"y":[14,77,168],"z":[[null,43.92,34.82,71.5,null,null],[39.14,36.79,34.69,35.95,42.86,null],[32.13,null,32.97,35.53,36.57,39.89]],"levels":[32.1,36.1,40.0,43.9,47.9,51.8,55.8,59.7,63.6,67.6,71.5],"min_iv":32.1,"max_iv":71.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":100.45},{"date":"2026-09-15","iv":99.1},{"date":"2026-09-16","iv":92.66},{"date":"2026-09-17","iv":63.36},{"date":"2026-09-18","iv":59.9},{"date":"2026-09-21","iv":46.75},{"date":"2026-09-22","iv":57.5},{"date":"2026-09-23","iv":48.6},{"date":"2026-09-24","iv":48.4},{"date":"2026-09-25","iv":45.7},{"date":"2026-09-28","iv":48.4},{"date":"2026-09-29","iv":47.3},{"date":"2026-09-30","iv":47.3},{"date":"2026-10-01","iv":47.9},{"date":"2026-10-02","iv":47.9}]}}