{"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":"DLX","summary":{"name":"DLX","price":22.61,"total_oi":2031,"call_oi":1273,"put_oi":758,"pc_ratio":0.595,"net_gex":7938.11,"avg_iv":102.7,"iv_rank":58.3,"iv_52w_high":127.7,"iv_52w_low":67.8,"gamma_flip":26.11,"max_pain":25.0},"features":{"symbol":"DLX","price":22.61,"total_oi":2031,"analysis_coverage":0.9444,"avg_iv_pct":102.7,"iv_rank":58.3,"iv_52w_high_pct":127.7,"iv_52w_low_pct":67.8,"front_dte":14,"front_atm_iv_pct":32.219,"back_atm_iv_pct":43.1808,"term_premium_pp":-10.9618,"expected_move_front_pct":6.31,"straddle_front_pct":18.24,"straddle_30d_pct":18.24,"risk_reversal_front_pp":-112.05,"risk_reversal_30d_pp":-112.05,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.595,"put_call_oi_front_ratio":0.862,"put_call_volume_front_ratio":0.0,"option_volume":17,"volume_oi_ratio":0.00837,"net_delta_normalized":0.020423,"dealer_delta_normalized":-0.020423,"gex_per_100k_oi":390847.36583,"vanna_per_100k_oi":2067.946824,"charm_per_100k_oi":-249138.35549,"weekend_delta_shift_per_100k_oi":-747415.06647,"iv_surface_range_pp":54.2,"gamma_flip_distance_pct":15.479876,"max_pain_distance_pct":10.570544,"peak_call_distance_pct":10.570544,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":12.5,"call_gex":0.0,"put_gex":-78.05,"net_gex":-78.05,"call_oi":0,"put_oi":39},{"strike":15.0,"call_gex":67.8,"put_gex":-189.34,"net_gex":-121.54,"call_oi":7,"put_oi":19},{"strike":17.5,"call_gex":51.9,"put_gex":-52.61,"net_gex":-0.71,"call_oi":3,"put_oi":3},{"strike":20.0,"call_gex":1294.32,"put_gex":-6202.52,"net_gex":-4908.19,"call_oi":37,"put_oi":190},{"strike":22.5,"call_gex":20399.03,"put_gex":-26348.2,"net_gex":-5949.17,"call_oi":179,"put_oi":183},{"strike":25.0,"call_gex":26328.24,"put_gex":-17453.41,"net_gex":8874.84,"call_oi":541,"put_oi":314},{"strike":30.0,"call_gex":9929.91,"put_gex":-139.48,"net_gex":9790.43,"call_oi":482,"put_oi":10},{"strike":35.0,"call_gex":295.5,"put_gex":0.0,"net_gex":295.5,"call_oi":20,"put_oi":0},{"strike":40.0,"call_gex":13.83,"put_gex":0.0,"net_gex":13.83,"call_oi":2,"put_oi":0},{"strike":45.0,"call_gex":21.17,"put_gex":0.0,"net_gex":21.17,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":12.5,"call_value":0,"put_value":7417.5,"total_value":7417.5},{"strike":15.0,"call_value":0.0,"put_value":5620.0,"total_value":5620.0},{"strike":17.5,"call_value":17.5,"put_value":3870.0,"total_value":3887.5},{"strike":20.0,"call_value":42.5,"put_value":2127.5,"total_value":2170.0},{"strike":22.5,"call_value":160.0,"put_value":860.0,"total_value":1020.0},{"strike":25.0,"call_value":725.0,"put_value":50.0,"total_value":775.0},{"strike":30.0,"call_value":4560.0,"put_value":0.0,"total_value":4560.0},{"strike":35.0,"call_value":10805.0,"put_value":0.0,"total_value":10805.0},{"strike":40.0,"call_value":17150.0,"put_value":0.0,"total_value":17150.0},{"strike":45.0,"call_value":23505.0,"put_value":0,"total_value":23505.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":231.6,"strike":15.0},{"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":126.1,"strike":15.5},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":72.6,"strike":20.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":86.4,"strike":20.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":42.1,"strike":20.0},{"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":32.2,"strike":22.5},{"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":43.2,"strike":22.5},{"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":53.3,"strike":25.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":46.0,"strike":25.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":43.6,"strike":25.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":215.7,"strike":35.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":65.8,"strike":30.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":55.9,"strike":31.67}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":297},{"expiration":"01/15/2027","dte":105,"iv":1.0,"contract_count":2,"total_oi":61},{"expiration":"04/16/2027","dte":196,"iv":0.7767,"contract_count":2,"total_oi":4}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.31,"expected_move_2std":12.63,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":23.16,"expected_move_2std":46.32,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":29.85,"expected_move_2std":59.7,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":659,"put_oi":568,"total_oi":1227,"pc_ratio":0.862,"pc_ratio_volume":0.0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":81,"put_oi":56,"total_oi":137,"pc_ratio":0.691,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":520,"put_oi":124,"total_oi":644,"pc_ratio":0.238,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":13,"put_oi":10,"total_oi":23,"pc_ratio":0.769,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":12.5,"call_delta_oi":0,"put_delta_oi":-353.0,"dealer_delta":353.0,"call_oi":0,"put_oi":39},{"strike":15.0,"call_delta_oi":647.0,"put_delta_oi":-192.0,"dealer_delta":-455.0,"call_oi":7,"put_oi":19},{"strike":17.5,"call_delta_oi":270.0,"put_delta_oi":-43.0,"dealer_delta":-227.0,"call_oi":3,"put_oi":3},{"strike":20.0,"call_delta_oi":3002.0,"put_delta_oi":-4490.0,"dealer_delta":1488.0,"call_oi":37,"put_oi":190},{"strike":22.5,"call_delta_oi":9962.0,"put_delta_oi":-8051.0,"dealer_delta":-1911.0,"call_oi":179,"put_oi":183},{"strike":25.0,"call_delta_oi":14174.0,"put_delta_oi":-24410.0,"dealer_delta":10236.0,"call_oi":541,"put_oi":314},{"strike":30.0,"call_delta_oi":13960.0,"put_delta_oi":-942.0,"dealer_delta":-13018.0,"call_oi":482,"put_oi":10},{"strike":35.0,"call_delta_oi":455.0,"put_delta_oi":0,"dealer_delta":-455.0,"call_oi":20,"put_oi":0},{"strike":40.0,"call_delta_oi":115.0,"put_delta_oi":0,"dealer_delta":-115.0,"call_oi":2,"put_oi":0},{"strike":45.0,"call_delta_oi":43.0,"put_delta_oi":0,"dealer_delta":-43.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-4148.0,"total_call_delta":42629.0,"total_put_delta":-38481.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":22.610000610351562,"strikes":[{"strike":25.0,"moneyness":1.1057,"type":"call","iv":0.3922,"delta":0.3755,"oi":235},{"strike":30.0,"moneyness":1.3268,"type":"call","iv":0.7149,"delta":0.302,"oi":219}]},{"expiration":"10/16/2026","underlying_price":22.610000610351562,"strikes":[{"strike":20.0,"moneyness":0.8846,"type":"put","iv":0.8893,"delta":-0.205,"oi":103},{"strike":22.5,"moneyness":0.9951,"type":"call","iv":0.3538,"delta":0.5514,"oi":141},{"strike":22.5,"moneyness":0.9951,"type":"put","iv":0.291,"delta":-0.4428,"oi":156},{"strike":25.0,"moneyness":1.1057,"type":"put","iv":0.6121,"delta":-0.7879,"oi":298},{"strike":25.0,"moneyness":1.1057,"type":"call","iv":0.454,"delta":0.133,"oi":239},{"strike":30.0,"moneyness":1.3268,"type":"call","iv":2.0097,"delta":0.2905,"oi":240}]}],"greeks_heatmap":{"data":[{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.205,"call_gamma":0,"put_gamma":0.074883,"call_theta":0,"put_theta":-0.0409,"call_vega":0,"put_vega":0.0121,"call_oi":0,"put_oi":103},{"strike":22.5,"dte":14,"expiration":"10/16/2026","call_delta":0.5514,"put_delta":-0.4428,"call_gamma":0.262067,"put_gamma":0.318012,"call_theta":-0.0243,"put_theta":-0.0176,"call_vega":0.0169,"put_vega":0.0168,"call_oi":141,"put_oi":156},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.133,"put_delta":-0.7879,"call_gamma":0.110936,"put_gamma":0.111005,"call_theta":-0.0163,"put_theta":-0.0267,"call_vega":0.0092,"put_vega":0.0124,"call_oi":239,"put_oi":298},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.2857,"call_gamma":0,"put_gamma":0.047996,"call_theta":0,"put_theta":-0.0241,"call_vega":0,"put_vega":0.0279,"call_oi":0,"put_oi":56},{"strike":25.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3136,"put_delta":0,"call_gamma":0.094026,"put_gamma":0,"call_theta":-0.0147,"put_theta":0,"call_vega":0.0291,"put_vega":0,"call_oi":60,"put_oi":0}],"strikes":[20.0,22.5,25.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-112.05,"put_25d_iv":88.93,"call_25d_iv":200.97,"put_25d_strike":20.0,"call_25d_strike":30.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":40.37,"put_25d_iv":86.37,"call_25d_iv":45.99,"put_25d_strike":20.0,"call_25d_strike":25.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":20.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":159},{"strike":22.5,"call_vanna":-1.0,"put_vanna":1.0,"net_vanna":0.0,"call_oi":141,"put_oi":156},{"strike":25.0,"call_vanna":22.0,"put_vanna":-9.0,"net_vanna":12.0,"call_oi":534,"put_oi":298},{"strike":30.0,"call_vanna":23.0,"put_vanna":0,"net_vanna":23.0,"call_oi":459,"put_oi":0}],"net_vanna":42.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":20.0,"call_charm":0,"put_charm":2538.0,"net_charm":2538.0,"call_oi":0,"put_oi":159},{"strike":22.5,"call_charm":-4934.0,"put_charm":3177.0,"net_charm":-1757.0,"call_oi":141,"put_oi":156},{"strike":25.0,"call_charm":-1560.0,"put_charm":16367.0,"net_charm":14807.0,"call_oi":299,"put_oi":298},{"strike":30.0,"call_charm":-20648.0,"put_charm":0,"net_charm":-20648.0,"call_oi":240,"put_oi":0}],"net_charm":-5060.0,"weekend_delta_shift":-15180.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":20132.0,"put_delta":-33317.0,"net_delta":-13185.0,"call_oi":659,"put_oi":568,"total_oi":1227,"total_volume":16,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":2194.0,"put_delta":-1600.0,"net_delta":595.0,"call_oi":81,"put_oi":56,"total_oi":137,"total_volume":1,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":19761.0,"put_delta":-3305.0,"net_delta":16457.0,"call_oi":520,"put_oi":124,"total_oi":644,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":541.0,"put_delta":-260.0,"net_delta":281.0,"call_oi":13,"put_oi":10,"total_oi":23,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"01/15/2027","dte":105,"strike":22.5,"straddle_price":4.12,"straddle_pct":18.24,"implied_move":18.24,"avg_iv":43.2}],"volume_profile":{"profile":[{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":39,"total_oi":39,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":19,"total_oi":26,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":3,"total_oi":6,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":190,"total_oi":227,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":179,"put_oi":183,"total_oi":362,"bias":"neutral"},{"strike":25.0,"call_volume":17,"put_volume":0,"total_volume":17,"call_oi":541,"put_oi":314,"total_oi":855,"bias":"bullish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":482,"put_oi":10,"total_oi":492,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":22.610000610351562,"peak_call_strike":25.0,"peak_put_strike":null,"total_call_volume":17,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.89,0.99,1.11],"y":[14,49,105],"z":[[72.61,32.24,53.3],[86.37,null,45.99],[42.11,43.18,43.64]],"levels":[32.2,37.7,43.1,48.5,53.9,59.3,64.7,70.1,75.5,81.0,86.4],"min_iv":32.2,"max_iv":86.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":83.94},{"date":"2026-09-15","iv":84.18},{"date":"2026-09-16","iv":103.32},{"date":"2026-09-17","iv":76.03},{"date":"2026-09-18","iv":78.74},{"date":"2026-09-21","iv":70.26},{"date":"2026-09-22","iv":71.8},{"date":"2026-09-23","iv":68.4},{"date":"2026-09-24","iv":67.8},{"date":"2026-09-25","iv":75.7},{"date":"2026-09-28","iv":71.8},{"date":"2026-09-29","iv":76.2},{"date":"2026-09-30","iv":82.7},{"date":"2026-10-01","iv":127.7},{"date":"2026-10-02","iv":102.7}]}}