{"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":"DSL","summary":{"name":"DSL","price":9.96,"total_oi":268,"call_oi":88,"put_oi":180,"pc_ratio":2.045,"net_gex":3662.29,"avg_iv":56.9,"iv_rank":16.0,"iv_52w_high":195.3,"iv_52w_low":30.6,"gamma_flip":7.51,"max_pain":12.5},"features":{"symbol":"DSL","price":9.96,"total_oi":268,"analysis_coverage":0.8333,"avg_iv_pct":56.9,"iv_rank":16.0,"iv_52w_high_pct":195.3,"iv_52w_low_pct":30.6,"front_dte":14,"front_atm_iv_pct":18.2795,"back_atm_iv_pct":17.3582,"term_premium_pp":0.9213,"expected_move_front_pct":3.58,"straddle_front_pct":5.02,"straddle_30d_pct":5.02,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":2.045,"put_call_oi_front_ratio":0.206,"put_call_volume_front_ratio":0.833,"option_volume":24,"volume_oi_ratio":0.089552,"net_delta_normalized":-0.2525,"dealer_delta_normalized":0.2525,"gex_per_100k_oi":1366526.119403,"vanna_per_100k_oi":-1492.537313,"charm_per_100k_oi":102985.074627,"weekend_delta_shift_per_100k_oi":309328.358209,"iv_surface_range_pp":46.9,"gamma_flip_distance_pct":-24.598394,"max_pain_distance_pct":25.502008,"peak_call_distance_pct":0.401606,"peak_put_distance_pct":0.401606},"analyses":{"gamma_walls":[{"strike":7.5,"call_gex":1.9,"put_gex":-16.58,"net_gex":-14.68,"call_oi":1,"put_oi":3},{"strike":10.0,"call_gex":8097.2,"put_gex":-3168.39,"net_gex":4928.81,"call_oi":59,"put_oi":67},{"strike":12.5,"call_gex":36.66,"put_gex":-1288.5,"net_gex":-1251.84,"call_oi":28,"put_oi":110}],"pain_by_strike":[{"strike":7.5,"call_value":0,"put_value":717.5,"total_value":717.5},{"strike":10.0,"call_value":2.5,"put_value":275.0,"total_value":277.5},{"strike":12.5,"call_value":152.5,"put_value":0,"total_value":152.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":65.1,"strike":7.5},{"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":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":18.3,"strike":10.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":17.4,"strike":10.0},{"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":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":69.3,"strike":12.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":40.6,"strike":12.5},{"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":39},{"expiration":"11/20/2026","dte":49,"iv":0.9468,"contract_count":2,"total_oi":70},{"expiration":"02/19/2027","dte":140,"iv":0.7651,"contract_count":2,"total_oi":5},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":1,"total_oi":12}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":3.58,"expected_move_2std":7.15,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":6.36,"expected_move_2std":12.72,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":8.85,"expected_move_2std":17.71,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":1.1,"expected_move_2std":2.2,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":34,"put_oi":7,"total_oi":41,"pc_ratio":0.206,"pc_ratio_volume":0.833,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":23,"put_oi":136,"total_oi":159,"pc_ratio":5.913,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":19,"put_oi":37,"total_oi":56,"pc_ratio":1.947,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"05/21/2027","dte":231,"call_oi":12,"put_oi":0,"total_oi":12,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":7.5,"call_delta_oi":99.0,"put_delta_oi":-16.0,"dealer_delta":-83.0,"call_oi":1,"put_oi":3},{"strike":10.0,"call_delta_oi":3508.0,"put_delta_oi":-3197.0,"dealer_delta":-311.0,"call_oi":59,"put_oi":67},{"strike":12.5,"call_delta_oi":1490.0,"put_delta_oi":-8651.0,"dealer_delta":7161.0,"call_oi":28,"put_oi":110}],"net_dealer_delta":6767.0,"total_call_delta":5098.0,"total_put_delta":-11865.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.475,"call_gamma":0,"put_gamma":0.443428,"call_theta":0,"put_theta":-0.0031,"call_vega":0,"put_vega":0.0144,"call_oi":0,"put_oi":57},{"strike":12.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.8261,"call_gamma":0,"put_gamma":0.121567,"call_theta":0,"put_theta":-0.0044,"call_vega":0,"put_vega":0.0093,"call_oi":0,"put_oi":79}],"strikes":[10.0,12.5],"dtes":[49]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":0,"put_vanna":0.0,"net_vanna":0.0,"call_oi":0,"put_oi":57},{"strike":12.5,"call_vanna":0,"put_vanna":-5.0,"net_vanna":-5.0,"call_oi":0,"put_oi":79}],"net_vanna":-4.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":0,"put_charm":63.0,"net_charm":63.0,"call_oi":0,"put_oi":57},{"strike":12.5,"call_charm":0,"put_charm":213.0,"net_charm":213.0,"call_oi":0,"put_oi":79}],"net_charm":276.0,"weekend_delta_shift":829.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1572.0,"put_delta":-358.0,"net_delta":1214.0,"call_oi":34,"put_oi":7,"total_oi":41,"total_volume":11,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":686.0,"put_delta":-9234.0,"net_delta":-8548.0,"call_oi":23,"put_oi":136,"total_oi":159,"total_volume":2,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":1661.0,"put_delta":-2273.0,"net_delta":-611.0,"call_oi":19,"put_oi":37,"total_oi":56,"total_volume":1,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":1178.0,"put_delta":0,"net_delta":1178.0,"call_oi":12,"put_oi":0,"total_oi":12,"total_volume":10,"bias":"neutral"}],"straddle_pricing":[{"expiration":"11/20/2026","dte":49,"strike":10.0,"straddle_price":0.5,"straddle_pct":5.02,"implied_move":5.02,"avg_iv":17.4}],"volume_profile":{"profile":[{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":3,"total_oi":4,"bias":"neutral"},{"strike":10.0,"call_volume":16,"put_volume":8,"total_volume":24,"call_oi":59,"put_oi":67,"total_oi":126,"bias":"bullish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":110,"total_oi":138,"bias":"neutral"}],"underlying_price":9.960000038146973,"peak_call_strike":10.0,"peak_put_strike":10.0,"total_call_volume":16,"total_put_volume":8,"volume_pc_ratio":0.5},"iv_contours":{"x":[1.0,1.25],"y":[14,49,140],"z":[[11.57,null],[17.36,58.47],[null,52.9]],"levels":[11.6,16.3,20.9,25.6,30.3,35.0,39.7,44.4,49.1,53.8,58.5],"min_iv":11.6,"max_iv":58.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":73.97},{"date":"2026-09-15","iv":121.51},{"date":"2026-09-16","iv":59.05},{"date":"2026-09-17","iv":129.71},{"date":"2026-09-18","iv":95.78},{"date":"2026-09-21","iv":111.68},{"date":"2026-09-22","iv":73.5},{"date":"2026-09-23","iv":86.7},{"date":"2026-09-24","iv":100.8},{"date":"2026-09-25","iv":31.8},{"date":"2026-09-28","iv":114.6},{"date":"2026-09-29","iv":115.2},{"date":"2026-09-30","iv":195.3},{"date":"2026-10-01","iv":30.6},{"date":"2026-10-02","iv":56.9}]}}