{"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":"EMBD","summary":{"name":"EMBD","price":22.46,"total_oi":100,"call_oi":0,"put_oi":100,"pc_ratio":0.0,"net_gex":-4604.5,"avg_iv":45.8,"iv_rank":0.0,"iv_52w_high":127.7,"iv_52w_low":45.8,"gamma_flip":null,"max_pain":21.0},"features":{"symbol":"EMBD","price":22.46,"total_oi":100,"analysis_coverage":0.6111,"avg_iv_pct":45.8,"iv_rank":0.0,"iv_52w_high_pct":127.7,"iv_52w_low_pct":45.8,"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":0.0,"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":-0.1623,"dealer_delta_normalized":0.1623,"gex_per_100k_oi":-4604500.0,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":47.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-6.500445,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":18.0,"call_gex":0.0,"put_gex":-1049.84,"net_gex":-1049.84,"call_oi":0,"put_oi":50},{"strike":21.0,"call_gex":0.0,"put_gex":-3554.66,"net_gex":-3554.66,"call_oi":0,"put_oi":50}],"pain_by_strike":[{"strike":18.0,"call_value":0,"put_value":150.0,"total_value":150.0},{"strike":21.0,"call_value":0.0,"put_value":0,"total_value":0.0}],"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":69.3,"strike":18.0},{"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":22.3,"strike":21.0},{"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":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":null,"strike":null},{"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":null,"strike":null}],"term_structure":[{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":1,"total_oi":50}],"expected_move":[],"pc_skew":[{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":100,"total_oi":100,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":18.0,"call_delta_oi":0,"put_delta_oi":-758.0,"dealer_delta":758.0,"call_oi":0,"put_oi":50},{"strike":21.0,"call_delta_oi":0,"put_delta_oi":-865.0,"dealer_delta":865.0,"call_oi":0,"put_oi":50}],"net_dealer_delta":1623.0,"total_call_delta":0,"total_put_delta":-1623.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-1623.0,"net_delta":-1623.0,"call_oi":0,"put_oi":100,"total_oi":100,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":50,"total_oi":50,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":50,"total_oi":50,"bias":"neutral"}],"underlying_price":22.462900161743164,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.8,0.94],"y":[49],"z":[[69.28,22.29]],"levels":[22.3,27.0,31.7,36.4,41.1,45.8,50.5,55.2,59.9,64.6,69.3],"min_iv":22.3,"max_iv":69.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-24","iv":54.5},{"date":"2026-09-25","iv":53.9},{"date":"2026-09-28","iv":54.0},{"date":"2026-09-29","iv":127.7},{"date":"2026-09-30","iv":53.5},{"date":"2026-10-01","iv":127.6},{"date":"2026-10-02","iv":45.8}]}}