{"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":"EXPO","summary":{"name":"EXPO","price":67.3,"total_oi":1771,"call_oi":529,"put_oi":1242,"pc_ratio":2.348,"net_gex":16488.46,"avg_iv":54.6,"iv_rank":16.1,"iv_52w_high":116.27,"iv_52w_low":42.73,"gamma_flip":74.22,"max_pain":65.0},"features":{"symbol":"EXPO","price":67.3,"total_oi":1771,"analysis_coverage":0.9444,"avg_iv_pct":54.6,"iv_rank":16.1,"iv_52w_high_pct":116.27,"iv_52w_low_pct":42.73,"front_dte":14,"front_atm_iv_pct":48.0987,"back_atm_iv_pct":46.1249,"term_premium_pp":1.9738,"expected_move_front_pct":9.42,"straddle_front_pct":14.97,"straddle_30d_pct":14.97,"risk_reversal_front_pp":45.14,"risk_reversal_30d_pp":45.14,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":2.348,"put_call_oi_front_ratio":0.006,"put_call_volume_front_ratio":0.0,"option_volume":59,"volume_oi_ratio":0.033315,"net_delta_normalized":-0.054512,"dealer_delta_normalized":0.054517,"gex_per_100k_oi":931025.409373,"vanna_per_100k_oi":5872.388481,"charm_per_100k_oi":-186787.125918,"weekend_delta_shift_per_100k_oi":-560361.377753,"iv_surface_range_pp":45.1,"gamma_flip_distance_pct":10.282318,"max_pain_distance_pct":-3.417533,"peak_call_distance_pct":11.441308,"peak_put_distance_pct":4.011887},"analyses":{"gamma_walls":[{"strike":50.0,"call_gex":270.07,"put_gex":-52101.09,"net_gex":-51831.02,"call_oi":6,"put_oi":1200},{"strike":55.0,"call_gex":0.0,"put_gex":-193.01,"net_gex":-193.01,"call_oi":0,"put_oi":3},{"strike":60.0,"call_gex":0.0,"put_gex":-1305.56,"net_gex":-1305.56,"call_oi":0,"put_oi":12},{"strike":65.0,"call_gex":4251.99,"put_gex":-3321.23,"net_gex":930.76,"call_oi":28,"put_oi":25},{"strike":70.0,"call_gex":7477.88,"put_gex":0.0,"net_gex":7477.88,"call_oi":47,"put_oi":0},{"strike":75.0,"call_gex":53358.39,"put_gex":-156.9,"net_gex":53201.49,"call_oi":369,"put_oi":1},{"strike":80.0,"call_gex":8308.95,"put_gex":-101.03,"net_gex":8207.92,"call_oi":79,"put_oi":1}],"pain_by_strike":[{"strike":50.0,"call_value":0,"put_value":565.0,"total_value":565.0},{"strike":55.0,"call_value":30.0,"put_value":355.0,"total_value":385.0},{"strike":60.0,"call_value":60.0,"put_value":160.0,"total_value":220.0},{"strike":65.0,"call_value":90.0,"put_value":25.0,"total_value":115.0},{"strike":70.0,"call_value":260.0,"put_value":15.0,"total_value":275.0},{"strike":75.0,"call_value":665.0,"put_value":5.0,"total_value":670.0},{"strike":80.0,"call_value":2915.0,"put_value":0,"total_value":2915.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":152.3,"strike":55.0},{"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":69.6,"strike":51.67},{"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":40.4,"strike":60.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":51.2,"strike":65.0},{"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":41.0,"strike":65.0},{"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":44.9,"strike":70.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":46.1,"strike":70.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":41.5,"strike":70.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":42.9,"strike":75.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":50.8,"strike":75.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":37.0,"strike":75.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":96.1,"strike":80.0},{"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":36.3,"strike":80.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":8},{"expiration":"11/20/2026","dte":49,"iv":0.7181,"contract_count":1,"total_oi":4},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":3,"total_oi":88}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.42,"expected_move_2std":18.83,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":16.9,"expected_move_2std":33.8,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":18.89,"expected_move_2std":37.78,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":347,"put_oi":2,"total_oi":349,"pc_ratio":0.006,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":16,"put_oi":0,"total_oi":16,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":153,"put_oi":1239,"total_oi":1392,"pc_ratio":8.098,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":13,"put_oi":1,"total_oi":14,"pc_ratio":0.077,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":50.0,"call_delta_oi":532.0,"put_delta_oi":-18773.0,"dealer_delta":18241.0,"call_oi":6,"put_oi":1200},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-59.0,"dealer_delta":59.0,"call_oi":0,"put_oi":3},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-267.0,"dealer_delta":267.0,"call_oi":0,"put_oi":12},{"strike":65.0,"call_delta_oi":1773.0,"put_delta_oi":-933.0,"dealer_delta":-840.0,"call_oi":28,"put_oi":25},{"strike":70.0,"call_delta_oi":2152.0,"put_delta_oi":0,"dealer_delta":-2152.0,"call_oi":47,"put_oi":0},{"strike":75.0,"call_delta_oi":4451.0,"put_delta_oi":-74.0,"dealer_delta":-4377.0,"call_oi":369,"put_oi":1},{"strike":80.0,"call_delta_oi":1615.0,"put_delta_oi":-71.0,"dealer_delta":-1544.0,"call_oi":79,"put_oi":1}],"net_dealer_delta":9655.0,"total_call_delta":10523.0,"total_put_delta":-20178.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":67.30000305175781,"strikes":[{"strike":75.0,"moneyness":1.1144,"type":"call","iv":0.4286,"delta":0.1002,"oi":337}]},{"expiration":"12/18/2026","underlying_price":67.30000305175781,"strikes":[{"strike":50.0,"moneyness":0.7429,"type":"put","iv":0.8144,"delta":-0.1564,"oi":1200}]}],"greeks_heatmap":{"data":[{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1002,"put_delta":0,"call_gamma":0.032297,"put_gamma":0,"call_theta":-0.0376,"put_theta":0,"call_vega":0.0223,"put_vega":0,"call_oi":337,"put_oi":0},{"strike":50.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1564,"call_gamma":0,"put_gamma":0.009586,"call_theta":0,"put_theta":-0.0379,"call_vega":0,"put_vega":0.0736,"call_oi":0,"put_oi":1200},{"strike":80.0,"dte":77,"expiration":"12/18/2026","call_delta":0.1821,"put_delta":0,"call_gamma":0.023711,"put_gamma":0,"call_theta":-0.0207,"put_theta":0,"call_vega":0.0812,"put_vega":0,"call_oi":64,"put_oi":0}],"strikes":[50.0,75.0,80.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":45.14,"put_25d_iv":81.44,"call_25d_iv":36.3,"put_25d_strike":50.0,"call_25d_strike":80.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":50.0,"call_vanna":0,"put_vanna":90.0,"net_vanna":90.0,"call_oi":0,"put_oi":1200},{"strike":75.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":337,"put_oi":0},{"strike":80.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":64,"put_oi":0}],"net_vanna":104.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":75.0,"call_charm":-3308.0,"put_charm":0,"net_charm":-3308.0,"call_oi":337,"put_oi":0}],"net_charm":-3308.0,"weekend_delta_shift":-9924.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":3788.0,"put_delta":-39.0,"net_delta":3749.0,"call_oi":347,"put_oi":2,"total_oi":349,"total_volume":56,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":566.0,"put_delta":0,"net_delta":566.0,"call_oi":16,"put_oi":0,"total_oi":16,"total_volume":1,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":5759.0,"put_delta":-20067.0,"net_delta":-14308.0,"call_oi":153,"put_oi":1239,"total_oi":1392,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":410.0,"put_delta":-71.0,"net_delta":339.0,"call_oi":13,"put_oi":1,"total_oi":14,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":65.0,"straddle_price":10.07,"straddle_pct":14.97,"implied_move":14.97,"avg_iv":41.0}],"volume_profile":{"profile":[{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":1200,"total_oi":1206,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":25,"total_oi":53,"bias":"neutral"},{"strike":70.0,"call_volume":5,"put_volume":2,"total_volume":7,"call_oi":47,"put_oi":0,"total_oi":47,"bias":"bullish"},{"strike":75.0,"call_volume":52,"put_volume":0,"total_volume":52,"call_oi":369,"put_oi":1,"total_oi":370,"bias":"bullish"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":79,"put_oi":1,"total_oi":80,"bias":"neutral"}],"underlying_price":67.30000305175781,"peak_call_strike":75.0,"peak_put_strike":70.0,"total_call_volume":57,"total_put_volume":2,"volume_pc_ratio":0.035},"iv_contours":{"x":[0.74,0.89,0.97,1.04,1.11,1.19],"y":[14,49,77,168],"z":[[null,null,null,null,42.86,null],[null,null,null,null,50.78,null],[81.44,40.44,40.97,41.46,43.59,36.3],[null,null,null,null,null,37.37]],"levels":[36.3,40.8,45.3,49.8,54.4,58.9,63.4,67.9,72.4,76.9,81.4],"min_iv":36.3,"max_iv":81.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":91.4},{"date":"2026-09-15","iv":116.27},{"date":"2026-09-16","iv":109.07},{"date":"2026-09-17","iv":44.0},{"date":"2026-09-18","iv":43.27},{"date":"2026-09-21","iv":42.73},{"date":"2026-09-22","iv":45.3},{"date":"2026-09-23","iv":45.4},{"date":"2026-09-24","iv":50.8},{"date":"2026-09-25","iv":50.7},{"date":"2026-09-28","iv":49.7},{"date":"2026-09-29","iv":54.3},{"date":"2026-09-30","iv":54.0},{"date":"2026-10-01","iv":51.6},{"date":"2026-10-02","iv":54.6}]}}