{"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":"FXP","summary":{"name":"FXP","price":22.93,"total_oi":91,"call_oi":17,"put_oi":74,"pc_ratio":4.353,"net_gex":-1602.71,"avg_iv":48.4,"iv_rank":0.0,"iv_52w_high":127.77,"iv_52w_low":48.4,"gamma_flip":23.78,"max_pain":28.0},"features":{"symbol":"FXP","price":22.93,"total_oi":91,"analysis_coverage":0.6667,"avg_iv_pct":48.4,"iv_rank":0.0,"iv_52w_high_pct":127.77,"iv_52w_low_pct":48.4,"front_dte":14,"front_atm_iv_pct":43.4012,"back_atm_iv_pct":41.2147,"term_premium_pp":2.1865,"expected_move_front_pct":8.5,"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":4.353,"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":-0.424066,"dealer_delta_normalized":0.424066,"gex_per_100k_oi":-1761219.78022,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":2.8,"gamma_flip_distance_pct":3.706934,"max_pain_distance_pct":22.110772,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":17.0,"call_gex":0.0,"put_gex":-10.91,"net_gex":-10.91,"call_oi":0,"put_oi":1},{"strike":19.0,"call_gex":0.0,"put_gex":-71.54,"net_gex":-71.54,"call_oi":0,"put_oi":3},{"strike":20.0,"call_gex":70.53,"put_gex":0.0,"net_gex":70.53,"call_oi":2,"put_oi":0},{"strike":21.0,"call_gex":0.0,"put_gex":-147.13,"net_gex":-147.13,"call_oi":0,"put_oi":4},{"strike":22.0,"call_gex":208.88,"put_gex":-95.22,"net_gex":113.66,"call_oi":5,"put_oi":1},{"strike":23.0,"call_gex":49.13,"put_gex":-60.98,"net_gex":-11.84,"call_oi":1,"put_oi":2},{"strike":24.0,"call_gex":73.81,"put_gex":0.0,"net_gex":73.81,"call_oi":2,"put_oi":0},{"strike":25.0,"call_gex":279.08,"put_gex":-26.97,"net_gex":252.12,"call_oi":6,"put_oi":1},{"strike":26.0,"call_gex":0.0,"put_gex":-413.02,"net_gex":-413.02,"call_oi":0,"put_oi":12},{"strike":27.0,"call_gex":0.0,"put_gex":-602.4,"net_gex":-602.4,"call_oi":0,"put_oi":18},{"strike":28.0,"call_gex":31.4,"put_gex":-559.25,"net_gex":-527.85,"call_oi":1,"put_oi":19},{"strike":29.0,"call_gex":0.0,"put_gex":-235.34,"net_gex":-235.34,"call_oi":0,"put_oi":9},{"strike":30.0,"call_gex":0.0,"put_gex":-92.81,"net_gex":-92.81,"call_oi":0,"put_oi":4}],"pain_by_strike":[{"strike":17.0,"call_value":0,"put_value":704.0,"total_value":704.0},{"strike":19.0,"call_value":0.0,"put_value":558.0,"total_value":558.0},{"strike":20.0,"call_value":0.0,"put_value":488.0,"total_value":488.0},{"strike":21.0,"call_value":2.0,"put_value":418.0,"total_value":420.0},{"strike":22.0,"call_value":4.0,"put_value":352.0,"total_value":356.0},{"strike":23.0,"call_value":11.0,"put_value":287.0,"total_value":298.0},{"strike":24.0,"call_value":19.0,"put_value":224.0,"total_value":243.0},{"strike":25.0,"call_value":29.0,"put_value":161.0,"total_value":190.0},{"strike":26.0,"call_value":45.0,"put_value":99.0,"total_value":144.0},{"strike":27.0,"call_value":61.0,"put_value":49.0,"total_value":110.0},{"strike":28.0,"call_value":77.0,"put_value":17.0,"total_value":94.0},{"strike":29.0,"call_value":94.0,"put_value":4.0,"total_value":98.0},{"strike":30.0,"call_value":111.0,"put_value":0,"total_value":111.0}],"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":48.5,"strike":19.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":69.7,"strike":18.67},{"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":42.9,"strike":21.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":43.4,"strike":22.0},{"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":41.9,"strike":22.0},{"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":40.5,"strike":23.0},{"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":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":40.9,"strike":25.0},{"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":48.4,"strike":28.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":1},{"expiration":"12/18/2026","dte":77,"iv":0.2913,"contract_count":4,"total_oi":13},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":5,"total_oi":8}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.5,"expected_move_2std":17.0,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":18.93,"expected_move_2std":37.86,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":25.76,"expected_move_2std":51.53,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":0,"put_oi":1,"total_oi":1,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":1,"total_oi":1,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":13,"put_oi":47,"total_oi":60,"pc_ratio":3.615,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":4,"put_oi":25,"total_oi":29,"pc_ratio":6.25,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-21.0,"dealer_delta":21.0,"call_oi":0,"put_oi":1},{"strike":19.0,"call_delta_oi":0,"put_delta_oi":-47.0,"dealer_delta":47.0,"call_oi":0,"put_oi":3},{"strike":20.0,"call_delta_oi":170.0,"put_delta_oi":0,"dealer_delta":-170.0,"call_oi":2,"put_oi":0},{"strike":21.0,"call_delta_oi":0,"put_delta_oi":-113.0,"dealer_delta":113.0,"call_oi":0,"put_oi":4},{"strike":22.0,"call_delta_oi":322.0,"put_delta_oi":-29.0,"dealer_delta":-293.0,"call_oi":5,"put_oi":1},{"strike":23.0,"call_delta_oi":55.0,"put_delta_oi":-84.0,"dealer_delta":29.0,"call_oi":1,"put_oi":2},{"strike":24.0,"call_delta_oi":101.0,"put_delta_oi":0,"dealer_delta":-101.0,"call_oi":2,"put_oi":0},{"strike":25.0,"call_delta_oi":224.0,"put_delta_oi":-51.0,"dealer_delta":-173.0,"call_oi":6,"put_oi":1},{"strike":26.0,"call_delta_oi":0,"put_delta_oi":-752.0,"dealer_delta":752.0,"call_oi":0,"put_oi":12},{"strike":27.0,"call_delta_oi":0,"put_delta_oi":-1267.0,"dealer_delta":1267.0,"call_oi":0,"put_oi":18},{"strike":28.0,"call_delta_oi":22.0,"put_delta_oi":-1395.0,"dealer_delta":1374.0,"call_oi":1,"put_oi":19},{"strike":29.0,"call_delta_oi":0,"put_delta_oi":-689.0,"dealer_delta":689.0,"call_oi":0,"put_oi":9},{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-306.0,"dealer_delta":306.0,"call_oi":0,"put_oi":4}],"net_dealer_delta":3859.0,"total_call_delta":894.0,"total_put_delta":-4753.0,"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":"10/16/2026","dte":14,"call_delta":0,"put_delta":-29.0,"net_delta":-29.0,"call_oi":0,"put_oi":1,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-12.0,"net_delta":-12.0,"call_oi":0,"put_oi":1,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":663.0,"put_delta":-3280.0,"net_delta":-2617.0,"call_oi":13,"put_oi":47,"total_oi":60,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":231.0,"put_delta":-1433.0,"net_delta":-1201.0,"call_oi":4,"put_oi":25,"total_oi":29,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":1,"total_oi":6,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":1,"total_oi":7,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":12,"total_oi":12,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":18,"total_oi":18,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":19,"total_oi":20,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":9,"total_oi":9,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"}],"underlying_price":22.93000030517578,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.18,1.22],"y":[77],"z":[[46.63,49.41]],"levels":[46.6,46.9,47.2,47.5,47.7,48.0,48.3,48.6,48.9,49.1,49.4],"min_iv":46.6,"max_iv":49.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":97.15},{"date":"2026-09-15","iv":127.77},{"date":"2026-09-16","iv":116.22},{"date":"2026-09-17","iv":81.8},{"date":"2026-09-18","iv":76.61},{"date":"2026-09-21","iv":51.91},{"date":"2026-09-22","iv":53.6},{"date":"2026-09-23","iv":51.4},{"date":"2026-09-24","iv":61.8},{"date":"2026-09-25","iv":50.2},{"date":"2026-09-28","iv":52.0},{"date":"2026-09-29","iv":51.2},{"date":"2026-09-30","iv":51.0},{"date":"2026-10-01","iv":51.8},{"date":"2026-10-02","iv":48.4}]}}