{"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":"GBTG","summary":{"name":"GBTG","price":9.49,"total_oi":1959,"call_oi":1805,"put_oi":154,"pc_ratio":0.085,"net_gex":19707.61,"avg_iv":15.4,"iv_rank":3.8,"iv_52w_high":205.0,"iv_52w_low":7.9,"gamma_flip":7.52,"max_pain":7.5},"features":{"symbol":"GBTG","price":9.49,"total_oi":1959,"analysis_coverage":0.8333,"avg_iv_pct":15.4,"iv_rank":3.8,"iv_52w_high_pct":205.0,"iv_52w_low_pct":7.9,"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":35.59,"risk_reversal_30d_pp":35.59,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.085,"put_call_oi_front_ratio":0.085,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.008713,"dealer_delta_normalized":-0.007014,"gex_per_100k_oi":1006003.573252,"vanna_per_100k_oi":459.41807,"charm_per_100k_oi":-714.650332,"weekend_delta_shift_per_100k_oi":-2143.950995,"iv_surface_range_pp":35.6,"gamma_flip_distance_pct":-20.758693,"max_pain_distance_pct":-20.969442,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0},{"strike":7.5,"call_gex":0.0,"put_gex":-174.02,"net_gex":-174.02,"call_oi":380,"put_oi":149},{"strike":10.0,"call_gex":20079.21,"put_gex":-207.67,"net_gex":19871.54,"call_oi":1413,"put_oi":5},{"strike":12.5,"call_gex":10.09,"put_gex":0.0,"net_gex":10.09,"call_oi":10,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":782.5,"total_value":782.5},{"strike":7.5,"call_value":10.0,"put_value":12.5,"total_value":22.5},{"strike":10.0,"call_value":965.0,"put_value":0.0,"total_value":965.0},{"strike":12.5,"call_value":5452.5,"put_value":0,"total_value":5452.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":47.7,"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":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":16.8,"strike":10.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":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":52.9,"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":null,"strike":null},{"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":0.0,"contract_count":5,"total_oi":1418}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1805,"put_oi":154,"total_oi":1959,"pc_ratio":0.085,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":7.5,"call_delta_oi":0,"put_delta_oi":-55.0,"dealer_delta":55.0,"call_oi":0,"put_oi":149},{"strike":10.0,"call_delta_oi":1880.0,"put_delta_oi":-454.0,"dealer_delta":-1426.0,"call_oi":1413,"put_oi":5},{"strike":12.5,"call_delta_oi":4.0,"put_delta_oi":0,"dealer_delta":-4.0,"call_oi":10,"put_oi":0}],"net_dealer_delta":-1374.0,"total_call_delta":1884.0,"total_put_delta":-509.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":9.489999771118164,"strikes":[{"strike":7.5,"moneyness":0.7903,"type":"put","iv":0.4767,"delta":-0.0037,"oi":149},{"strike":10.0,"moneyness":1.0537,"type":"call","iv":0.1209,"delta":0.0133,"oi":674},{"strike":10.0,"moneyness":1.0537,"type":"call","iv":0.1209,"delta":0.0133,"oi":739}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0037,"call_gamma":0,"put_gamma":0.012968,"call_theta":0,"put_theta":-0.0004,"call_vega":0,"put_vega":0.0002,"call_oi":185,"put_oi":149},{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0133,"put_delta":0,"call_gamma":0.157787,"put_gamma":0,"call_theta":-0.0003,"put_theta":0,"call_vega":0.0006,"put_vega":0,"call_oi":739,"put_oi":0}],"strikes":[7.5,10.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":35.59,"put_25d_iv":47.67,"call_25d_iv":12.09,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":0,"put_vanna":0.0,"net_vanna":0.0,"call_oi":0,"put_oi":149},{"strike":10.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":1413,"put_oi":0}],"net_vanna":9.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":0,"put_charm":1.0,"net_charm":1.0,"call_oi":0,"put_oi":149},{"strike":10.0,"call_charm":-15.0,"put_charm":0,"net_charm":-15.0,"call_oi":1413,"put_oi":0}],"net_charm":-14.0,"weekend_delta_shift":-42.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1884.0,"put_delta":-509.0,"net_delta":1374.0,"call_oi":1423,"put_oi":154,"total_oi":1577,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":380,"put_oi":149,"total_oi":529,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1413,"put_oi":5,"total_oi":1418,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"}],"underlying_price":9.489999771118164,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.79,1.05],"y":[14],"z":[[47.67,12.09]],"levels":[12.1,15.6,19.2,22.8,26.3,29.9,33.4,37.0,40.6,44.1,47.7],"min_iv":12.1,"max_iv":47.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":199.26},{"date":"2026-09-15","iv":148.7},{"date":"2026-09-16","iv":174.08},{"date":"2026-09-17","iv":175.54},{"date":"2026-09-18","iv":55.2},{"date":"2026-09-21","iv":142.21},{"date":"2026-09-22","iv":137.5},{"date":"2026-09-23","iv":205.0},{"date":"2026-09-24","iv":88.9},{"date":"2026-09-25","iv":103.9},{"date":"2026-09-28","iv":67.3},{"date":"2026-09-29","iv":7.9},{"date":"2026-09-30","iv":14.5},{"date":"2026-10-01","iv":14.9},{"date":"2026-10-02","iv":15.4}]}}