{"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":"GLUE","summary":{"name":"GLUE","price":10.5,"total_oi":14056,"call_oi":12330,"put_oi":1726,"pc_ratio":0.14,"net_gex":44371.33,"avg_iv":198.7,"iv_rank":100.0,"iv_52w_high":198.7,"iv_52w_low":139.6,"gamma_flip":null,"max_pain":12.5},"features":{"symbol":"GLUE","price":10.5,"total_oi":14056,"analysis_coverage":0.8889,"avg_iv_pct":198.7,"iv_rank":100.0,"iv_52w_high_pct":198.7,"iv_52w_low_pct":139.6,"front_dte":14,"front_atm_iv_pct":79.705,"back_atm_iv_pct":95.4703,"term_premium_pp":-15.7653,"expected_move_front_pct":15.61,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-49.93,"risk_reversal_30d_pp":-49.93,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.14,"put_call_oi_front_ratio":0.135,"put_call_volume_front_ratio":3.588,"option_volume":2153,"volume_oi_ratio":0.153173,"net_delta_normalized":0.020598,"dealer_delta_normalized":-0.020597,"gex_per_100k_oi":315675.369949,"vanna_per_100k_oi":1081.388731,"charm_per_100k_oi":-200519.351167,"weekend_delta_shift_per_100k_oi":-601550.939101,"iv_surface_range_pp":74.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":19.047619,"peak_call_distance_pct":19.047619,"peak_put_distance_pct":42.857143},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":1.34,"put_gex":0.0,"net_gex":1.34,"call_oi":2,"put_oi":0},{"strike":5.0,"call_gex":6.04,"put_gex":-2.05,"net_gex":3.99,"call_oi":3,"put_oi":2},{"strike":7.5,"call_gex":82.57,"put_gex":-13.52,"net_gex":69.06,"call_oi":19,"put_oi":4},{"strike":10.0,"call_gex":1268.4,"put_gex":-527.82,"net_gex":740.58,"call_oi":129,"put_oi":26},{"strike":12.5,"call_gex":20901.72,"put_gex":-11672.34,"net_gex":9229.39,"call_oi":1368,"put_oi":1152},{"strike":15.0,"call_gex":20918.13,"put_gex":-3302.21,"net_gex":17615.92,"call_oi":3552,"put_oi":523},{"strike":17.5,"call_gex":175.04,"put_gex":-41.27,"net_gex":133.78,"call_oi":44,"put_oi":13},{"strike":20.0,"call_gex":163.6,"put_gex":-26.59,"net_gex":137.0,"call_oi":33,"put_oi":5},{"strike":22.5,"call_gex":393.81,"put_gex":-4.05,"net_gex":389.76,"call_oi":87,"put_oi":1},{"strike":25.0,"call_gex":14681.61,"put_gex":0.0,"net_gex":14681.61,"call_oi":6597,"put_oi":0},{"strike":30.0,"call_gex":1238.77,"put_gex":0.0,"net_gex":1238.77,"call_oi":373,"put_oi":0},{"strike":35.0,"call_gex":43.48,"put_gex":0.0,"net_gex":43.48,"call_oi":41,"put_oi":0},{"strike":40.0,"call_gex":86.64,"put_gex":0.0,"net_gex":86.64,"call_oi":82,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":18580.0,"total_value":18580.0},{"strike":5.0,"call_value":5.0,"put_value":14265.0,"total_value":14270.0},{"strike":7.5,"call_value":17.5,"put_value":9955.0,"total_value":9972.5},{"strike":10.0,"call_value":77.5,"put_value":5655.0,"total_value":5732.5},{"strike":12.5,"call_value":460.0,"put_value":1420.0,"total_value":1880.0},{"strike":15.0,"call_value":4262.5,"put_value":65.0,"total_value":4327.5},{"strike":17.5,"call_value":16945.0,"put_value":17.5,"total_value":16962.5},{"strike":20.0,"call_value":29737.5,"put_value":2.5,"total_value":29740.0},{"strike":22.5,"call_value":42612.5,"put_value":0.0,"total_value":42612.5},{"strike":25.0,"call_value":55705.0,"put_value":0.0,"total_value":55705.0},{"strike":30.0,"call_value":114875.0,"put_value":0.0,"total_value":114875.0},{"strike":35.0,"call_value":175910.0,"put_value":0.0,"total_value":175910.0},{"strike":40.0,"call_value":237150.0,"put_value":0,"total_value":237150.0}],"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":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":162.3,"strike":5.83},{"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":79.7,"strike":10.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":95.5,"strike":10.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":114.7,"strike":10.0},{"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":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":152.7,"strike":17.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":83.2,"strike":14.38},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":136.6,"strike":21.25}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":2,"total_oi":22},{"expiration":"11/20/2026","dte":49,"iv":0.3177,"contract_count":1,"total_oi":63},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":2,"total_oi":23},{"expiration":"01/15/2027","dte":105,"iv":0.4076,"contract_count":2,"total_oi":35},{"expiration":"04/16/2027","dte":196,"iv":0.4604,"contract_count":2,"total_oi":12}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":15.61,"expected_move_2std":31.22,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":34.98,"expected_move_2std":69.97,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":59.42,"expected_move_2std":118.83,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":53.61,"expected_move_2std":107.21,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":75.16,"expected_move_2std":150.32,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":10025,"put_oi":1349,"total_oi":11374,"pc_ratio":0.135,"pc_ratio_volume":3.588,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":380,"put_oi":6,"total_oi":386,"pc_ratio":0.016,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":69,"put_oi":120,"total_oi":189,"pc_ratio":1.739,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":683,"put_oi":204,"total_oi":887,"pc_ratio":0.299,"pc_ratio_volume":1.25,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":1173,"put_oi":47,"total_oi":1220,"pc_ratio":0.04,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":192.0,"put_delta_oi":0,"dealer_delta":-192.0,"call_oi":2,"put_oi":0},{"strike":5.0,"call_delta_oi":270.0,"put_delta_oi":-9.0,"dealer_delta":-261.0,"call_oi":3,"put_oi":1},{"strike":7.5,"call_delta_oi":1529.0,"put_delta_oi":-80.0,"dealer_delta":-1449.0,"call_oi":19,"put_oi":4},{"strike":10.0,"call_delta_oi":8304.0,"put_delta_oi":-822.0,"dealer_delta":-7482.0,"call_oi":129,"put_oi":26},{"strike":12.5,"call_delta_oi":31452.0,"put_delta_oi":-108660.0,"dealer_delta":77209.0,"call_oi":1368,"put_oi":1152},{"strike":15.0,"call_delta_oi":89481.0,"put_delta_oi":-42303.0,"dealer_delta":-47177.0,"call_oi":3552,"put_oi":523},{"strike":17.5,"call_delta_oi":756.0,"put_delta_oi":-1249.0,"dealer_delta":493.0,"call_oi":44,"put_oi":13},{"strike":20.0,"call_delta_oi":689.0,"put_delta_oi":-379.0,"dealer_delta":-310.0,"call_oi":33,"put_oi":5},{"strike":22.5,"call_delta_oi":1987.0,"put_delta_oi":-88.0,"dealer_delta":-1899.0,"call_oi":87,"put_oi":1},{"strike":25.0,"call_delta_oi":30904.0,"put_delta_oi":0,"dealer_delta":-30904.0,"call_oi":6597,"put_oi":0},{"strike":30.0,"call_delta_oi":7276.0,"put_delta_oi":0,"dealer_delta":-7276.0,"call_oi":373,"put_oi":0},{"strike":35.0,"call_delta_oi":3263.0,"put_delta_oi":0,"dealer_delta":-3263.0,"call_oi":41,"put_oi":0},{"strike":40.0,"call_delta_oi":6439.0,"put_delta_oi":0,"dealer_delta":-6439.0,"call_oi":82,"put_oi":0}],"net_dealer_delta":-28951.0,"total_call_delta":182542.0,"total_put_delta":-153591.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":10.5,"strikes":[{"strike":15.0,"moneyness":1.4286,"type":"put","iv":1.0041,"delta":-0.6461,"oi":200},{"strike":30.0,"moneyness":2.8571,"type":"call","iv":1.4388,"delta":0.1667,"oi":349}]},{"expiration":"04/16/2027","underlying_price":10.5,"strikes":[{"strike":15.0,"moneyness":1.4286,"type":"call","iv":1.392,"delta":0.5716,"oi":1087}]},{"expiration":"10/16/2026","underlying_price":10.5,"strikes":[{"strike":12.5,"moneyness":1.1905,"type":"call","iv":1.026,"delta":0.2131,"oi":1306},{"strike":12.5,"moneyness":1.1905,"type":"put","iv":0.5267,"delta":-0.9544,"oi":1116},{"strike":15.0,"moneyness":1.4286,"type":"call","iv":1.2152,"delta":0.0758,"oi":2092},{"strike":15.0,"moneyness":1.4286,"type":"put","iv":0.9694,"delta":-0.9678,"oi":208},{"strike":25.0,"moneyness":2.381,"type":"call","iv":2.3893,"delta":0.045,"oi":6539}]},{"expiration":"11/20/2026","underlying_price":10.5,"strikes":[{"strike":15.0,"moneyness":1.4286,"type":"call","iv":1.1701,"delta":0.2692,"oi":316}]},{"expiration":"12/18/2026","underlying_price":10.5,"strikes":[{"strike":15.0,"moneyness":1.4286,"type":"put","iv":0.7425,"delta":-0.8043,"oi":115}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.2131,"put_delta":-0.9544,"call_gamma":0.142963,"put_gamma":0.091796,"call_theta":-0.023,"put_theta":-0.0024,"call_vega":0.0058,"put_vega":0.0019,"call_oi":1306,"put_oi":1116},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6294,"put_delta":0,"call_gamma":0.103909,"put_gamma":0,"call_theta":-0.0149,"put_theta":0,"call_vega":0.0144,"put_vega":0,"call_oi":63,"put_oi":0}],"strikes":[10.0,12.5],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-49.93,"put_25d_iv":52.67,"call_25d_iv":102.6,"put_25d_strike":12.5,"call_25d_strike":12.5,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-30.96,"put_25d_iv":100.41,"call_25d_iv":131.37,"put_25d_strike":15.0,"call_25d_strike":22.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":63,"put_oi":0},{"strike":12.5,"call_vanna":38.0,"put_vanna":-18.0,"net_vanna":20.0,"call_oi":1359,"put_oi":1116},{"strike":15.0,"call_vanna":20.0,"put_vanna":-23.0,"net_vanna":-3.0,"call_oi":3549,"put_oi":523},{"strike":22.5,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":75,"put_oi":0},{"strike":25.0,"call_vanna":106.0,"put_vanna":0,"net_vanna":106.0,"call_oi":6539,"put_oi":0},{"strike":30.0,"call_vanna":31.0,"put_vanna":0,"net_vanna":31.0,"call_oi":349,"put_oi":0},{"strike":40.0,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":77,"put_oi":0}],"net_vanna":152.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":-439.0,"put_charm":0,"net_charm":-439.0,"call_oi":63,"put_oi":0},{"strike":12.5,"call_charm":-16660.0,"put_charm":6794.0,"net_charm":-9866.0,"call_oi":1306,"put_oi":1116},{"strike":15.0,"call_charm":-6484.0,"put_charm":1899.0,"net_charm":-4585.0,"call_oi":2408,"put_oi":208},{"strike":25.0,"call_charm":-13294.0,"put_charm":0,"net_charm":-13294.0,"call_oi":6539,"put_oi":0}],"net_charm":-28185.0,"weekend_delta_shift":-84554.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":76851.0,"put_delta":-128065.0,"net_delta":-51214.0,"call_oi":10025,"put_oi":1349,"total_oi":11374,"total_volume":78,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":12509.0,"put_delta":-545.0,"net_delta":11964.0,"call_oi":380,"put_oi":6,"total_oi":386,"total_volume":2042,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":2698.0,"put_delta":-9549.0,"net_delta":-6851.0,"call_oi":69,"put_oi":120,"total_oi":189,"total_volume":9,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":24060.0,"put_delta":-13083.0,"net_delta":10977.0,"call_oi":683,"put_oi":203,"total_oi":886,"total_volume":9,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":66425.0,"put_delta":-2350.0,"net_delta":64075.0,"call_oi":1173,"put_oi":47,"total_oi":1220,"total_volume":15,"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":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":2,"total_oi":5,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":4,"total_oi":23,"bias":"neutral"},{"strike":10.0,"call_volume":20,"put_volume":14,"total_volume":34,"call_oi":129,"put_oi":26,"total_oi":155,"bias":"neutral"},{"strike":12.5,"call_volume":2049,"put_volume":1,"total_volume":2050,"call_oi":1368,"put_oi":1152,"total_oi":2520,"bias":"bullish"},{"strike":15.0,"call_volume":1,"put_volume":60,"total_volume":61,"call_oi":3552,"put_oi":523,"total_oi":4075,"bias":"bearish"},{"strike":17.5,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":44,"put_oi":13,"total_oi":57,"bias":"bullish"},{"strike":20.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":33,"put_oi":5,"total_oi":38,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":87,"put_oi":1,"total_oi":88,"bias":"neutral"},{"strike":25.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":6597,"put_oi":0,"total_oi":6597,"bias":"bullish"},{"strike":30.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":373,"put_oi":0,"total_oi":373,"bias":"bullish"},{"strike":35.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":41,"put_oi":0,"total_oi":41,"bias":"bullish"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":82,"put_oi":0,"total_oi":82,"bias":"neutral"}],"underlying_price":10.5,"peak_call_strike":12.5,"peak_put_strike":15.0,"total_call_volume":2078,"total_put_volume":75,"volume_pc_ratio":0.036},"iv_contours":{"x":[0.71,0.95,1.19],"y":[14,49,77,105],"z":[[null,60.04,77.63],[null,95.48,null],[null,98.59,null],[122.9,134.4,null]],"levels":[60.0,67.5,74.9,82.3,89.8,97.2,104.7,112.1,119.5,127.0,134.4],"min_iv":60.0,"max_iv":134.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":168.48},{"date":"2026-09-15","iv":173.94},{"date":"2026-09-16","iv":170.79},{"date":"2026-09-17","iv":148.35},{"date":"2026-09-18","iv":140.99},{"date":"2026-09-21","iv":148.7},{"date":"2026-09-22","iv":139.6},{"date":"2026-09-23","iv":169.9},{"date":"2026-09-24","iv":150.5},{"date":"2026-09-25","iv":179.5},{"date":"2026-09-28","iv":172.7},{"date":"2026-09-29","iv":184.9},{"date":"2026-09-30","iv":179.0},{"date":"2026-10-01","iv":176.1},{"date":"2026-10-02","iv":198.7}]}}