{"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":"GSBC","summary":{"name":"GSBC","price":79.27,"total_oi":69,"call_oi":59,"put_oi":10,"pc_ratio":0.169,"net_gex":12034.61,"avg_iv":35.8,"iv_rank":7.0,"iv_52w_high":91.79,"iv_52w_low":31.6,"gamma_flip":73.03,"max_pain":75.0},"features":{"symbol":"GSBC","price":79.27,"total_oi":69,"analysis_coverage":0.6667,"avg_iv_pct":35.8,"iv_rank":7.0,"iv_52w_high_pct":91.79,"iv_52w_low_pct":31.6,"front_dte":14,"front_atm_iv_pct":42.38,"back_atm_iv_pct":25.3863,"term_premium_pp":16.9937,"expected_move_front_pct":8.3,"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":0.169,"put_call_oi_front_ratio":1.5,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.308406,"dealer_delta_normalized":-0.308406,"gex_per_100k_oi":17441463.768116,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":-7.87183,"max_pain_distance_pct":-5.386653,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":60.0,"call_gex":0.0,"put_gex":-55.87,"net_gex":-55.87,"call_oi":0,"put_oi":1},{"strike":65.0,"call_gex":75.78,"put_gex":-152.07,"net_gex":-76.29,"call_oi":1,"put_oi":2},{"strike":70.0,"call_gex":119.06,"put_gex":-357.46,"net_gex":-238.4,"call_oi":1,"put_oi":3},{"strike":75.0,"call_gex":1130.0,"put_gex":-517.64,"net_gex":612.36,"call_oi":5,"put_oi":2},{"strike":80.0,"call_gex":3240.36,"put_gex":-587.76,"net_gex":2652.6,"call_oi":13,"put_oi":2},{"strike":85.0,"call_gex":8013.46,"put_gex":0.0,"net_gex":8013.46,"call_oi":31,"put_oi":0},{"strike":90.0,"call_gex":776.99,"put_gex":0.0,"net_gex":776.99,"call_oi":5,"put_oi":0},{"strike":95.0,"call_gex":250.09,"put_gex":0.0,"net_gex":250.09,"call_oi":2,"put_oi":0},{"strike":100.0,"call_gex":99.66,"put_gex":0.0,"net_gex":99.66,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":60.0,"call_value":0,"put_value":110.0,"total_value":110.0},{"strike":65.0,"call_value":0.0,"put_value":65.0,"total_value":65.0},{"strike":70.0,"call_value":5.0,"put_value":30.0,"total_value":35.0},{"strike":75.0,"call_value":15.0,"put_value":10.0,"total_value":25.0},{"strike":80.0,"call_value":50.0,"put_value":0.0,"total_value":50.0},{"strike":85.0,"call_value":150.0,"put_value":0.0,"total_value":150.0},{"strike":90.0,"call_value":405.0,"put_value":0.0,"total_value":405.0},{"strike":95.0,"call_value":685.0,"put_value":0.0,"total_value":685.0},{"strike":100.0,"call_value":975.0,"put_value":0,"total_value":975.0}],"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":66.2,"strike":62.5},{"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":43.0,"strike":70.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":53.7,"strike":75.0},{"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":25.4,"strike":75.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":42.4,"strike":80.0},{"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":25.4,"strike":80.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":39.0,"strike":85.0},{"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":21.9,"strike":85.0},{"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":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":5},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":3,"total_oi":35},{"expiration":"03/19/2027","dte":168,"iv":0.0236,"contract_count":3,"total_oi":13}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.3,"expected_move_2std":16.6,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":11.66,"expected_move_2std":23.32,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":18.01,"expected_move_2std":36.01,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":3,"total_oi":5,"pc_ratio":1.5,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":35,"put_oi":5,"total_oi":40,"pc_ratio":0.143,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":22,"put_oi":2,"total_oi":24,"pc_ratio":0.091,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-15.0,"dealer_delta":15.0,"call_oi":0,"put_oi":1},{"strike":65.0,"call_delta_oi":90.0,"put_delta_oi":-36.0,"dealer_delta":-54.0,"call_oi":1,"put_oi":2},{"strike":70.0,"call_delta_oi":82.0,"put_delta_oi":-66.0,"dealer_delta":-16.0,"call_oi":1,"put_oi":3},{"strike":75.0,"call_delta_oi":365.0,"put_delta_oi":-54.0,"dealer_delta":-311.0,"call_oi":5,"put_oi":2},{"strike":80.0,"call_delta_oi":692.0,"put_delta_oi":-97.0,"dealer_delta":-596.0,"call_oi":13,"put_oi":2},{"strike":85.0,"call_delta_oi":952.0,"put_delta_oi":0,"dealer_delta":-952.0,"call_oi":31,"put_oi":0},{"strike":90.0,"call_delta_oi":152.0,"put_delta_oi":0,"dealer_delta":-152.0,"call_oi":5,"put_oi":0},{"strike":95.0,"call_delta_oi":45.0,"put_delta_oi":0,"dealer_delta":-45.0,"call_oi":2,"put_oi":0},{"strike":100.0,"call_delta_oi":18.0,"put_delta_oi":0,"dealer_delta":-18.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-2128.0,"total_call_delta":2396.0,"total_put_delta":-268.0,"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":67.0,"put_delta":-107.0,"net_delta":-40.0,"call_oi":2,"put_oi":3,"total_oi":5,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1391.0,"put_delta":-99.0,"net_delta":1292.0,"call_oi":35,"put_oi":5,"total_oi":40,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":938.0,"put_delta":-62.0,"net_delta":876.0,"call_oi":22,"put_oi":2,"total_oi":24,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":3,"total_oi":4,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":2,"total_oi":7,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":2,"total_oi":15,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":0,"total_oi":31,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":79.2699966430664,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.07],"y":[77],"z":[[21.86]],"levels":[21.9,21.9,21.9,21.9,21.9,21.9,21.9,21.9,21.9,21.9,21.9],"min_iv":21.9,"max_iv":21.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":91.79},{"date":"2026-09-15","iv":71.89},{"date":"2026-09-16","iv":75.13},{"date":"2026-09-17","iv":54.67},{"date":"2026-09-18","iv":33.59},{"date":"2026-09-21","iv":33.77},{"date":"2026-09-22","iv":33.1},{"date":"2026-09-23","iv":32.8},{"date":"2026-09-24","iv":31.6},{"date":"2026-09-25","iv":33.4},{"date":"2026-09-28","iv":33.6},{"date":"2026-09-29","iv":37.3},{"date":"2026-09-30","iv":36.8},{"date":"2026-10-01","iv":37.1},{"date":"2026-10-02","iv":35.8}]}}