{"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":"GTN","summary":{"name":"GTN","price":4.54,"total_oi":8625,"call_oi":5425,"put_oi":3200,"pc_ratio":0.59,"net_gex":31236.8,"avg_iv":184.8,"iv_rank":15.3,"iv_52w_high":587.7,"iv_52w_low":112.04,"gamma_flip":2.52,"max_pain":5.0},"features":{"symbol":"GTN","price":4.54,"total_oi":8625,"analysis_coverage":0.7778,"avg_iv_pct":184.8,"iv_rank":15.3,"iv_52w_high_pct":587.7,"iv_52w_low_pct":112.04,"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":8.19,"risk_reversal_30d_pp":8.19,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.59,"put_call_oi_front_ratio":0.056,"put_call_volume_front_ratio":0.167,"option_volume":127,"volume_oi_ratio":0.014725,"net_delta_normalized":0.154172,"dealer_delta_normalized":-0.153762,"gex_per_100k_oi":362165.797101,"vanna_per_100k_oi":3420.289855,"charm_per_100k_oi":-646933.333333,"weekend_delta_shift_per_100k_oi":-1940800.0,"iv_surface_range_pp":15.8,"gamma_flip_distance_pct":-44.493392,"max_pain_distance_pct":10.132159,"peak_call_distance_pct":65.198238,"peak_put_distance_pct":10.132159},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":261.08,"put_gex":-528.31,"net_gex":-267.23,"call_oi":227,"put_oi":2848},{"strike":5.0,"call_gex":29706.87,"put_gex":-1728.37,"net_gex":27978.5,"call_oi":3419,"put_oi":234},{"strike":7.5,"call_gex":3346.73,"put_gex":-272.79,"net_gex":3073.94,"call_oi":1394,"put_oi":117},{"strike":10.0,"call_gex":452.34,"put_gex":-0.75,"net_gex":451.59,"call_oi":385,"put_oi":1}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":1177.5,"total_value":1177.5},{"strike":5.0,"call_value":567.5,"put_value":297.5,"total_value":865.0},{"strike":7.5,"call_value":9682.5,"put_value":2.5,"total_value":9685.0},{"strike":10.0,"call_value":22282.5,"put_value":0,"total_value":22282.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":262.6,"strike":2.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":138.9,"strike":2.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":132.3,"strike":2.5},{"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":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":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":69.7,"strike":5.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":70.3,"strike":5.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":68.5,"strike":5.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":164.0,"strike":8.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":197.0,"strike":7.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":83.7,"strike":8.33}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1746,"put_oi":98,"total_oi":1844,"pc_ratio":0.056,"pc_ratio_volume":0.167,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1044,"put_oi":49,"total_oi":1093,"pc_ratio":0.047,"pc_ratio_volume":0.019,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":2099,"put_oi":2991,"total_oi":5090,"pc_ratio":1.425,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":536,"put_oi":52,"total_oi":588,"pc_ratio":0.097,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":0,"put_oi":10,"total_oi":10,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":18456.0,"put_delta_oi":-15055.0,"dealer_delta":-3401.0,"call_oi":204,"put_oi":2848},{"strike":5.0,"call_delta_oi":117523.0,"put_delta_oi":-14194.0,"dealer_delta":-103329.0,"call_oi":3419,"put_oi":234},{"strike":7.5,"call_delta_oi":24568.0,"put_delta_oi":-10536.0,"dealer_delta":-14033.0,"call_oi":1394,"put_oi":117},{"strike":10.0,"call_delta_oi":11954.0,"put_delta_oi":-97.0,"dealer_delta":-11856.0,"call_oi":385,"put_oi":1}],"net_dealer_delta":-132620.0,"total_call_delta":172501.0,"total_put_delta":-39882.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":4.539999961853027,"strikes":[{"strike":5.0,"moneyness":1.1013,"type":"call","iv":0.5813,"delta":0.4822,"oi":206},{"strike":7.5,"moneyness":1.652,"type":"call","iv":0.7188,"delta":0.1912,"oi":307}]},{"expiration":"10/16/2026","underlying_price":4.539999961853027,"strikes":[{"strike":5.0,"moneyness":1.1013,"type":"call","iv":0.6562,"delta":0.2404,"oi":1458}]},{"expiration":"11/20/2026","underlying_price":4.539999961853027,"strikes":[{"strike":5.0,"moneyness":1.1013,"type":"call","iv":0.6693,"delta":0.4,"oi":1038}]},{"expiration":"12/18/2026","underlying_price":4.539999961853027,"strikes":[{"strike":2.5,"moneyness":0.5507,"type":"call","iv":1.323,"delta":0.904,"oi":195},{"strike":5.0,"moneyness":1.1013,"type":"call","iv":0.6183,"delta":0.4327,"oi":717},{"strike":7.5,"moneyness":1.652,"type":"call","iv":0.7739,"delta":0.1113,"oi":966},{"strike":7.5,"moneyness":1.652,"type":"put","iv":0.7505,"delta":-0.8977,"oi":107},{"strike":10.0,"moneyness":2.2026,"type":"call","iv":0.9873,"delta":0.0658,"oi":221}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2404,"put_delta":-0.7298,"call_gamma":0.553354,"put_gamma":0.52297,"call_theta":-0.0068,"put_theta":-0.0076,"call_vega":0.0027,"put_vega":0.0028,"call_oi":1458,"put_oi":77},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4,"put_delta":0,"call_gamma":0.350623,"put_gamma":0,"call_theta":-0.0046,"put_theta":0,"call_vega":0.0064,"put_vega":0,"call_oi":1038,"put_oi":0},{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4327,"put_delta":-0.5336,"call_gamma":0.306999,"put_gamma":0.255397,"call_theta":-0.0035,"put_theta":-0.0037,"call_vega":0.0081,"put_vega":0.0082,"call_oi":717,"put_oi":71}],"strikes":[5.0],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":8.19,"put_25d_iv":73.82,"call_25d_iv":65.62,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"put_skew"},{"expiration":"12/18/2026","dte":77,"risk_reversal":-2.26,"put_25d_iv":75.13,"call_25d_iv":77.39,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-20.9,"put_25d_iv":50.98,"call_25d_iv":71.88,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-12.0,"put_vanna":123.0,"net_vanna":111.0,"call_oi":195,"put_oi":2813},{"strike":5.0,"call_vanna":93.0,"put_vanna":-4.0,"net_vanna":89.0,"call_oi":3419,"put_oi":199},{"strike":7.5,"call_vanna":94.0,"put_vanna":-7.0,"net_vanna":87.0,"call_oi":1391,"put_oi":107},{"strike":10.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":385,"put_oi":0}],"net_vanna":295.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-7683.0,"put_charm":1113.0,"net_charm":-6570.0,"call_oi":2496,"put_oi":77},{"strike":7.5,"call_charm":-19432.0,"put_charm":0,"net_charm":-19432.0,"call_oi":118,"put_oi":0},{"strike":10.0,"call_charm":-29796.0,"put_charm":0,"net_charm":-29796.0,"call_oi":164,"put_oi":0}],"net_charm":-55798.0,"weekend_delta_shift":-167394.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":53889.0,"put_delta":-5960.0,"net_delta":47929.0,"call_oi":1746,"put_oi":98,"total_oi":1844,"total_volume":7,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":41956.0,"put_delta":-2887.0,"net_delta":39069.0,"call_oi":1044,"put_oi":49,"total_oi":1093,"total_volume":55,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":60852.0,"put_delta":-28157.0,"net_delta":32695.0,"call_oi":2099,"put_oi":2991,"total_oi":5090,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":15804.0,"put_delta":-2758.0,"net_delta":13046.0,"call_oi":513,"put_oi":52,"total_oi":565,"total_volume":63,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":0,"put_delta":-120.0,"net_delta":-120.0,"call_oi":0,"put_oi":10,"total_oi":10,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":227,"put_oi":2848,"total_oi":3075,"bias":"bullish"},{"strike":5.0,"call_volume":52,"put_volume":2,"total_volume":54,"call_oi":3419,"put_oi":234,"total_oi":3653,"bias":"bullish"},{"strike":7.5,"call_volume":65,"put_volume":0,"total_volume":65,"call_oi":1394,"put_oi":117,"total_oi":1511,"bias":"bullish"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":385,"put_oi":1,"total_oi":386,"bias":"neutral"}],"underlying_price":4.539999961853027,"peak_call_strike":7.5,"peak_put_strike":5.0,"total_call_volume":125,"total_put_volume":2,"volume_pc_ratio":0.016},"iv_contours":{"x":[1.1],"y":[14,49,77,140],"z":[[69.72],[70.28],[68.48],[54.55]],"levels":[54.5,56.1,57.7,59.3,60.8,62.4,64.0,65.6,67.1,68.7,70.3],"min_iv":54.5,"max_iv":70.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":127.58},{"date":"2026-09-15","iv":155.13},{"date":"2026-09-16","iv":112.04},{"date":"2026-09-17","iv":134.12},{"date":"2026-09-18","iv":142.22},{"date":"2026-09-21","iv":134.48},{"date":"2026-09-22","iv":342.4},{"date":"2026-09-23","iv":257.0},{"date":"2026-09-24","iv":122.8},{"date":"2026-09-25","iv":587.7},{"date":"2026-09-28","iv":175.4},{"date":"2026-09-29","iv":181.2},{"date":"2026-09-30","iv":212.8},{"date":"2026-10-01","iv":196.4},{"date":"2026-10-02","iv":184.8}]}}