{"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":"HDSN","summary":{"name":"HDSN","price":5.23,"total_oi":4325,"call_oi":3763,"put_oi":562,"pc_ratio":0.149,"net_gex":14309.83,"avg_iv":279.2,"iv_rank":91.4,"iv_52w_high":298.9,"iv_52w_low":68.6,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"HDSN","price":5.23,"total_oi":4325,"analysis_coverage":0.9444,"avg_iv_pct":279.2,"iv_rank":91.4,"iv_52w_high_pct":298.9,"iv_52w_low_pct":68.6,"front_dte":14,"front_atm_iv_pct":52.6941,"back_atm_iv_pct":54.1217,"term_premium_pp":-1.4276,"expected_move_front_pct":10.32,"straddle_front_pct":8.6,"straddle_30d_pct":8.6,"risk_reversal_front_pp":-33.02,"risk_reversal_30d_pp":-33.02,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.149,"put_call_oi_front_ratio":1.654,"put_call_volume_front_ratio":0.0,"option_volume":59,"volume_oi_ratio":0.013642,"net_delta_normalized":0.307124,"dealer_delta_normalized":-0.305635,"gex_per_100k_oi":330863.121387,"vanna_per_100k_oi":2936.416185,"charm_per_100k_oi":-16924.855491,"weekend_delta_shift_per_100k_oi":-50751.445087,"iv_surface_range_pp":101.2,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-4.397706,"peak_call_distance_pct":14.722753,"peak_put_distance_pct":14.722753},"analyses":{"gamma_walls":[{"strike":1.0,"call_gex":4.86,"put_gex":0.0,"net_gex":4.86,"call_oi":22,"put_oi":0},{"strike":2.0,"call_gex":0.66,"put_gex":0.0,"net_gex":0.66,"call_oi":1,"put_oi":0},{"strike":3.0,"call_gex":163.47,"put_gex":0.0,"net_gex":163.47,"call_oi":106,"put_oi":0},{"strike":4.0,"call_gex":1100.13,"put_gex":0.0,"net_gex":1100.13,"call_oi":312,"put_oi":21},{"strike":5.0,"call_gex":3696.27,"put_gex":-4481.43,"net_gex":-785.16,"call_oi":530,"put_oi":306},{"strike":6.0,"call_gex":8422.61,"put_gex":-1424.9,"net_gex":6997.71,"call_oi":1156,"put_oi":165},{"strike":7.0,"call_gex":5671.16,"put_gex":-60.13,"net_gex":5611.03,"call_oi":1153,"put_oi":12},{"strike":8.0,"call_gex":930.67,"put_gex":0.0,"net_gex":930.67,"call_oi":269,"put_oi":0},{"strike":9.0,"call_gex":415.76,"put_gex":-109.55,"net_gex":306.21,"call_oi":153,"put_oi":50},{"strike":10.0,"call_gex":0.0,"put_gex":-19.74,"net_gex":-19.74,"call_oi":9,"put_oi":8},{"strike":11.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":22,"put_oi":0},{"strike":12.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":30,"put_oi":0}],"pain_by_strike":[{"strike":1.0,"call_value":0,"put_value":2656.0,"total_value":2656.0},{"strike":2.0,"call_value":22.0,"put_value":2094.0,"total_value":2116.0},{"strike":3.0,"call_value":45.0,"put_value":1532.0,"total_value":1577.0},{"strike":4.0,"call_value":174.0,"put_value":970.0,"total_value":1144.0},{"strike":5.0,"call_value":615.0,"put_value":429.0,"total_value":1044.0},{"strike":6.0,"call_value":1586.0,"put_value":194.0,"total_value":1780.0},{"strike":7.0,"call_value":3713.0,"put_value":124.0,"total_value":3837.0},{"strike":8.0,"call_value":6993.0,"put_value":66.0,"total_value":7059.0},{"strike":9.0,"call_value":10542.0,"put_value":8.0,"total_value":10550.0},{"strike":10.0,"call_value":14244.0,"put_value":0.0,"total_value":14244.0},{"strike":11.0,"call_value":17955.0,"put_value":0.0,"total_value":17955.0},{"strike":12.0,"call_value":21688.0,"put_value":0,"total_value":21688.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":148.5,"strike":4.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":165.7,"strike":2.67},{"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":52.7,"strike":5.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":54.1,"strike":5.0},{"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":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":48.8,"strike":6.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":71.3,"strike":7.17},{"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":0.7054,"contract_count":2,"total_oi":127},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":306},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":2,"total_oi":403}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":10.32,"expected_move_2std":20.64,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":19.83,"expected_move_2std":39.67,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":30.49,"expected_move_2std":60.98,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":78,"put_oi":129,"total_oi":207,"pc_ratio":1.654,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":1157,"put_oi":335,"total_oi":1492,"pc_ratio":0.29,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":2289,"put_oi":98,"total_oi":2387,"pc_ratio":0.043,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":239,"put_oi":0,"total_oi":239,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":1.0,"call_delta_oi":2134.0,"put_delta_oi":0,"dealer_delta":-2134.0,"call_oi":22,"put_oi":0},{"strike":2.0,"call_delta_oi":96.0,"put_delta_oi":0,"dealer_delta":-96.0,"call_oi":1,"put_oi":0},{"strike":3.0,"call_delta_oi":9762.0,"put_delta_oi":0,"dealer_delta":-9762.0,"call_oi":106,"put_oi":0},{"strike":4.0,"call_delta_oi":26124.0,"put_delta_oi":0,"dealer_delta":-26124.0,"call_oi":312,"put_oi":0},{"strike":5.0,"call_delta_oi":33675.0,"put_delta_oi":-9772.0,"dealer_delta":-23903.0,"call_oi":530,"put_oi":306},{"strike":6.0,"call_delta_oi":41886.0,"put_delta_oi":-11941.0,"dealer_delta":-29945.0,"call_oi":1156,"put_oi":165},{"strike":7.0,"call_delta_oi":29647.0,"put_delta_oi":-947.0,"dealer_delta":-28699.0,"call_oi":1153,"put_oi":12},{"strike":8.0,"call_delta_oi":6511.0,"put_delta_oi":0,"dealer_delta":-6511.0,"call_oi":269,"put_oi":0},{"strike":9.0,"call_delta_oi":4228.0,"put_delta_oi":-4633.0,"dealer_delta":405.0,"call_oi":153,"put_oi":50},{"strike":10.0,"call_delta_oi":900.0,"put_delta_oi":-681.0,"dealer_delta":-219.0,"call_oi":9,"put_oi":8},{"strike":11.0,"call_delta_oi":2200.0,"put_delta_oi":0,"dealer_delta":-2200.0,"call_oi":22,"put_oi":0},{"strike":12.0,"call_delta_oi":3000.0,"put_delta_oi":0,"dealer_delta":-3000.0,"call_oi":30,"put_oi":0}],"net_dealer_delta":-132187.0,"total_call_delta":160162.0,"total_put_delta":-27975.0,"bias":"bearish"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":5.230000019073486,"strikes":[{"strike":5.0,"moneyness":0.956,"type":"call","iv":0.5294,"delta":0.637,"oi":341},{"strike":6.0,"moneyness":1.1472,"type":"call","iv":0.4822,"delta":0.3981,"oi":662},{"strike":7.0,"moneyness":1.3384,"type":"call","iv":0.5846,"delta":0.28,"oi":871},{"strike":8.0,"moneyness":1.5296,"type":"call","iv":0.8176,"delta":0.2884,"oi":199},{"strike":9.0,"moneyness":1.7208,"type":"call","iv":0.782,"delta":0.1977,"oi":138}]},{"expiration":"05/21/2027","underlying_price":5.230000019073486,"strikes":[{"strike":4.0,"moneyness":0.7648,"type":"call","iv":0.5271,"delta":0.8196,"oi":200}]},{"expiration":"10/16/2026","underlying_price":5.230000019073486,"strikes":[{"strike":5.0,"moneyness":0.956,"type":"put","iv":0.436,"delta":-0.2722,"oi":116}]},{"expiration":"11/20/2026","underlying_price":5.230000019073486,"strikes":[{"strike":5.0,"moneyness":0.956,"type":"call","iv":0.6592,"delta":0.6297,"oi":178},{"strike":5.0,"moneyness":0.956,"type":"put","iv":0.4235,"delta":-0.3424,"oi":128},{"strike":6.0,"moneyness":1.1472,"type":"call","iv":0.6697,"delta":0.3368,"oi":442},{"strike":6.0,"moneyness":1.1472,"type":"put","iv":0.5404,"delta":-0.7171,"oi":134},{"strike":7.0,"moneyness":1.3384,"type":"call","iv":0.7537,"delta":0.1816,"oi":272}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2722,"call_gamma":0,"put_gamma":0.771525,"call_theta":0,"put_theta":-0.0053,"call_vega":0,"put_vega":0.0033,"call_oi":0,"put_oi":116},{"strike":4.0,"dte":49,"expiration":"11/20/2026","call_delta":0.8757,"put_delta":0,"call_gamma":0.146038,"put_gamma":0,"call_theta":-0.0034,"put_theta":0,"call_vega":0.0039,"put_vega":0,"call_oi":81,"put_oi":0},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6297,"put_delta":-0.3424,"call_gamma":0.302089,"put_gamma":0.457425,"call_theta":-0.0052,"put_theta":-0.0028,"call_vega":0.0072,"put_vega":0.007,"call_oi":178,"put_oi":128},{"strike":6.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3368,"put_delta":-0.7171,"call_gamma":0.287441,"put_gamma":0.330049,"call_theta":-0.005,"put_theta":-0.0031,"call_vega":0.0069,"put_vega":0.0064,"call_oi":442,"put_oi":134}],"strikes":[4.0,5.0,6.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":-33.02,"put_25d_iv":42.35,"call_25d_iv":75.37,"put_25d_strike":5.0,"call_25d_strike":7.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":-12.94,"put_25d_iv":45.52,"call_25d_iv":58.46,"put_25d_strike":5.0,"call_25d_strike":7.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":3.0,"call_vanna":-3.0,"put_vanna":0,"net_vanna":-3.0,"call_oi":63,"put_oi":0},{"strike":4.0,"call_vanna":-31.0,"put_vanna":0,"net_vanna":-31.0,"call_oi":281,"put_oi":0},{"strike":5.0,"call_vanna":-28.0,"put_vanna":13.0,"net_vanna":-15.0,"call_oi":519,"put_oi":306},{"strike":6.0,"call_vanna":51.0,"put_vanna":-7.0,"net_vanna":44.0,"call_oi":1104,"put_oi":134},{"strike":7.0,"call_vanna":96.0,"put_vanna":0,"net_vanna":96.0,"call_oi":1143,"put_oi":0},{"strike":8.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":269,"put_oi":0},{"strike":9.0,"call_vanna":14.0,"put_vanna":0,"net_vanna":14.0,"call_oi":138,"put_oi":0}],"net_vanna":127.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":3.0,"call_charm":-146.0,"put_charm":0,"net_charm":-146.0,"call_oi":63,"put_oi":0},{"strike":4.0,"call_charm":-178.0,"put_charm":0,"net_charm":-178.0,"call_oi":81,"put_oi":0},{"strike":5.0,"call_charm":-437.0,"put_charm":531.0,"net_charm":94.0,"call_oi":178,"put_oi":244},{"strike":6.0,"call_charm":-555.0,"put_charm":220.0,"net_charm":-335.0,"call_oi":442,"put_oi":134},{"strike":7.0,"call_charm":-148.0,"put_charm":0,"net_charm":-148.0,"call_oi":272,"put_oi":0},{"strike":8.0,"call_charm":-18.0,"put_charm":0,"net_charm":-18.0,"call_oi":70,"put_oi":0}],"net_charm":-732.0,"weekend_delta_shift":-2195.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":2800.0,"put_delta":-4390.0,"net_delta":-1589.0,"call_oi":78,"put_oi":129,"total_oi":207,"total_volume":8,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":49874.0,"put_delta":-18806.0,"net_delta":31068.0,"call_oi":1157,"put_oi":314,"total_oi":1471,"total_volume":20,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":88316.0,"put_delta":-4780.0,"net_delta":83536.0,"call_oi":2289,"put_oi":98,"total_oi":2387,"total_volume":17,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":19171.0,"put_delta":0,"net_delta":19171.0,"call_oi":239,"put_oi":0,"total_oi":239,"total_volume":2,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":5.0,"straddle_price":0.45,"straddle_pct":8.6,"implied_move":8.6,"avg_iv":52.7},{"expiration":"02/19/2027","dte":140,"strike":5.0,"straddle_price":1.25,"straddle_pct":23.9,"implied_move":23.9,"avg_iv":49.2}],"volume_profile":{"profile":[{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":3.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":106,"put_oi":0,"total_oi":106,"bias":"neutral"},{"strike":4.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":312,"put_oi":21,"total_oi":333,"bias":"bullish"},{"strike":5.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":530,"put_oi":306,"total_oi":836,"bias":"bullish"},{"strike":6.0,"call_volume":24,"put_volume":2,"total_volume":26,"call_oi":1156,"put_oi":165,"total_oi":1321,"bias":"bullish"},{"strike":7.0,"call_volume":8,"put_volume":0,"total_volume":8,"call_oi":1153,"put_oi":12,"total_oi":1165,"bias":"bullish"},{"strike":8.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":269,"put_oi":0,"total_oi":269,"bias":"bullish"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":153,"put_oi":50,"total_oi":203,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":8,"total_oi":17,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"}],"underlying_price":5.230000019073486,"peak_call_strike":6.0,"peak_put_strike":6.0,"total_call_volume":57,"total_put_volume":2,"volume_pc_ratio":0.035},"iv_contours":{"x":[0.77,0.96,1.15],"y":[14,49,140],"z":[[148.5,52.69,48.84],[74.03,54.14,60.5],[59.3,49.23,47.27]],"levels":[47.3,57.4,67.5,77.6,87.8,97.9,108.0,118.1,128.3,138.4,148.5],"min_iv":47.3,"max_iv":148.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":95.61},{"date":"2026-09-15","iv":121.96},{"date":"2026-09-16","iv":111.06},{"date":"2026-09-17","iv":115.01},{"date":"2026-09-18","iv":103.12},{"date":"2026-09-21","iv":84.38},{"date":"2026-09-22","iv":93.1},{"date":"2026-09-23","iv":97.7},{"date":"2026-09-24","iv":93.8},{"date":"2026-09-25","iv":98.9},{"date":"2026-09-28","iv":89.8},{"date":"2026-09-29","iv":298.9},{"date":"2026-09-30","iv":109.7},{"date":"2026-10-01","iv":68.6},{"date":"2026-10-02","iv":279.2}]}}