{"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":"HIPS","summary":{"name":"HIPS","price":10.68,"total_oi":763,"call_oi":244,"put_oi":519,"pc_ratio":2.127,"net_gex":-10165.3,"avg_iv":48.8,"iv_rank":10.9,"iv_52w_high":102.59,"iv_52w_low":42.2,"gamma_flip":null,"max_pain":12.0},"features":{"symbol":"HIPS","price":10.68,"total_oi":763,"analysis_coverage":0.8889,"avg_iv_pct":48.8,"iv_rank":10.9,"iv_52w_high_pct":102.59,"iv_52w_low_pct":42.2,"front_dte":14,"front_atm_iv_pct":18.7391,"back_atm_iv_pct":37.5549,"term_premium_pp":-18.8158,"expected_move_front_pct":3.67,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-21.75,"risk_reversal_30d_pp":-21.75,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":2.127,"put_call_oi_front_ratio":0.957,"put_call_volume_front_ratio":0.0,"option_volume":14,"volume_oi_ratio":0.018349,"net_delta_normalized":-0.399161,"dealer_delta_normalized":0.399161,"gex_per_100k_oi":-1332280.471822,"vanna_per_100k_oi":-1572.739187,"charm_per_100k_oi":65661.861075,"weekend_delta_shift_per_100k_oi":197116.644823,"iv_surface_range_pp":45.7,"gamma_flip_distance_pct":null,"max_pain_distance_pct":12.359551,"peak_call_distance_pct":2.996255,"peak_put_distance_pct":-6.367041},"analyses":{"gamma_walls":[{"strike":10.0,"call_gex":0.0,"put_gex":-557.83,"net_gex":-557.83,"call_oi":0,"put_oi":26},{"strike":11.0,"call_gex":1780.85,"put_gex":-11631.27,"net_gex":-9850.42,"call_oi":22,"put_oi":190},{"strike":12.0,"call_gex":4799.23,"put_gex":-1939.74,"net_gex":2859.49,"call_oi":221,"put_oi":95},{"strike":13.0,"call_gex":0.0,"put_gex":-2601.03,"net_gex":-2601.03,"call_oi":0,"put_oi":206},{"strike":14.0,"call_gex":0.0,"put_gex":-21.62,"net_gex":-21.62,"call_oi":0,"put_oi":2},{"strike":17.0,"call_gex":6.11,"put_gex":0.0,"net_gex":6.11,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":10.0,"call_value":0,"put_value":1006.0,"total_value":1006.0},{"strike":11.0,"call_value":0.0,"put_value":513.0,"total_value":513.0},{"strike":12.0,"call_value":22.0,"put_value":210.0,"total_value":232.0},{"strike":13.0,"call_value":265.0,"put_value":2.0,"total_value":267.0},{"strike":14.0,"call_value":508.0,"put_value":0.0,"total_value":508.0},{"strike":17.0,"call_value":1237.0,"put_value":0,"total_value":1237.0}],"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":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":56.3,"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":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":18.7,"strike":11.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":37.5,"strike":11.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":29.3,"strike":11.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":64.4,"strike":12.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":29.8,"strike":12.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":26.0,"strike":12.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":150.5,"strike":15.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":52.7,"strike":13.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":48.9,"strike":13.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.9986,"contract_count":2,"total_oi":90},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":1,"total_oi":1},{"expiration":"01/15/2027","dte":105,"iv":0.6481,"contract_count":2,"total_oi":74},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":3,"total_oi":73}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":3.67,"expected_move_2std":7.34,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":13.76,"expected_move_2std":27.51,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":15.7,"expected_move_2std":31.39,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":7.0,"expected_move_2std":14.0,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":116,"put_oi":111,"total_oi":227,"pc_ratio":0.957,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":7,"total_oi":7,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":110,"put_oi":239,"total_oi":349,"pc_ratio":2.173,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"04/16/2027","dte":196,"call_oi":18,"put_oi":162,"total_oi":180,"pc_ratio":9.0,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-701.0,"dealer_delta":701.0,"call_oi":0,"put_oi":26},{"strike":11.0,"call_delta_oi":1007.0,"put_delta_oi":-12227.0,"dealer_delta":11220.0,"call_oi":22,"put_oi":190},{"strike":12.0,"call_delta_oi":2092.0,"put_delta_oi":-6537.0,"dealer_delta":4444.0,"call_oi":221,"put_oi":95},{"strike":13.0,"call_delta_oi":0,"put_delta_oi":-13937.0,"dealer_delta":13937.0,"call_oi":0,"put_oi":206},{"strike":14.0,"call_delta_oi":0,"put_delta_oi":-165.0,"dealer_delta":165.0,"call_oi":0,"put_oi":2},{"strike":17.0,"call_delta_oi":11.0,"put_delta_oi":0,"dealer_delta":-11.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":30456.0,"total_call_delta":3111.0,"total_put_delta":-33567.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":10.680000305175781,"strikes":[{"strike":12.0,"moneyness":1.1236,"type":"call","iv":0.1587,"delta":0.117,"oi":105}]},{"expiration":"04/16/2027","underlying_price":10.680000305175781,"strikes":[{"strike":13.0,"moneyness":1.2172,"type":"put","iv":0.5183,"delta":-0.6063,"oi":106}]},{"expiration":"10/16/2026","underlying_price":10.680000305175781,"strikes":[{"strike":12.0,"moneyness":1.1236,"type":"call","iv":0.4048,"delta":0.0711,"oi":115}]}],"greeks_heatmap":{"data":[{"strike":11.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.7807,"call_gamma":0,"put_gamma":0.782801,"call_theta":0,"put_theta":-0.0033,"call_vega":0,"put_vega":0.006,"call_oi":0,"put_oi":89},{"strike":12.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0711,"put_delta":0,"call_gamma":0.166624,"put_gamma":0,"call_theta":-0.0044,"put_theta":0,"call_vega":0.0027,"put_vega":0,"call_oi":115,"put_oi":0}],"strikes":[11.0,12.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-21.75,"put_25d_iv":18.73,"call_25d_iv":40.48,"put_25d_strike":11.0,"call_25d_strike":12.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":8.17,"put_25d_iv":24.04,"call_25d_iv":15.87,"put_25d_strike":11.0,"call_25d_strike":12.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":11.0,"call_vanna":0,"put_vanna":-4.0,"net_vanna":-4.0,"call_oi":0,"put_oi":158},{"strike":12.0,"call_vanna":11.0,"put_vanna":-5.0,"net_vanna":6.0,"call_oi":220,"put_oi":74},{"strike":13.0,"call_vanna":0,"put_vanna":-14.0,"net_vanna":-14.0,"call_oi":0,"put_oi":201}],"net_vanna":-12.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":11.0,"call_charm":0,"put_charm":594.0,"net_charm":594.0,"call_oi":0,"put_oi":89},{"strike":12.0,"call_charm":-93.0,"put_charm":0,"net_charm":-93.0,"call_oi":115,"put_oi":0}],"net_charm":501.0,"weekend_delta_shift":1504.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":830.0,"put_delta":-8514.0,"net_delta":-7684.0,"call_oi":116,"put_oi":111,"total_oi":227,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-562.0,"net_delta":-562.0,"call_oi":0,"put_oi":7,"total_oi":7,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1478.0,"put_delta":-15810.0,"net_delta":-14332.0,"call_oi":110,"put_oi":239,"total_oi":349,"total_volume":10,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":803.0,"put_delta":-8681.0,"net_delta":-7878.0,"call_oi":18,"put_oi":162,"total_oi":180,"total_volume":4,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":10.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":0,"put_oi":26,"total_oi":26,"bias":"bearish"},{"strike":11.0,"call_volume":10,"put_volume":2,"total_volume":12,"call_oi":22,"put_oi":190,"total_oi":212,"bias":"bullish"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":221,"put_oi":95,"total_oi":316,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":206,"total_oi":206,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":10.680000305175781,"peak_call_strike":11.0,"peak_put_strike":10.0,"total_call_volume":10,"total_put_volume":4,"volume_pc_ratio":0.4},"iv_contours":{"x":[1.03,1.12,1.22],"y":[14,105],"z":[[18.73,64.38,null],[24.04,25.96,43.92]],"levels":[18.7,23.3,27.9,32.4,37.0,41.6,46.1,50.7,55.2,59.8,64.4],"min_iv":18.7,"max_iv":64.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":102.59},{"date":"2026-09-15","iv":54.68},{"date":"2026-09-16","iv":61.3},{"date":"2026-09-17","iv":50.3},{"date":"2026-09-18","iv":43.74},{"date":"2026-09-21","iv":48.96},{"date":"2026-09-22","iv":47.4},{"date":"2026-09-23","iv":46.6},{"date":"2026-09-24","iv":50.7},{"date":"2026-09-25","iv":48.6},{"date":"2026-09-28","iv":47.3},{"date":"2026-09-29","iv":43.8},{"date":"2026-09-30","iv":42.2},{"date":"2026-10-01","iv":53.5},{"date":"2026-10-02","iv":48.8}]}}