{"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":"HLIT","summary":{"name":"HLIT","price":11.17,"total_oi":23429,"call_oi":20305,"put_oi":3124,"pc_ratio":0.154,"net_gex":108502.19,"avg_iv":104.2,"iv_rank":11.8,"iv_52w_high":172.3,"iv_52w_low":95.1,"gamma_flip":5.08,"max_pain":12.5},"features":{"symbol":"HLIT","price":11.17,"total_oi":23429,"analysis_coverage":0.7778,"avg_iv_pct":104.2,"iv_rank":11.8,"iv_52w_high_pct":172.3,"iv_52w_low_pct":95.1,"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":-149.11,"risk_reversal_30d_pp":-149.11,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.154,"put_call_oi_front_ratio":0.043,"put_call_volume_front_ratio":0.611,"option_volume":181,"volume_oi_ratio":0.007725,"net_delta_normalized":0.138154,"dealer_delta_normalized":-0.136037,"gex_per_100k_oi":463110.632123,"vanna_per_100k_oi":3649.323488,"charm_per_100k_oi":-302420.077682,"weekend_delta_shift_per_100k_oi":-907255.96483,"iv_surface_range_pp":25.3,"gamma_flip_distance_pct":-54.521038,"max_pain_distance_pct":11.906893,"peak_call_distance_pct":34.288272,"peak_put_distance_pct":11.906893},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":9,"put_oi":0},{"strike":5.0,"call_gex":0.0,"put_gex":-6.04,"net_gex":-6.04,"call_oi":24,"put_oi":3},{"strike":7.5,"call_gex":580.21,"put_gex":-385.63,"net_gex":194.58,"call_oi":155,"put_oi":82},{"strike":10.0,"call_gex":2613.78,"put_gex":-22510.15,"net_gex":-19896.37,"call_oi":516,"put_oi":2077},{"strike":12.5,"call_gex":42312.85,"put_gex":-8066.66,"net_gex":34246.18,"call_oi":2012,"put_oi":555},{"strike":15.0,"call_gex":44237.5,"put_gex":-2558.9,"net_gex":41678.59,"call_oi":4966,"put_oi":264},{"strike":17.5,"call_gex":26403.36,"put_gex":-1059.9,"net_gex":25343.46,"call_oi":3585,"put_oi":143},{"strike":20.0,"call_gex":19761.65,"put_gex":0.0,"net_gex":19761.65,"call_oi":5463,"put_oi":0},{"strike":22.5,"call_gex":1357.11,"put_gex":0.0,"net_gex":1357.11,"call_oi":296,"put_oi":0},{"strike":25.0,"call_gex":4789.09,"put_gex":0.0,"net_gex":4789.09,"call_oi":1327,"put_oi":0},{"strike":30.0,"call_gex":1033.92,"put_gex":0.0,"net_gex":1033.92,"call_oi":1952,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":26990.0,"total_value":26990.0},{"strike":5.0,"call_value":22.5,"put_value":19180.0,"total_value":19202.5},{"strike":7.5,"call_value":105.0,"put_value":11377.5,"total_value":11482.5},{"strike":10.0,"call_value":575.0,"put_value":3780.0,"total_value":4355.0},{"strike":12.5,"call_value":2335.0,"put_value":1375.0,"total_value":3710.0},{"strike":15.0,"call_value":9125.0,"put_value":357.5,"total_value":9482.5},{"strike":17.5,"call_value":28330.0,"put_value":0.0,"total_value":28330.0},{"strike":20.0,"call_value":56497.5,"put_value":0.0,"total_value":56497.5},{"strike":22.5,"call_value":98322.5,"put_value":0.0,"total_value":98322.5},{"strike":25.0,"call_value":140887.5,"put_value":0.0,"total_value":140887.5},{"strike":30.0,"call_value":232652.5,"put_value":0,"total_value":232652.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":254.1,"strike":6.25},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":97.3,"strike":7.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":85.9,"strike":6.67},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":64.7,"strike":10.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":76.3,"strike":10.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":65.5,"strike":10.0},{"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":46.9,"strike":12.5},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":78.3,"strike":12.5},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":69.3,"strike":12.5},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":206.3,"strike":20.31},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":94.0,"strike":17.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":79.7,"strike":18.93}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":9386,"put_oi":401,"total_oi":9787,"pc_ratio":0.043,"pc_ratio_volume":0.611,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":205,"put_oi":21,"total_oi":226,"pc_ratio":0.102,"pc_ratio_volume":0.012,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":10088,"put_oi":2664,"total_oi":12752,"pc_ratio":0.264,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":589,"put_oi":28,"total_oi":617,"pc_ratio":0.048,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/21/2028","dte":476,"call_oi":35,"put_oi":10,"total_oi":45,"pc_ratio":0.286,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/19/2029","dte":840,"call_oi":2,"put_oi":0,"total_oi":2,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":3},{"strike":7.5,"call_delta_oi":10046.0,"put_delta_oi":-703.0,"dealer_delta":-9343.0,"call_oi":112,"put_oi":82},{"strike":10.0,"call_delta_oi":16548.0,"put_delta_oi":-61510.0,"dealer_delta":44962.0,"call_oi":233,"put_oi":2077},{"strike":12.5,"call_delta_oi":54073.0,"put_delta_oi":-38936.0,"dealer_delta":-15137.0,"call_oi":2012,"put_oi":555},{"strike":15.0,"call_delta_oi":107901.0,"put_delta_oi":-18206.0,"dealer_delta":-89695.0,"call_oi":4966,"put_oi":264},{"strike":17.5,"call_delta_oi":65474.0,"put_delta_oi":-11217.0,"dealer_delta":-54257.0,"call_oi":3585,"put_oi":143},{"strike":20.0,"call_delta_oi":37638.0,"put_delta_oi":0,"dealer_delta":-37638.0,"call_oi":5463,"put_oi":0},{"strike":22.5,"call_delta_oi":4090.0,"put_delta_oi":0,"dealer_delta":-4090.0,"call_oi":296,"put_oi":0},{"strike":25.0,"call_delta_oi":12379.0,"put_delta_oi":0,"dealer_delta":-12379.0,"call_oi":1327,"put_oi":0},{"strike":30.0,"call_delta_oi":141162.0,"put_delta_oi":0,"dealer_delta":-141162.0,"call_oi":1952,"put_oi":0}],"net_dealer_delta":-318721.0,"total_call_delta":449312.0,"total_put_delta":-130592.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":11.170000076293945,"strikes":[{"strike":7.5,"moneyness":0.6714,"type":"call","iv":0.708,"delta":0.8988,"oi":108},{"strike":10.0,"moneyness":0.8953,"type":"call","iv":0.5852,"delta":0.7086,"oi":193},{"strike":10.0,"moneyness":0.8953,"type":"put","iv":0.7254,"delta":-0.3048,"oi":1925},{"strike":12.5,"moneyness":1.1191,"type":"call","iv":0.6621,"delta":0.4573,"oi":468},{"strike":12.5,"moneyness":1.1191,"type":"put","iv":0.7235,"delta":-0.5267,"oi":306},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":0.679,"delta":0.2747,"oi":3248},{"strike":15.0,"moneyness":1.3429,"type":"put","iv":0.7645,"delta":-0.6875,"oi":261},{"strike":17.5,"moneyness":1.5667,"type":"call","iv":0.7447,"delta":0.184,"oi":1080},{"strike":17.5,"moneyness":1.5667,"type":"put","iv":0.8367,"delta":-0.7748,"oi":132},{"strike":20.0,"moneyness":1.7905,"type":"call","iv":0.7893,"delta":0.1265,"oi":2061},{"strike":22.5,"moneyness":2.0143,"type":"call","iv":0.852,"delta":0.0993,"oi":195},{"strike":25.0,"moneyness":2.2381,"type":"call","iv":0.9161,"delta":0.0841,"oi":1224}]},{"expiration":"04/16/2027","underlying_price":11.170000076293945,"strikes":[{"strike":12.5,"moneyness":1.1191,"type":"call","iv":0.6778,"delta":0.5265,"oi":119},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":0.7282,"delta":0.4032,"oi":319},{"strike":20.0,"moneyness":1.7905,"type":"call","iv":0.7768,"delta":0.2413,"oi":144}]},{"expiration":"10/16/2026","underlying_price":11.170000076293945,"strikes":[{"strike":10.0,"moneyness":0.8953,"type":"put","iv":0.647,"delta":-0.1636,"oi":127},{"strike":12.5,"moneyness":1.1191,"type":"call","iv":0.571,"delta":0.1645,"oi":1294},{"strike":12.5,"moneyness":1.1191,"type":"put","iv":0.3671,"delta":-0.9415,"oi":238},{"strike":15.0,"moneyness":1.3429,"type":"call","iv":0.8359,"delta":0.0375,"oi":1364},{"strike":17.5,"moneyness":1.5667,"type":"call","iv":2.1381,"delta":0.1822,"oi":2500},{"strike":20.0,"moneyness":1.7905,"type":"call","iv":1.4533,"delta":0.0238,"oi":3224},{"strike":30.0,"moneyness":2.6858,"type":"call","iv":2.2378,"delta":0.0168,"oi":462}]},{"expiration":"11/20/2026","underlying_price":11.170000076293945,"strikes":[{"strike":12.5,"moneyness":1.1191,"type":"call","iv":0.7225,"delta":0.3909,"oi":131}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1636,"call_gamma":0,"put_gamma":0.181028,"call_theta":0,"put_theta":-0.0127,"call_vega":0,"put_vega":0.0052,"call_oi":283,"put_oi":127},{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1645,"put_delta":-0.9415,"call_gamma":0.205843,"put_gamma":0.150925,"call_theta":-0.0117,"put_theta":-0.0021,"call_vega":0.0052,"put_vega":0.0025,"call_oi":1294,"put_oi":238},{"strike":12.5,"dte":49,"expiration":"11/20/2026","call_delta":0.3909,"put_delta":0,"call_gamma":0.131186,"put_gamma":0,"call_theta":-0.0121,"put_theta":0,"call_vega":0.0156,"put_vega":0,"call_oi":131,"put_oi":0}],"strikes":[10.0,12.5],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-149.11,"put_25d_iv":64.7,"call_25d_iv":213.81,"put_25d_strike":10.0,"call_25d_strike":17.5,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":4.64,"put_25d_iv":72.54,"call_25d_iv":67.9,"put_25d_strike":10.0,"call_25d_strike":15.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":-8.0,"put_vanna":0,"net_vanna":-8.0,"call_oi":108,"put_oi":0},{"strike":10.0,"call_vanna":-15.0,"put_vanna":144.0,"net_vanna":130.0,"call_oi":193,"put_oi":2052},{"strike":12.5,"call_vanna":51.0,"put_vanna":-8.0,"net_vanna":43.0,"call_oi":2012,"put_oi":544},{"strike":15.0,"call_vanna":298.0,"put_vanna":-18.0,"net_vanna":279.0,"call_oi":4931,"put_oi":261},{"strike":17.5,"call_vanna":176.0,"put_vanna":-12.0,"net_vanna":165.0,"call_oi":3580,"put_oi":132},{"strike":20.0,"call_vanna":220.0,"put_vanna":0,"net_vanna":220.0,"call_oi":5429,"put_oi":0},{"strike":22.5,"call_vanna":18.0,"put_vanna":0,"net_vanna":18.0,"call_oi":296,"put_oi":0},{"strike":25.0,"call_vanna":87.0,"put_vanna":0,"net_vanna":87.0,"call_oi":1327,"put_oi":0},{"strike":30.0,"call_vanna":-78.0,"put_vanna":0,"net_vanna":-78.0,"call_oi":1952,"put_oi":0}],"net_vanna":855.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":0,"put_charm":689.0,"net_charm":689.0,"call_oi":0,"put_oi":127},{"strike":12.5,"call_charm":-6941.0,"put_charm":1225.0,"net_charm":-5716.0,"call_oi":1425,"put_oi":238},{"strike":15.0,"call_charm":-745.0,"put_charm":0,"net_charm":-745.0,"call_oi":1364,"put_oi":0},{"strike":17.5,"call_charm":-54639.0,"put_charm":0,"net_charm":-54639.0,"call_oi":2500,"put_oi":0},{"strike":20.0,"call_charm":-1326.0,"put_charm":0,"net_charm":-1326.0,"call_oi":3224,"put_oi":0},{"strike":22.5,"call_charm":-4432.0,"put_charm":0,"net_charm":-4432.0,"call_oi":101,"put_oi":0},{"strike":25.0,"call_charm":-4530.0,"put_charm":0,"net_charm":-4530.0,"call_oi":103,"put_oi":0},{"strike":30.0,"call_charm":-154.0,"put_charm":0,"net_charm":-154.0,"call_oi":462,"put_oi":0}],"net_charm":-70854.0,"weekend_delta_shift":-212561.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":84632.0,"put_delta":-25803.0,"net_delta":58828.0,"call_oi":9048,"put_oi":401,"total_oi":9449,"total_volume":29,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":6399.0,"put_delta":-244.0,"net_delta":6155.0,"call_oi":205,"put_oi":21,"total_oi":226,"total_volume":85,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":332545.0,"put_delta":-103389.0,"net_delta":229156.0,"call_oi":10067,"put_oi":2664,"total_oi":12731,"total_volume":61,"bias":"bullish"},{"expiration":"04/16/2027","dte":196,"call_delta":23090.0,"put_delta":-800.0,"net_delta":22290.0,"call_oi":589,"put_oi":28,"total_oi":617,"total_volume":0,"bias":"neutral"},{"expiration":"01/21/2028","dte":476,"call_delta":2502.0,"put_delta":-355.0,"net_delta":2147.0,"call_oi":35,"put_oi":10,"total_oi":45,"total_volume":0,"bias":"neutral"},{"expiration":"01/19/2029","dte":840,"call_delta":145.0,"put_delta":0,"net_delta":145.0,"call_oi":2,"put_oi":0,"total_oi":2,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":24,"put_oi":3,"total_oi":27,"bias":"neutral"},{"strike":7.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":155,"put_oi":82,"total_oi":237,"bias":"bullish"},{"strike":10.0,"call_volume":62,"put_volume":6,"total_volume":68,"call_oi":516,"put_oi":2077,"total_oi":2593,"bias":"bullish"},{"strike":12.5,"call_volume":6,"put_volume":12,"total_volume":18,"call_oi":2012,"put_oi":555,"total_oi":2567,"bias":"bearish"},{"strike":15.0,"call_volume":68,"put_volume":0,"total_volume":68,"call_oi":4966,"put_oi":264,"total_oi":5230,"bias":"bullish"},{"strike":17.5,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":3585,"put_oi":143,"total_oi":3728,"bias":"bullish"},{"strike":20.0,"call_volume":16,"put_volume":0,"total_volume":16,"call_oi":5463,"put_oi":0,"total_oi":5463,"bias":"bullish"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":296,"put_oi":0,"total_oi":296,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1327,"put_oi":0,"total_oi":1327,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1952,"put_oi":0,"total_oi":1952,"bias":"neutral"}],"underlying_price":11.170000076293945,"peak_call_strike":15.0,"peak_put_strike":12.5,"total_call_volume":163,"total_put_volume":18,"volume_pc_ratio":0.11},"iv_contours":{"x":[0.9,1.12],"y":[14,49,105],"z":[[64.7,46.91],[null,72.25],[65.53,69.28]],"levels":[46.9,49.4,52.0,54.5,57.0,59.6,62.1,64.6,67.2,69.7,72.2],"min_iv":46.9,"max_iv":72.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":134.2},{"date":"2026-09-15","iv":141.03},{"date":"2026-09-16","iv":123.19},{"date":"2026-09-17","iv":118.17},{"date":"2026-09-18","iv":102.85},{"date":"2026-09-21","iv":103.41},{"date":"2026-09-22","iv":95.1},{"date":"2026-09-23","iv":115.6},{"date":"2026-09-24","iv":96.1},{"date":"2026-09-25","iv":136.5},{"date":"2026-09-28","iv":132.5},{"date":"2026-09-29","iv":108.3},{"date":"2026-09-30","iv":119.1},{"date":"2026-10-01","iv":172.3},{"date":"2026-10-02","iv":104.2}]}}