{"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":"HOWL","summary":{"name":"HOWL","price":0.93,"total_oi":6404,"call_oi":6339,"put_oi":65,"pc_ratio":0.01,"net_gex":1801.33,"avg_iv":386.1,"iv_rank":13.9,"iv_52w_high":1347.3,"iv_52w_low":231.07,"gamma_flip":null,"max_pain":0.5},"features":{"symbol":"HOWL","price":0.93,"total_oi":6404,"analysis_coverage":0.7778,"avg_iv_pct":386.1,"iv_rank":13.9,"iv_52w_high_pct":1347.3,"iv_52w_low_pct":231.07,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.01,"put_call_oi_front_ratio":0.005,"put_call_volume_front_ratio":0.0,"option_volume":108,"volume_oi_ratio":0.016864,"net_delta_normalized":0.195267,"dealer_delta_normalized":-0.186944,"gex_per_100k_oi":28128.201124,"vanna_per_100k_oi":4059.962523,"charm_per_100k_oi":-151717.676452,"weekend_delta_shift_per_100k_oi":-455168.644597,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-46.236559,"peak_call_distance_pct":-46.236559,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":29.24,"put_gex":-0.04,"net_gex":29.21,"call_oi":401,"put_oi":2},{"strike":1.0,"call_gex":139.94,"put_gex":-7.09,"net_gex":132.85,"call_oi":137,"put_oi":3},{"strike":1.5,"call_gex":1.27,"put_gex":0.0,"net_gex":1.27,"call_oi":4,"put_oi":0},{"strike":2.0,"call_gex":0.1,"put_gex":0.0,"net_gex":0.1,"call_oi":2,"put_oi":0},{"strike":2.5,"call_gex":1605.49,"put_gex":-18.85,"net_gex":1586.64,"call_oi":5431,"put_oi":57},{"strike":5.0,"call_gex":40.65,"put_gex":-0.54,"net_gex":40.1,"call_oi":269,"put_oi":3},{"strike":7.5,"call_gex":11.16,"put_gex":0.0,"net_gex":11.16,"call_oi":95,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":129.0,"total_value":129.0},{"strike":1.0,"call_value":200.5,"put_value":97.5,"total_value":298.0},{"strike":1.5,"call_value":469.5,"put_value":67.5,"total_value":537.0},{"strike":2.0,"call_value":740.5,"put_value":37.5,"total_value":778.0},{"strike":2.5,"call_value":1012.5,"put_value":7.5,"total_value":1020.0},{"strike":5.0,"call_value":15950.0,"put_value":0.0,"total_value":15950.0},{"strike":7.5,"call_value":31560.0,"put_value":0,"total_value":31560.0}],"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":227.4,"strike":0.5},{"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":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":333.3,"strike":1.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":16.6,"strike":1.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":378.7,"strike":2.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":157.8,"strike":1.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":280.9,"strike":2.88}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.6887,"contract_count":1,"total_oi":130},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":1,"total_oi":2},{"expiration":"04/16/2027","dte":196,"iv":1.0,"contract_count":1,"total_oi":7}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4088,"put_oi":21,"total_oi":4109,"pc_ratio":0.005,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":130,"put_oi":0,"total_oi":130,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":1521,"put_oi":43,"total_oi":1564,"pc_ratio":0.028,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":600,"put_oi":1,"total_oi":601,"pc_ratio":0.002,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":11337.0,"put_delta_oi":-6.0,"dealer_delta":-11331.0,"call_oi":129,"put_oi":1},{"strike":1.0,"call_delta_oi":6876.0,"put_delta_oi":-184.0,"dealer_delta":-6691.0,"call_oi":137,"put_oi":3},{"strike":1.5,"call_delta_oi":228.0,"put_delta_oi":0,"dealer_delta":-228.0,"call_oi":4,"put_oi":0},{"strike":2.0,"call_delta_oi":182.0,"put_delta_oi":0,"dealer_delta":-182.0,"call_oi":2,"put_oi":0},{"strike":2.5,"call_delta_oi":86734.0,"put_delta_oi":-4192.0,"dealer_delta":-82542.0,"call_oi":5431,"put_oi":57},{"strike":5.0,"call_delta_oi":17516.0,"put_delta_oi":-266.0,"dealer_delta":-17250.0,"call_oi":269,"put_oi":3},{"strike":7.5,"call_delta_oi":1495.0,"put_delta_oi":0,"dealer_delta":-1495.0,"call_oi":95,"put_oi":0}],"net_dealer_delta":-119719.0,"total_call_delta":124367.0,"total_put_delta":-4648.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":0.9280999898910522,"strikes":[{"strike":2.5,"moneyness":2.6937,"type":"call","iv":1.5921,"delta":0.2337,"oi":1342}]},{"expiration":"04/16/2027","underlying_price":0.9280999898910522,"strikes":[{"strike":2.5,"moneyness":2.6937,"type":"call","iv":1.2696,"delta":0.2812,"oi":589}]},{"expiration":"10/16/2026","underlying_price":0.9280999898910522,"strikes":[{"strike":1.0,"moneyness":1.0775,"type":"call","iv":1.833,"delta":0.4847,"oi":130}]},{"expiration":"11/20/2026","underlying_price":0.9280999898910522,"strikes":[{"strike":0.5,"moneyness":0.5387,"type":"call","iv":2.2736,"delta":0.8788,"oi":129}]}],"greeks_heatmap":{"data":[{"strike":1.0,"dte":14,"expiration":"10/16/2026","call_delta":0.4847,"put_delta":0,"call_gamma":1.24166,"put_gamma":0,"call_theta":-0.005,"put_theta":0,"call_vega":0.0007,"put_vega":0,"call_oi":130,"put_oi":0}],"strikes":[1.0],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":129,"put_oi":0},{"strike":1.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":130,"put_oi":0},{"strike":2.5,"call_vanna":278.0,"put_vanna":0,"net_vanna":278.0,"call_oi":5431,"put_oi":0},{"strike":5.0,"call_vanna":-13.0,"put_vanna":0,"net_vanna":-13.0,"call_oi":268,"put_oi":0},{"strike":7.5,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":87,"put_oi":0}],"net_vanna":260.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":0.5,"call_charm":-139.0,"put_charm":0,"net_charm":-139.0,"call_oi":129,"put_oi":0},{"strike":1.0,"call_charm":-815.0,"put_charm":0,"net_charm":-815.0,"call_oi":130,"put_oi":0},{"strike":2.5,"call_charm":-4392.0,"put_charm":0,"net_charm":-4392.0,"call_oi":3500,"put_oi":0},{"strike":5.0,"call_charm":-4267.0,"put_charm":0,"net_charm":-4267.0,"call_oi":99,"put_oi":0},{"strike":7.5,"call_charm":-103.0,"put_charm":0,"net_charm":-103.0,"call_oi":87,"put_oi":0}],"net_charm":-9716.0,"weekend_delta_shift":-29149.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":51543.0,"put_delta":-1670.0,"net_delta":49872.0,"call_oi":3816,"put_oi":21,"total_oi":3837,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":11366.0,"put_delta":0,"net_delta":11366.0,"call_oi":130,"put_oi":0,"total_oi":130,"total_volume":95,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":44012.0,"put_delta":-2977.0,"net_delta":41034.0,"call_oi":1521,"put_oi":43,"total_oi":1564,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":17446.0,"put_delta":0,"net_delta":17446.0,"call_oi":600,"put_oi":0,"total_oi":600,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":105,"put_volume":0,"total_volume":105,"call_oi":401,"put_oi":2,"total_oi":403,"bias":"bullish"},{"strike":1.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":137,"put_oi":3,"total_oi":140,"bias":"bullish"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":2.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":5431,"put_oi":57,"total_oi":5488,"bias":"bullish"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":269,"put_oi":3,"total_oi":272,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":95,"put_oi":0,"total_oi":95,"bias":"neutral"}],"underlying_price":0.9280999898910522,"peak_call_strike":0.5,"peak_put_strike":null,"total_call_volume":108,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.08],"y":[14],"z":[[183.3]],"levels":[183.3,183.3,183.3,183.3,183.3,183.3,183.3,183.3,183.3,183.3,183.3],"min_iv":183.3,"max_iv":183.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":242.22},{"date":"2026-09-15","iv":260.79},{"date":"2026-09-16","iv":252.83},{"date":"2026-09-17","iv":264.94},{"date":"2026-09-18","iv":231.07},{"date":"2026-09-21","iv":247.31},{"date":"2026-09-22","iv":662.8},{"date":"2026-09-23","iv":1089.2},{"date":"2026-09-24","iv":734.0},{"date":"2026-09-25","iv":419.9},{"date":"2026-09-28","iv":520.6},{"date":"2026-09-29","iv":1199.2},{"date":"2026-09-30","iv":1347.3},{"date":"2026-10-01","iv":1271.4},{"date":"2026-10-02","iv":386.1}]}}