{"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":"ICMB","summary":{"name":"ICMB","price":0.79,"total_oi":197,"call_oi":145,"put_oi":52,"pc_ratio":0.359,"net_gex":10.33,"avg_iv":345.3,"iv_rank":100.0,"iv_52w_high":345.3,"iv_52w_low":236.08,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"ICMB","price":0.79,"total_oi":197,"analysis_coverage":0.5556,"avg_iv_pct":345.3,"iv_rank":100.0,"iv_52w_high_pct":345.3,"iv_52w_low_pct":236.08,"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":0.359,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":-0.073655,"dealer_delta_normalized":0.073655,"gex_per_100k_oi":5243.654822,"vanna_per_100k_oi":1015.228426,"charm_per_100k_oi":-39086.294416,"weekend_delta_shift_per_100k_oi":-116751.269036,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":216.455696,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":15.54,"put_gex":-13.05,"net_gex":2.49,"call_oi":85,"put_oi":52},{"strike":5.0,"call_gex":7.78,"put_gex":0.0,"net_gex":7.78,"call_oi":59,"put_oi":0},{"strike":7.5,"call_gex":0.07,"put_gex":0.0,"net_gex":0.07,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":5.0,"call_value":212.5,"put_value":0.0,"total_value":212.5},{"strike":7.5,"call_value":572.5,"put_value":0,"total_value":572.5}],"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":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":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":390.3,"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":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":140.1,"strike":2.5}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":89,"put_oi":0,"total_oi":89,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":43,"put_oi":2,"total_oi":45,"pc_ratio":0.047,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":13,"put_oi":50,"total_oi":63,"pc_ratio":3.846,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":2056.0,"put_delta_oi":-4149.0,"dealer_delta":2093.0,"call_oi":85,"put_oi":52},{"strike":5.0,"call_delta_oi":562.0,"put_delta_oi":0,"dealer_delta":-562.0,"call_oi":59,"put_oi":0},{"strike":7.5,"call_delta_oi":80.0,"put_delta_oi":0,"dealer_delta":-80.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":1451.0,"total_call_delta":2698.0,"total_put_delta":-4149.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":59,"put_oi":0}],"net_vanna":2.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-77.0,"put_charm":0,"net_charm":-77.0,"call_oi":59,"put_oi":0}],"net_charm":-77.0,"weekend_delta_shift":-230.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":911.0,"put_delta":0,"net_delta":911.0,"call_oi":89,"put_oi":0,"total_oi":89,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":571.0,"put_delta":-173.0,"net_delta":397.0,"call_oi":43,"put_oi":2,"total_oi":45,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1217.0,"put_delta":-3976.0,"net_delta":-2759.0,"call_oi":13,"put_oi":50,"total_oi":63,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":85,"put_oi":52,"total_oi":137,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":59,"put_oi":0,"total_oi":59,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":0.7900000214576721,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":255.52},{"date":"2026-09-15","iv":236.08},{"date":"2026-09-16","iv":259.92},{"date":"2026-09-17","iv":270.48},{"date":"2026-09-18","iv":268.98},{"date":"2026-09-21","iv":260.16},{"date":"2026-09-22","iv":299.6},{"date":"2026-09-23","iv":256.1},{"date":"2026-09-24","iv":299.9},{"date":"2026-09-25","iv":292.4},{"date":"2026-09-28","iv":261.1},{"date":"2026-09-29","iv":242.0},{"date":"2026-09-30","iv":312.4},{"date":"2026-10-01","iv":291.1},{"date":"2026-10-02","iv":345.3}]}}