{"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":"INGN","summary":{"name":"INGN","price":5.97,"total_oi":4011,"call_oi":3449,"put_oi":562,"pc_ratio":0.163,"net_gex":12294.22,"avg_iv":350.8,"iv_rank":56.2,"iv_52w_high":548.0,"iv_52w_low":97.33,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"INGN","price":5.97,"total_oi":4011,"analysis_coverage":0.7778,"avg_iv_pct":350.8,"iv_rank":56.2,"iv_52w_high_pct":548.0,"iv_52w_low_pct":97.33,"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":-6.62,"risk_reversal_30d_pp":-6.62,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.163,"put_call_oi_front_ratio":0.069,"put_call_volume_front_ratio":0.0,"option_volume":275,"volume_oi_ratio":0.068561,"net_delta_normalized":0.476226,"dealer_delta_normalized":-0.475395,"gex_per_100k_oi":306512.590376,"vanna_per_100k_oi":1545.74919,"charm_per_100k_oi":-1261331.338818,"weekend_delta_shift_per_100k_oi":-3783994.016455,"iv_surface_range_pp":65.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-16.247906,"peak_call_distance_pct":-16.247906,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":4.9,"put_gex":0.0,"net_gex":4.9,"call_oi":15,"put_oi":0},{"strike":5.0,"call_gex":5209.2,"put_gex":-3206.54,"net_gex":2002.67,"call_oi":870,"put_oi":552},{"strike":7.5,"call_gex":9939.45,"put_gex":-70.1,"net_gex":9869.34,"call_oi":1713,"put_oi":10},{"strike":10.0,"call_gex":330.82,"put_gex":0.0,"net_gex":330.82,"call_oi":736,"put_oi":0},{"strike":12.5,"call_gex":86.5,"put_gex":0.0,"net_gex":86.5,"call_oi":115,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":1430.0,"total_value":1430.0},{"strike":5.0,"call_value":37.5,"put_value":25.0,"total_value":62.5},{"strike":7.5,"call_value":2250.0,"put_value":0.0,"total_value":2250.0},{"strike":10.0,"call_value":8745.0,"put_value":0.0,"total_value":8745.0},{"strike":12.5,"call_value":17080.0,"put_value":0,"total_value":17080.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":167.2,"strike":4.17},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":116.6,"strike":5.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":58.2,"strike":5.0},{"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":369.4,"strike":8.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":69.8,"strike":7.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":147.5,"strike":9.17}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":668,"put_oi":46,"total_oi":714,"pc_ratio":0.069,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":479,"put_oi":1,"total_oi":480,"pc_ratio":0.002,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1737,"put_oi":310,"total_oi":2047,"pc_ratio":0.178,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":565,"put_oi":205,"total_oi":770,"pc_ratio":0.363,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":783.0,"put_delta_oi":0,"dealer_delta":-783.0,"call_oi":8,"put_oi":0},{"strike":5.0,"call_delta_oi":68647.0,"put_delta_oi":-11783.0,"dealer_delta":-56863.0,"call_oi":870,"put_oi":552},{"strike":7.5,"call_delta_oi":57765.0,"put_delta_oi":-751.0,"dealer_delta":-57014.0,"call_oi":1713,"put_oi":10},{"strike":10.0,"call_delta_oi":66750.0,"put_delta_oi":0,"dealer_delta":-66750.0,"call_oi":736,"put_oi":0},{"strike":12.5,"call_delta_oi":9271.0,"put_delta_oi":0,"dealer_delta":-9271.0,"call_oi":115,"put_oi":0}],"net_dealer_delta":-190681.0,"total_call_delta":203215.0,"total_put_delta":-12534.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":5.96999979019165,"strikes":[{"strike":5.0,"moneyness":0.8375,"type":"call","iv":0.6535,"delta":0.7473,"oi":129},{"strike":5.0,"moneyness":0.8375,"type":"put","iv":0.6077,"delta":-0.2469,"oi":205},{"strike":7.5,"moneyness":1.2563,"type":"call","iv":0.574,"delta":0.3656,"oi":257}]},{"expiration":"10/16/2026","underlying_price":5.96999979019165,"strikes":[{"strike":5.0,"moneyness":0.8375,"type":"call","iv":1.0112,"delta":0.8491,"oi":105}]},{"expiration":"11/20/2026","underlying_price":5.96999979019165,"strikes":[{"strike":7.5,"moneyness":1.2563,"type":"call","iv":0.6975,"delta":0.2256,"oi":479}]},{"expiration":"12/18/2026","underlying_price":5.96999979019165,"strikes":[{"strike":5.0,"moneyness":0.8375,"type":"call","iv":0.6217,"delta":0.7876,"oi":636},{"strike":5.0,"moneyness":0.8375,"type":"put","iv":0.5422,"delta":-0.1905,"oi":300},{"strike":7.5,"moneyness":1.2563,"type":"call","iv":0.6084,"delta":0.2575,"oi":522}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8491,"put_delta":0,"call_gamma":0.205494,"put_gamma":0,"call_theta":-0.0107,"put_theta":0,"call_vega":0.0026,"put_vega":0,"call_oi":105,"put_oi":0},{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0.5302,"put_delta":0,"call_gamma":0.088473,"put_gamma":0,"call_theta":-0.069,"put_theta":0,"call_vega":0.0045,"put_vega":0,"call_oi":455,"put_oi":0},{"strike":7.5,"dte":49,"expiration":"11/20/2026","call_delta":0.2256,"put_delta":0,"call_gamma":0.198904,"put_gamma":0,"call_theta":-0.0049,"put_theta":0,"call_vega":0.0065,"put_vega":0,"call_oi":479,"put_oi":0},{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7876,"put_delta":-0.1905,"call_gamma":0.171321,"put_gamma":0.184008,"call_theta":-0.0036,"put_theta":-0.0025,"call_vega":0.0079,"put_vega":0.0074,"call_oi":636,"put_oi":300},{"strike":7.5,"dte":77,"expiration":"12/18/2026","call_delta":0.2575,"put_delta":0,"call_gamma":0.194724,"put_gamma":0,"call_theta":-0.0037,"put_theta":0,"call_vega":0.0088,"put_vega":0,"call_oi":522,"put_oi":0}],"strikes":[5.0,7.5],"dtes":[14,49,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":-6.62,"put_25d_iv":54.22,"call_25d_iv":60.84,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":3.38,"put_25d_iv":60.77,"call_25d_iv":57.4,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-65.0,"put_vanna":45.0,"net_vanna":-20.0,"call_oi":870,"put_oi":505},{"strike":7.5,"call_vanna":81.0,"put_vanna":0,"net_vanna":81.0,"call_oi":1713,"put_oi":0},{"strike":10.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":736,"put_oi":0},{"strike":12.5,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":115,"put_oi":0}],"net_vanna":62.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-2493.0,"put_charm":0,"net_charm":-2493.0,"call_oi":105,"put_oi":0},{"strike":7.5,"call_charm":-43792.0,"put_charm":0,"net_charm":-43792.0,"call_oi":934,"put_oi":0},{"strike":10.0,"call_charm":-4307.0,"put_charm":0,"net_charm":-4307.0,"call_oi":100,"put_oi":0}],"net_charm":-50592.0,"weekend_delta_shift":-151776.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":36971.0,"put_delta":-981.0,"net_delta":35990.0,"call_oi":668,"put_oi":46,"total_oi":714,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":10806.0,"put_delta":-26.0,"net_delta":10780.0,"call_oi":479,"put_oi":1,"total_oi":480,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":119201.0,"put_delta":-6465.0,"net_delta":112736.0,"call_oi":1737,"put_oi":310,"total_oi":2047,"total_volume":200,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":36237.0,"put_delta":-5062.0,"net_delta":31175.0,"call_oi":558,"put_oi":205,"total_oi":763,"total_volume":75,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":0,"total_oi":15,"bias":"neutral"},{"strike":5.0,"call_volume":200,"put_volume":0,"total_volume":200,"call_oi":870,"put_oi":552,"total_oi":1422,"bias":"bullish"},{"strike":7.5,"call_volume":75,"put_volume":0,"total_volume":75,"call_oi":1713,"put_oi":10,"total_oi":1723,"bias":"bullish"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":736,"put_oi":0,"total_oi":736,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":115,"put_oi":0,"total_oi":115,"bias":"neutral"}],"underlying_price":5.96999979019165,"peak_call_strike":5.0,"peak_put_strike":null,"total_call_volume":275,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.84,1.26],"y":[14,49,77,168],"z":[[122.36,null],[null,69.75],[58.2,60.84],[63.06,57.4]],"levels":[57.4,63.9,70.4,76.9,83.4,89.9,96.4,102.9,109.4,115.9,122.4],"min_iv":57.4,"max_iv":122.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":156.94},{"date":"2026-09-15","iv":111.71},{"date":"2026-09-16","iv":181.48},{"date":"2026-09-17","iv":97.33},{"date":"2026-09-18","iv":162.82},{"date":"2026-09-21","iv":156.85},{"date":"2026-09-22","iv":170.7},{"date":"2026-09-23","iv":141.6},{"date":"2026-09-24","iv":104.9},{"date":"2026-09-25","iv":144.1},{"date":"2026-09-28","iv":165.2},{"date":"2026-09-29","iv":270.3},{"date":"2026-09-30","iv":548.0},{"date":"2026-10-01","iv":97.9},{"date":"2026-10-02","iv":350.8}]}}