{"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":"INVX","summary":{"name":"INVX","price":27.31,"total_oi":1229,"call_oi":1087,"put_oi":142,"pc_ratio":0.131,"net_gex":43221.81,"avg_iv":53.2,"iv_rank":14.6,"iv_52w_high":97.52,"iv_52w_low":45.6,"gamma_flip":25.13,"max_pain":30.0},"features":{"symbol":"INVX","price":27.31,"total_oi":1229,"analysis_coverage":0.8333,"avg_iv_pct":53.2,"iv_rank":14.6,"iv_52w_high_pct":97.52,"iv_52w_low_pct":45.6,"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":-9.31,"risk_reversal_30d_pp":-9.31,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.131,"put_call_oi_front_ratio":0.192,"put_call_volume_front_ratio":4.0,"option_volume":67,"volume_oi_ratio":0.054516,"net_delta_normalized":0.178747,"dealer_delta_normalized":-0.178755,"gex_per_100k_oi":3516827.502034,"vanna_per_100k_oi":3905.614321,"charm_per_100k_oi":-321399.511798,"weekend_delta_shift_per_100k_oi":-964279.90236,"iv_surface_range_pp":68.0,"gamma_flip_distance_pct":-7.982424,"max_pain_distance_pct":9.849872,"peak_call_distance_pct":9.849872,"peak_put_distance_pct":-8.45844},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":52.05,"put_gex":-33.85,"net_gex":18.2,"call_oi":3,"put_oi":2},{"strike":22.5,"call_gex":27.74,"put_gex":-111.64,"net_gex":-83.89,"call_oi":1,"put_oi":4},{"strike":25.0,"call_gex":972.4,"put_gex":-1761.2,"net_gex":-788.8,"call_oi":18,"put_oi":30},{"strike":30.0,"call_gex":38446.22,"put_gex":-5393.79,"net_gex":33052.42,"call_oi":665,"put_oi":85},{"strike":35.0,"call_gex":11157.85,"put_gex":-617.46,"net_gex":10540.38,"call_oi":374,"put_oi":21},{"strike":40.0,"call_gex":351.89,"put_gex":0.0,"net_gex":351.89,"call_oi":17,"put_oi":0},{"strike":45.0,"call_gex":131.61,"put_gex":0.0,"net_gex":131.61,"call_oi":9,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":1325.0,"total_value":1325.0},{"strike":22.5,"call_value":7.5,"put_value":975.0,"total_value":982.5},{"strike":25.0,"call_value":17.5,"put_value":635.0,"total_value":652.5},{"strike":30.0,"call_value":127.5,"put_value":105.0,"total_value":232.5},{"strike":35.0,"call_value":3562.5,"put_value":0.0,"total_value":3562.5},{"strike":40.0,"call_value":8867.5,"put_value":0.0,"total_value":8867.5},{"strike":45.0,"call_value":14257.5,"put_value":0,"total_value":14257.5}],"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":58.6,"strike":21.25},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":60.3,"strike":25.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":49.0,"strike":25.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":42.6,"strike":25.0},{"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":48.4,"strike":30.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":43.3,"strike":30.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":44.1,"strike":30.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":110.6,"strike":35.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":92.2,"strike":35.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":54.2,"strike":38.33}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":402},{"expiration":"11/20/2026","dte":49,"iv":0.1679,"contract_count":3,"total_oi":24},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":4,"total_oi":157},{"expiration":"03/19/2027","dte":168,"iv":0.0426,"contract_count":4,"total_oi":215}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":407,"put_oi":78,"total_oi":485,"pc_ratio":0.192,"pc_ratio_volume":4.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":21,"put_oi":5,"total_oi":26,"pc_ratio":0.238,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":236,"put_oi":31,"total_oi":267,"pc_ratio":0.131,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":423,"put_oi":28,"total_oi":451,"pc_ratio":0.066,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":263.0,"put_delta_oi":-19.0,"dealer_delta":-244.0,"call_oi":3,"put_oi":2},{"strike":22.5,"call_delta_oi":82.0,"put_delta_oi":-65.0,"dealer_delta":-17.0,"call_oi":1,"put_oi":4},{"strike":25.0,"call_delta_oi":1373.0,"put_delta_oi":-687.0,"dealer_delta":-686.0,"call_oi":18,"put_oi":30},{"strike":30.0,"call_delta_oi":20766.0,"put_delta_oi":-6513.0,"dealer_delta":-14253.0,"call_oi":665,"put_oi":85},{"strike":35.0,"call_delta_oi":8264.0,"put_delta_oi":-1833.0,"dealer_delta":-6431.0,"call_oi":374,"put_oi":21},{"strike":40.0,"call_delta_oi":243.0,"put_delta_oi":0,"dealer_delta":-243.0,"call_oi":17,"put_oi":0},{"strike":45.0,"call_delta_oi":95.0,"put_delta_oi":0,"dealer_delta":-95.0,"call_oi":9,"put_oi":0}],"net_dealer_delta":-21969.0,"total_call_delta":31086.0,"total_put_delta":-9117.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":27.309999465942383,"strikes":[{"strike":30.0,"moneyness":1.0985,"type":"call","iv":0.443,"delta":0.4606,"oi":182},{"strike":35.0,"moneyness":1.2816,"type":"call","iv":0.4521,"delta":0.276,"oi":212}]},{"expiration":"10/16/2026","underlying_price":27.309999465942383,"strikes":[{"strike":30.0,"moneyness":1.0985,"type":"call","iv":0.5303,"delta":0.1912,"oi":313}]},{"expiration":"12/18/2026","underlying_price":27.309999465942383,"strikes":[{"strike":30.0,"moneyness":1.0985,"type":"call","iv":0.4624,"delta":0.3829,"oi":151}]}],"greeks_heatmap":{"data":[{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1912,"put_delta":-0.8598,"call_gamma":0.099667,"put_gamma":0.098914,"call_theta":-0.0292,"put_theta":-0.0162,"call_vega":0.014,"put_vega":0.0115,"call_oi":313,"put_oi":58},{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1409,"put_delta":0,"call_gamma":0.039193,"put_gamma":0,"call_theta":-0.0494,"put_theta":0,"call_vega":0.0115,"put_vega":0,"call_oi":83,"put_oi":0},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3829,"put_delta":0,"call_gamma":0.066232,"put_gamma":0,"call_theta":-0.0155,"put_theta":0,"call_vega":0.0476,"put_vega":0,"call_oi":151,"put_oi":0},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.154,"put_delta":0,"call_gamma":0.040879,"put_gamma":0,"call_theta":-0.0095,"put_theta":0,"call_vega":0.0296,"put_vega":0,"call_oi":77,"put_oi":0}],"strikes":[30.0,35.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-9.31,"put_25d_iv":43.71,"call_25d_iv":53.03,"put_25d_strike":30.0,"call_25d_strike":30.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":30.0,"call_vanna":20.0,"put_vanna":-2.0,"net_vanna":18.0,"call_oi":646,"put_oi":58},{"strike":35.0,"call_vanna":30.0,"put_vanna":0,"net_vanna":30.0,"call_oi":372,"put_oi":0}],"net_vanna":48.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":30.0,"call_charm":-4556.0,"put_charm":2113.0,"net_charm":-2444.0,"call_oi":313,"put_oi":58},{"strike":35.0,"call_charm":-1507.0,"put_charm":0,"net_charm":-1507.0,"call_oi":83,"put_oi":0}],"net_charm":-3950.0,"weekend_delta_shift":-11851.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":8037.0,"put_delta":-5389.0,"net_delta":2648.0,"call_oi":407,"put_oi":78,"total_oi":485,"total_volume":30,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":675.0,"put_delta":-220.0,"net_delta":454.0,"call_oi":21,"put_oi":5,"total_oi":26,"total_volume":24,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":7416.0,"put_delta":-2073.0,"net_delta":5343.0,"call_oi":236,"put_oi":31,"total_oi":267,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":14958.0,"put_delta":-1435.0,"net_delta":13523.0,"call_oi":423,"put_oi":28,"total_oi":451,"total_volume":12,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":2,"total_oi":5,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":25.0,"call_volume":3,"put_volume":24,"total_volume":27,"call_oi":18,"put_oi":30,"total_oi":48,"bias":"bearish"},{"strike":30.0,"call_volume":9,"put_volume":24,"total_volume":33,"call_oi":665,"put_oi":85,"total_oi":750,"bias":"bearish"},{"strike":35.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":374,"put_oi":21,"total_oi":395,"bias":"bullish"},{"strike":40.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"bullish"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"}],"underlying_price":27.309999465942383,"peak_call_strike":30.0,"peak_put_strike":25.0,"total_call_volume":19,"total_put_volume":48,"volume_pc_ratio":2.526},"iv_contours":{"x":[0.92,1.1,1.28],"y":[14,49,77,168],"z":[[60.33,48.37,110.65],[null,45.37,null],[null,46.24,44.48],[null,42.68,45.21]],"levels":[42.7,49.5,56.3,63.1,69.9,76.7,83.5,90.3,97.1,103.9,110.7],"min_iv":42.7,"max_iv":110.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":97.52},{"date":"2026-09-15","iv":90.23},{"date":"2026-09-16","iv":90.39},{"date":"2026-09-17","iv":59.13},{"date":"2026-09-18","iv":65.75},{"date":"2026-09-21","iv":51.28},{"date":"2026-09-22","iv":45.6},{"date":"2026-09-23","iv":49.5},{"date":"2026-09-24","iv":48.5},{"date":"2026-09-25","iv":49.1},{"date":"2026-09-28","iv":51.0},{"date":"2026-09-29","iv":53.3},{"date":"2026-09-30","iv":54.7},{"date":"2026-10-01","iv":47.4},{"date":"2026-10-02","iv":53.2}]}}