{"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":"IRS","summary":{"name":"IRS","price":13.36,"total_oi":2062,"call_oi":1553,"put_oi":509,"pc_ratio":0.328,"net_gex":23310.67,"avg_iv":118.0,"iv_rank":25.9,"iv_52w_high":258.3,"iv_52w_low":69.0,"gamma_flip":10.01,"max_pain":12.5},"features":{"symbol":"IRS","price":13.36,"total_oi":2062,"analysis_coverage":0.8333,"avg_iv_pct":118.0,"iv_rank":25.9,"iv_52w_high_pct":258.3,"iv_52w_low_pct":69.0,"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":-148.31,"risk_reversal_30d_pp":-148.31,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.328,"put_call_oi_front_ratio":0.181,"put_call_volume_front_ratio":0.0,"option_volume":17,"volume_oi_ratio":0.008244,"net_delta_normalized":0.192859,"dealer_delta_normalized":-0.192396,"gex_per_100k_oi":1130488.360815,"vanna_per_100k_oi":1697.381183,"charm_per_100k_oi":-665179.437439,"weekend_delta_shift_per_100k_oi":-1995489.815713,"iv_surface_range_pp":27.6,"gamma_flip_distance_pct":-25.07485,"max_pain_distance_pct":-6.437126,"peak_call_distance_pct":12.275449,"peak_put_distance_pct":12.275449},"analyses":{"gamma_walls":[{"strike":7.5,"call_gex":0.0,"put_gex":-23.06,"net_gex":-23.06,"call_oi":0,"put_oi":10},{"strike":10.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":5,"put_oi":0},{"strike":12.5,"call_gex":12064.07,"put_gex":-7517.71,"net_gex":4546.36,"call_oi":513,"put_oi":407},{"strike":15.0,"call_gex":17434.9,"put_gex":-2216.39,"net_gex":15218.51,"call_oi":680,"put_oi":91},{"strike":17.5,"call_gex":2872.17,"put_gex":-12.0,"net_gex":2860.17,"call_oi":270,"put_oi":1},{"strike":20.0,"call_gex":505.03,"put_gex":0.0,"net_gex":505.03,"call_oi":53,"put_oi":0},{"strike":22.5,"call_gex":15.41,"put_gex":0.0,"net_gex":15.41,"call_oi":2,"put_oi":0},{"strike":25.0,"call_gex":188.24,"put_gex":0.0,"net_gex":188.24,"call_oi":30,"put_oi":0}],"pain_by_strike":[{"strike":7.5,"call_value":0,"put_value":2727.5,"total_value":2727.5},{"strike":10.0,"call_value":0.0,"put_value":1480.0,"total_value":1480.0},{"strike":12.5,"call_value":12.5,"put_value":232.5,"total_value":245.0},{"strike":15.0,"call_value":1307.5,"put_value":2.5,"total_value":1310.0},{"strike":17.5,"call_value":4302.5,"put_value":0.0,"total_value":4302.5},{"strike":20.0,"call_value":7972.5,"put_value":0.0,"total_value":7972.5},{"strike":22.5,"call_value":11775.0,"put_value":0.0,"total_value":11775.0},{"strike":25.0,"call_value":15582.5,"put_value":0,"total_value":15582.5}],"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":71.1,"strike":12.5},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":56.2,"strike":12.5},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":49.1,"strike":12.5},{"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":49.9,"strike":15.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":26.4,"strike":15.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":56.8,"strike":15.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":193.4,"strike":20.5},{"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":86.2,"strike":20.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":216},{"expiration":"11/20/2026","dte":49,"iv":0.3219,"contract_count":2,"total_oi":20},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":2,"total_oi":684}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":713,"put_oi":129,"total_oi":842,"pc_ratio":0.181,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":9,"put_oi":14,"total_oi":23,"pc_ratio":1.556,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":731,"put_oi":366,"total_oi":1097,"pc_ratio":0.501,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":100,"put_oi":0,"total_oi":100,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":7.5,"call_delta_oi":0,"put_delta_oi":-138.0,"dealer_delta":138.0,"call_oi":0,"put_oi":10},{"strike":12.5,"call_delta_oi":34888.0,"put_delta_oi":-13423.0,"dealer_delta":-21465.0,"call_oi":513,"put_oi":407},{"strike":15.0,"call_delta_oi":18536.0,"put_delta_oi":-8373.0,"dealer_delta":-10163.0,"call_oi":680,"put_oi":91},{"strike":17.5,"call_delta_oi":6885.0,"put_delta_oi":-68.0,"dealer_delta":-6816.0,"call_oi":270,"put_oi":1},{"strike":20.0,"call_delta_oi":909.0,"put_delta_oi":0,"dealer_delta":-909.0,"call_oi":53,"put_oi":0},{"strike":22.5,"call_delta_oi":35.0,"put_delta_oi":0,"dealer_delta":-35.0,"call_oi":2,"put_oi":0},{"strike":25.0,"call_delta_oi":422.0,"put_delta_oi":0,"dealer_delta":-422.0,"call_oi":30,"put_oi":0}],"net_dealer_delta":-39672.0,"total_call_delta":61674.0,"total_put_delta":-22002.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":13.359999656677246,"strikes":[{"strike":12.5,"moneyness":0.9356,"type":"call","iv":0.4113,"delta":0.6801,"oi":319},{"strike":12.5,"moneyness":0.9356,"type":"put","iv":0.5699,"delta":-0.3407,"oi":365},{"strike":15.0,"moneyness":1.1228,"type":"call","iv":0.4352,"delta":0.3706,"oi":354}]},{"expiration":"10/16/2026","underlying_price":13.359999656677246,"strikes":[{"strike":12.5,"moneyness":0.9356,"type":"call","iv":0.9468,"delta":0.6809,"oi":185},{"strike":15.0,"moneyness":1.1228,"type":"call","iv":0.5905,"delta":0.1661,"oi":326},{"strike":17.5,"moneyness":1.3099,"type":"call","iv":0.9348,"delta":0.0759,"oi":118}]}],"greeks_heatmap":{"data":[{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.6809,"put_delta":0,"call_gamma":0.149623,"put_gamma":0,"call_theta":-0.0337,"put_theta":0,"call_vega":0.009,"put_vega":0,"call_oi":185,"put_oi":0},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1661,"put_delta":-0.9264,"call_gamma":0.167449,"put_gamma":0.135964,"call_theta":-0.0145,"put_theta":-0.0039,"call_vega":0.0063,"put_vega":0.0035,"call_oi":326,"put_oi":87}],"strikes":[12.5,15.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-148.31,"put_25d_iv":40.69,"call_25d_iv":189.0,"put_25d_strike":15.0,"call_25d_strike":20.0,"skew":"call_skew"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-26.79,"put_25d_iv":56.99,"call_25d_iv":83.78,"put_25d_strike":12.5,"call_25d_strike":17.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":12.5,"call_vanna":-26.0,"put_vanna":23.0,"net_vanna":-4.0,"call_oi":504,"put_oi":365},{"strike":15.0,"call_vanna":29.0,"put_vanna":-2.0,"net_vanna":27.0,"call_oi":680,"put_oi":87},{"strike":17.5,"call_vanna":11.0,"put_vanna":0,"net_vanna":11.0,"call_oi":270,"put_oi":0},{"strike":20.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":53,"put_oi":0}],"net_vanna":35.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":12.5,"call_charm":-11064.0,"put_charm":0,"net_charm":-11064.0,"call_oi":185,"put_oi":0},{"strike":15.0,"call_charm":-2050.0,"put_charm":813.0,"net_charm":-1237.0,"call_oi":326,"put_oi":87},{"strike":17.5,"call_charm":-305.0,"put_charm":0,"net_charm":-305.0,"call_oi":118,"put_oi":0},{"strike":20.0,"call_charm":-1110.0,"put_charm":0,"net_charm":-1110.0,"call_oi":53,"put_oi":0}],"net_charm":-13716.0,"weekend_delta_shift":-41147.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":20253.0,"put_delta":-8920.0,"net_delta":11332.0,"call_oi":713,"put_oi":129,"total_oi":842,"total_volume":12,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":597.0,"put_delta":-594.0,"net_delta":3.0,"call_oi":9,"put_oi":14,"total_oi":23,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":36718.0,"put_delta":-12488.0,"net_delta":24230.0,"call_oi":726,"put_oi":366,"total_oi":1092,"total_volume":4,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":4106.0,"put_delta":0,"net_delta":4106.0,"call_oi":100,"put_oi":0,"total_oi":100,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":10.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"bullish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":513,"put_oi":407,"total_oi":920,"bias":"neutral"},{"strike":15.0,"call_volume":4,"put_volume":12,"total_volume":16,"call_oi":680,"put_oi":91,"total_oi":771,"bias":"bearish"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":270,"put_oi":1,"total_oi":271,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":53,"put_oi":0,"total_oi":53,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"}],"underlying_price":13.359999656677246,"peak_call_strike":15.0,"peak_put_strike":15.0,"total_call_volume":5,"total_put_volume":12,"volume_pc_ratio":2.4},"iv_contours":{"x":[0.94,1.12],"y":[14,49,105],"z":[[71.14,49.87],[46.24,null],[49.06,43.52]],"levels":[43.5,46.3,49.0,51.8,54.6,57.3,60.1,62.9,65.6,68.4,71.1],"min_iv":43.5,"max_iv":71.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":89.32},{"date":"2026-09-15","iv":110.77},{"date":"2026-09-16","iv":95.79},{"date":"2026-09-17","iv":69.0},{"date":"2026-09-18","iv":78.32},{"date":"2026-09-21","iv":81.61},{"date":"2026-09-22","iv":91.6},{"date":"2026-09-23","iv":78.3},{"date":"2026-09-24","iv":258.3},{"date":"2026-09-25","iv":121.5},{"date":"2026-09-28","iv":100.0},{"date":"2026-09-29","iv":101.4},{"date":"2026-09-30","iv":100.3},{"date":"2026-10-01","iv":131.6},{"date":"2026-10-02","iv":118.0}]}}