{"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":"IVA","summary":{"name":"IVA","price":3.56,"total_oi":54535,"call_oi":53499,"put_oi":1036,"pc_ratio":0.019,"net_gex":42135.52,"avg_iv":492.3,"iv_rank":100.0,"iv_52w_high":492.3,"iv_52w_low":240.73,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"IVA","price":3.56,"total_oi":54535,"analysis_coverage":0.7778,"avg_iv_pct":492.3,"iv_rank":100.0,"iv_52w_high_pct":492.3,"iv_52w_low_pct":240.73,"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":1.85,"risk_reversal_30d_pp":1.85,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.019,"put_call_oi_front_ratio":1.95,"put_call_volume_front_ratio":0.0,"option_volume":793,"volume_oi_ratio":0.014541,"net_delta_normalized":0.636821,"dealer_delta_normalized":-0.635245,"gex_per_100k_oi":77263.262125,"vanna_per_100k_oi":-3551.847437,"charm_per_100k_oi":-9056.569176,"weekend_delta_shift_per_100k_oi":-27169.707527,"iv_surface_range_pp":87.7,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-29.775281,"peak_call_distance_pct":40.449438,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":10431.49,"put_gex":-411.92,"net_gex":10019.56,"call_oi":20705,"put_oi":662},{"strike":5.0,"call_gex":6934.29,"put_gex":-376.55,"net_gex":6557.74,"call_oi":8702,"put_oi":340},{"strike":7.5,"call_gex":86.97,"put_gex":-12.32,"net_gex":74.65,"call_oi":454,"put_oi":10},{"strike":10.0,"call_gex":25511.94,"put_gex":-28.38,"net_gex":25483.56,"call_oi":23638,"put_oi":24}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":1080.0,"total_value":1080.0},{"strike":5.0,"call_value":51762.5,"put_value":145.0,"total_value":51907.5},{"strike":7.5,"call_value":125280.0,"put_value":60.0,"total_value":125340.0},{"strike":10.0,"call_value":199932.5,"put_value":0,"total_value":199932.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":197.4,"strike":2.5},{"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":320.3,"strike":2.5},{"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":164.0,"strike":5.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":294.7,"strike":7.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":280.0,"strike":6.25}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":100,"put_oi":195,"total_oi":295,"pc_ratio":1.95,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":828,"put_oi":365,"total_oi":1193,"pc_ratio":0.441,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1350,"put_oi":0,"total_oi":1350,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":50281,"put_oi":330,"total_oi":50611,"pc_ratio":0.007,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":500,"put_oi":11,"total_oi":511,"pc_ratio":0.022,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":440,"put_oi":135,"total_oi":575,"pc_ratio":0.307,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":1762723.0,"put_delta_oi":-3606.0,"dealer_delta":-1759116.0,"call_oi":20705,"put_oi":527},{"strike":5.0,"call_delta_oi":619637.0,"put_delta_oi":-12564.0,"dealer_delta":-607073.0,"call_oi":8702,"put_oi":340},{"strike":7.5,"call_delta_oi":41170.0,"put_delta_oi":-529.0,"dealer_delta":-40641.0,"call_oi":454,"put_oi":10},{"strike":10.0,"call_delta_oi":1059094.0,"put_delta_oi":-1617.0,"dealer_delta":-1057477.0,"call_oi":23638,"put_oi":24}],"net_dealer_delta":-3464307.0,"total_call_delta":3482623.0,"total_put_delta":-18316.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":3.559999942779541,"strikes":[{"strike":5.0,"moneyness":1.4045,"type":"call","iv":2.9975,"delta":0.7242,"oi":6376},{"strike":5.0,"moneyness":1.4045,"type":"put","iv":2.2886,"delta":-0.3659,"oi":324},{"strike":10.0,"moneyness":2.809,"type":"call","iv":2.4467,"delta":0.4489,"oi":23364}]},{"expiration":"02/19/2027","underlying_price":3.559999942779541,"strikes":[{"strike":2.5,"moneyness":0.7022,"type":"call","iv":2.8505,"delta":0.8621,"oi":155},{"strike":5.0,"moneyness":1.4045,"type":"call","iv":2.7981,"delta":0.7505,"oi":277}]},{"expiration":"05/21/2027","underlying_price":3.559999942779541,"strikes":[{"strike":2.5,"moneyness":0.7022,"type":"call","iv":1.8615,"delta":0.8404,"oi":155}]},{"expiration":"10/16/2026","underlying_price":3.559999942779541,"strikes":[{"strike":2.5,"moneyness":0.7022,"type":"put","iv":1.9737,"delta":-0.1273,"oi":193}]},{"expiration":"11/20/2026","underlying_price":3.559999942779541,"strikes":[{"strike":5.0,"moneyness":1.4045,"type":"call","iv":2.9862,"delta":0.5921,"oi":544}]}],"greeks_heatmap":{"data":[{"strike":2.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.1273,"call_gamma":0,"put_gamma":0.157223,"call_theta":0,"put_theta":-0.0106,"call_vega":0,"put_vega":0.0014,"call_oi":0,"put_oi":193},{"strike":2.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.0318,"call_gamma":0,"put_gamma":0.00572,"call_theta":0,"put_theta":-0.009,"call_vega":0,"put_vega":0.0009,"call_oi":0,"put_oi":326}],"strikes":[2.5],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":1.85,"put_25d_iv":197.37,"call_25d_iv":195.52,"put_25d_strike":2.5,"call_25d_strike":5.0,"skew":"neutral"},{"expiration":"01/15/2027","dte":105,"risk_reversal":-15.81,"put_25d_iv":228.86,"call_25d_iv":244.67,"put_25d_strike":5.0,"call_25d_strike":10.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-1808.0,"put_vanna":14.0,"net_vanna":-1794.0,"call_oi":20697,"put_oi":519},{"strike":5.0,"call_vanna":-642.0,"put_vanna":17.0,"net_vanna":-624.0,"call_oi":8702,"put_oi":324},{"strike":7.5,"call_vanna":-34.0,"put_vanna":0,"net_vanna":-34.0,"call_oi":383,"put_oi":0},{"strike":10.0,"call_vanna":515.0,"put_vanna":0,"net_vanna":515.0,"call_oi":23620,"put_oi":0}],"net_vanna":-1937.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":0,"put_charm":746.0,"net_charm":746.0,"call_oi":0,"put_oi":519},{"strike":5.0,"call_charm":-4697.0,"put_charm":0,"net_charm":-4697.0,"call_oi":643,"put_oi":0},{"strike":10.0,"call_charm":-988.0,"put_charm":0,"net_charm":-988.0,"call_oi":256,"put_oi":0}],"net_charm":-4939.0,"weekend_delta_shift":-14817.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":2398.0,"put_delta":-2635.0,"net_delta":-237.0,"call_oi":100,"put_oi":195,"total_oi":295,"total_volume":8,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":43294.0,"put_delta":-3285.0,"net_delta":40010.0,"call_oi":828,"put_oi":365,"total_oi":1193,"total_volume":24,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":97135.0,"put_delta":0,"net_delta":97135.0,"call_oi":1350,"put_oi":0,"total_oi":1350,"total_volume":660,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":3260168.0,"put_delta":-11938.0,"net_delta":3248230.0,"call_oi":50281,"put_oi":330,"total_oi":50611,"total_volume":96,"bias":"bullish"},{"expiration":"02/19/2027","dte":140,"call_delta":40114.0,"put_delta":-459.0,"net_delta":39655.0,"call_oi":500,"put_oi":11,"total_oi":511,"total_volume":3,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":39515.0,"put_delta":0,"net_delta":39515.0,"call_oi":440,"put_oi":0,"total_oi":440,"total_volume":2,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":20705,"put_oi":662,"total_oi":21367,"bias":"bullish"},{"strike":5.0,"call_volume":779,"put_volume":0,"total_volume":779,"call_oi":8702,"put_oi":340,"total_oi":9042,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":454,"put_oi":10,"total_oi":464,"bias":"neutral"},{"strike":10.0,"call_volume":9,"put_volume":0,"total_volume":9,"call_oi":23638,"put_oi":24,"total_oi":23662,"bias":"bullish"}],"underlying_price":3.559999942779541,"peak_call_strike":5.0,"peak_put_strike":null,"total_call_volume":793,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.7],"y":[14,140],"z":[[197.37],[285.05]],"levels":[197.4,206.1,214.9,223.7,232.4,241.2,250.0,258.7,267.5,276.3,285.1],"min_iv":197.4,"max_iv":285.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":308.91},{"date":"2026-09-15","iv":270.18},{"date":"2026-09-16","iv":311.88},{"date":"2026-09-17","iv":333.07},{"date":"2026-09-18","iv":240.73},{"date":"2026-09-21","iv":290.42},{"date":"2026-09-22","iv":380.1},{"date":"2026-09-23","iv":362.7},{"date":"2026-09-24","iv":388.5},{"date":"2026-09-25","iv":297.0},{"date":"2026-09-28","iv":349.3},{"date":"2026-09-29","iv":414.1},{"date":"2026-09-30","iv":326.5},{"date":"2026-10-01","iv":358.1},{"date":"2026-10-02","iv":492.3}]}}