{"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":"IXUS","summary":{"name":"IXUS","price":95.58,"total_oi":237,"call_oi":153,"put_oi":84,"pc_ratio":0.549,"net_gex":37210.34,"avg_iv":22.5,"iv_rank":4.3,"iv_52w_high":87.49,"iv_52w_low":19.6,"gamma_flip":89.51,"max_pain":90.0},"features":{"symbol":"IXUS","price":95.58,"total_oi":237,"analysis_coverage":0.6667,"avg_iv_pct":22.5,"iv_rank":4.3,"iv_52w_high_pct":87.49,"iv_52w_low_pct":19.6,"front_dte":14,"front_atm_iv_pct":23.1813,"back_atm_iv_pct":19.0231,"term_premium_pp":4.1582,"expected_move_front_pct":4.54,"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":0.549,"put_call_oi_front_ratio":0.571,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.271674,"dealer_delta_normalized":-0.267089,"gex_per_100k_oi":15700565.400844,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":24.7,"gamma_flip_distance_pct":-6.350701,"max_pain_distance_pct":-5.838041,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":78.0,"call_gex":0.0,"put_gex":-2937.35,"net_gex":-2937.35,"call_oi":4,"put_oi":34},{"strike":80.0,"call_gex":0.0,"put_gex":-204.46,"net_gex":-204.46,"call_oi":0,"put_oi":2},{"strike":81.0,"call_gex":72.69,"put_gex":-489.73,"net_gex":-417.04,"call_oi":1,"put_oi":4},{"strike":87.0,"call_gex":394.94,"put_gex":-644.41,"net_gex":-249.46,"call_oi":2,"put_oi":4},{"strike":88.0,"call_gex":1436.79,"put_gex":-1390.04,"net_gex":46.76,"call_oi":7,"put_oi":6},{"strike":89.0,"call_gex":1150.46,"put_gex":-1890.52,"net_gex":-740.06,"call_oi":4,"put_oi":8},{"strike":90.0,"call_gex":10072.86,"put_gex":-1214.81,"net_gex":8858.05,"call_oi":33,"put_oi":4},{"strike":92.0,"call_gex":0.0,"put_gex":-840.41,"net_gex":-840.41,"call_oi":0,"put_oi":3},{"strike":94.0,"call_gex":11141.87,"put_gex":-480.67,"net_gex":10661.2,"call_oi":21,"put_oi":1},{"strike":95.0,"call_gex":1758.26,"put_gex":-1592.47,"net_gex":165.79,"call_oi":2,"put_oi":3},{"strike":96.0,"call_gex":5026.59,"put_gex":-8721.7,"net_gex":-3695.12,"call_oi":11,"put_oi":13},{"strike":97.0,"call_gex":2580.57,"put_gex":-986.97,"net_gex":1593.6,"call_oi":7,"put_oi":1},{"strike":98.0,"call_gex":3946.21,"put_gex":0.0,"net_gex":3946.21,"call_oi":8,"put_oi":0},{"strike":99.0,"call_gex":5188.58,"put_gex":0.0,"net_gex":5188.58,"call_oi":11,"put_oi":0},{"strike":100.0,"call_gex":976.34,"put_gex":0.0,"net_gex":976.34,"call_oi":2,"put_oi":0},{"strike":101.0,"call_gex":11780.0,"put_gex":0.0,"net_gex":11780.0,"call_oi":28,"put_oi":0},{"strike":102.0,"call_gex":1694.53,"put_gex":0.0,"net_gex":1694.53,"call_oi":6,"put_oi":0},{"strike":103.0,"call_gex":286.11,"put_gex":0.0,"net_gex":286.11,"call_oi":1,"put_oi":0},{"strike":105.0,"call_gex":0.0,"put_gex":-235.14,"net_gex":-235.14,"call_oi":0,"put_oi":1},{"strike":106.0,"call_gex":1332.21,"put_gex":0.0,"net_gex":1332.21,"call_oi":5,"put_oi":0}],"pain_by_strike":[{"strike":78.0,"call_value":0,"put_value":637.0,"total_value":637.0},{"strike":80.0,"call_value":8.0,"put_value":537.0,"total_value":545.0},{"strike":81.0,"call_value":12.0,"put_value":489.0,"total_value":501.0},{"strike":87.0,"call_value":42.0,"put_value":225.0,"total_value":267.0},{"strike":88.0,"call_value":49.0,"put_value":185.0,"total_value":234.0},{"strike":89.0,"call_value":63.0,"put_value":151.0,"total_value":214.0},{"strike":90.0,"call_value":81.0,"put_value":125.0,"total_value":206.0},{"strike":92.0,"call_value":183.0,"put_value":81.0,"total_value":264.0},{"strike":94.0,"call_value":285.0,"put_value":43.0,"total_value":328.0},{"strike":95.0,"call_value":357.0,"put_value":25.0,"total_value":382.0},{"strike":96.0,"call_value":431.0,"put_value":10.0,"total_value":441.0},{"strike":97.0,"call_value":516.0,"put_value":8.0,"total_value":524.0},{"strike":98.0,"call_value":608.0,"put_value":7.0,"total_value":615.0},{"strike":99.0,"call_value":708.0,"put_value":6.0,"total_value":714.0},{"strike":100.0,"call_value":819.0,"put_value":5.0,"total_value":824.0},{"strike":101.0,"call_value":932.0,"put_value":4.0,"total_value":936.0},{"strike":102.0,"call_value":1073.0,"put_value":3.0,"total_value":1076.0},{"strike":103.0,"call_value":1220.0,"put_value":2.0,"total_value":1222.0},{"strike":105.0,"call_value":1516.0,"put_value":0.0,"total_value":1516.0},{"strike":106.0,"call_value":1664.0,"put_value":0,"total_value":1664.0}],"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":36.9,"strike":80.0},{"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":26.9,"strike":87.5},{"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":24.2,"strike":90.0},{"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":18.2,"strike":96.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":18.9,"strike":95.0},{"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":30.6,"strike":99.75},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":18.7,"strike":99.5},{"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":null,"strike":null},{"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":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":7,"total_oi":11},{"expiration":"11/20/2026","dte":49,"iv":0.3396,"contract_count":17,"total_oi":114},{"expiration":"02/19/2027","dte":140,"iv":0.2064,"contract_count":11,"total_oi":53},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":3,"total_oi":9}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.54,"expected_move_2std":9.08,"contract_count":6},{"expiration":"11/20/2026","dte":49,"expected_move_1std":6.97,"expected_move_2std":13.94,"contract_count":10},{"expiration":"02/19/2027","dte":140,"expected_move_1std":11.6,"expected_move_2std":23.19,"contract_count":5}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":7,"put_oi":4,"total_oi":11,"pc_ratio":0.571,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":91,"put_oi":68,"total_oi":159,"pc_ratio":0.747,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":50,"put_oi":8,"total_oi":58,"pc_ratio":0.16,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":5,"put_oi":4,"total_oi":9,"pc_ratio":0.8,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":78.0,"call_delta_oi":0,"put_delta_oi":-240.0,"dealer_delta":240.0,"call_oi":0,"put_oi":34},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-15.0,"dealer_delta":15.0,"call_oi":0,"put_oi":2},{"strike":81.0,"call_delta_oi":97.0,"put_delta_oi":-48.0,"dealer_delta":-49.0,"call_oi":1,"put_oi":4},{"strike":87.0,"call_delta_oi":173.0,"put_delta_oi":-87.0,"dealer_delta":-85.0,"call_oi":2,"put_oi":4},{"strike":88.0,"call_delta_oi":552.0,"put_delta_oi":-121.0,"dealer_delta":-430.0,"call_oi":7,"put_oi":6},{"strike":89.0,"call_delta_oi":334.0,"put_delta_oi":-187.0,"dealer_delta":-146.0,"call_oi":4,"put_oi":8},{"strike":90.0,"call_delta_oi":2650.0,"put_delta_oi":-93.0,"dealer_delta":-2557.0,"call_oi":33,"put_oi":4},{"strike":92.0,"call_delta_oi":0,"put_delta_oi":-95.0,"dealer_delta":95.0,"call_oi":0,"put_oi":3},{"strike":94.0,"call_delta_oi":1349.0,"put_delta_oi":-37.0,"dealer_delta":-1312.0,"call_oi":21,"put_oi":1},{"strike":95.0,"call_delta_oi":119.0,"put_delta_oi":-126.0,"dealer_delta":7.0,"call_oi":2,"put_oi":3},{"strike":96.0,"call_delta_oi":605.0,"put_delta_oi":-637.0,"dealer_delta":32.0,"call_oi":11,"put_oi":13},{"strike":97.0,"call_delta_oi":368.0,"put_delta_oi":-64.0,"dealer_delta":-305.0,"call_oi":7,"put_oi":1},{"strike":98.0,"call_delta_oi":343.0,"put_delta_oi":0,"dealer_delta":-343.0,"call_oi":8,"put_oi":0},{"strike":99.0,"call_delta_oi":406.0,"put_delta_oi":0,"dealer_delta":-406.0,"call_oi":11,"put_oi":0},{"strike":100.0,"call_delta_oi":54.0,"put_delta_oi":0,"dealer_delta":-54.0,"call_oi":2,"put_oi":0},{"strike":101.0,"call_delta_oi":741.0,"put_delta_oi":0,"dealer_delta":-741.0,"call_oi":28,"put_oi":0},{"strike":102.0,"call_delta_oi":214.0,"put_delta_oi":0,"dealer_delta":-214.0,"call_oi":6,"put_oi":0},{"strike":103.0,"call_delta_oi":34.0,"put_delta_oi":0,"dealer_delta":-34.0,"call_oi":1,"put_oi":0},{"strike":105.0,"call_delta_oi":0,"put_delta_oi":-68.0,"dealer_delta":68.0,"call_oi":0,"put_oi":1},{"strike":106.0,"call_delta_oi":112.0,"put_delta_oi":0,"dealer_delta":-112.0,"call_oi":5,"put_oi":0}],"net_dealer_delta":-6330.0,"total_call_delta":8148.0,"total_put_delta":-1818.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":210.0,"put_delta":-221.0,"net_delta":-11.0,"call_oi":7,"put_oi":4,"total_oi":11,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":4657.0,"put_delta":-1247.0,"net_delta":3410.0,"call_oi":87,"put_oi":68,"total_oi":155,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":3022.0,"put_delta":-262.0,"net_delta":2760.0,"call_oi":50,"put_oi":8,"total_oi":58,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":258.0,"put_delta":-87.0,"net_delta":171.0,"call_oi":5,"put_oi":4,"total_oi":9,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":78.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":34,"total_oi":38,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":81.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":87.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":4,"total_oi":6,"bias":"neutral"},{"strike":88.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":6,"total_oi":13,"bias":"neutral"},{"strike":89.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":8,"total_oi":12,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":4,"total_oi":37,"bias":"neutral"},{"strike":92.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":94.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":1,"total_oi":22,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":3,"total_oi":5,"bias":"neutral"},{"strike":96.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":13,"total_oi":24,"bias":"neutral"},{"strike":97.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":1,"total_oi":8,"bias":"neutral"},{"strike":98.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"},{"strike":99.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":101.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"},{"strike":102.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":103.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":106.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"}],"underlying_price":95.58000183105469,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.82,0.94,0.98,1.06],"y":[49,140],"z":[[41.24,21.14,18.54,20.5],[null,16.48,null,null]],"levels":[16.5,19.0,21.4,23.9,26.4,28.9,31.3,33.8,36.3,38.8,41.2],"min_iv":16.5,"max_iv":41.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":32.75},{"date":"2026-09-15","iv":36.08},{"date":"2026-09-16","iv":45.5},{"date":"2026-09-17","iv":87.49},{"date":"2026-09-18","iv":44.64},{"date":"2026-09-21","iv":21.95},{"date":"2026-09-22","iv":20.6},{"date":"2026-09-23","iv":22.3},{"date":"2026-09-24","iv":22.3},{"date":"2026-09-25","iv":19.6},{"date":"2026-09-28","iv":22.5},{"date":"2026-09-29","iv":21.3},{"date":"2026-09-30","iv":23.8},{"date":"2026-10-01","iv":22.6},{"date":"2026-10-02","iv":22.5}]}}