{"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":"JBI","summary":{"name":"JBI","price":4.21,"total_oi":1276,"call_oi":1064,"put_oi":212,"pc_ratio":0.199,"net_gex":961.55,"avg_iv":199.4,"iv_rank":15.0,"iv_52w_high":841.6,"iv_52w_low":85.73,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"JBI","price":4.21,"total_oi":1276,"analysis_coverage":0.7778,"avg_iv_pct":199.4,"iv_rank":15.0,"iv_52w_high_pct":841.6,"iv_52w_low_pct":85.73,"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":-155.35,"risk_reversal_30d_pp":-155.35,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.199,"put_call_oi_front_ratio":51.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.395752,"dealer_delta_normalized":-0.395752,"gex_per_100k_oi":75356.583072,"vanna_per_100k_oi":-2272.727273,"charm_per_100k_oi":11598.746082,"weekend_delta_shift_per_100k_oi":34796.238245,"iv_surface_range_pp":77.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-40.617577,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":581.13,"put_gex":-7.39,"net_gex":573.73,"call_oi":415,"put_oi":10},{"strike":5.0,"call_gex":964.09,"put_gex":-1241.39,"net_gex":-277.31,"call_oi":321,"put_oi":202},{"strike":7.5,"call_gex":662.23,"put_gex":0.0,"net_gex":662.23,"call_oi":326,"put_oi":0},{"strike":10.0,"call_gex":2.9,"put_gex":0.0,"net_gex":2.9,"call_oi":2,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":505.0,"total_value":505.0},{"strike":5.0,"call_value":1037.5,"put_value":0.0,"total_value":1037.5},{"strike":7.5,"call_value":2877.5,"put_value":0.0,"total_value":2877.5},{"strike":10.0,"call_value":5532.5,"put_value":0,"total_value":5532.5}],"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":245.3,"strike":2.5},{"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":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":228.4,"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":194.9,"strike":6.88},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2,"put_oi":102,"total_oi":104,"pc_ratio":51.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":447,"put_oi":72,"total_oi":519,"pc_ratio":0.161,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":448,"put_oi":38,"total_oi":486,"pc_ratio":0.085,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":167,"put_oi":0,"total_oi":167,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":37494.0,"put_delta_oi":-146.0,"dealer_delta":-37348.0,"call_oi":415,"put_oi":10},{"strike":5.0,"call_delta_oi":16257.0,"put_delta_oi":-15120.0,"dealer_delta":-1137.0,"call_oi":321,"put_oi":202},{"strike":7.5,"call_delta_oi":11928.0,"put_delta_oi":0,"dealer_delta":-11928.0,"call_oi":326,"put_oi":0},{"strike":10.0,"call_delta_oi":85.0,"put_delta_oi":0,"dealer_delta":-85.0,"call_oi":2,"put_oi":0}],"net_dealer_delta":-50498.0,"total_call_delta":65763.0,"total_put_delta":-15266.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":4.210000038146973,"strikes":[{"strike":2.5,"moneyness":0.5938,"type":"call","iv":0.8357,"delta":0.9032,"oi":400}]},{"expiration":"05/21/2027","underlying_price":4.210000038146973,"strikes":[{"strike":5.0,"moneyness":1.1876,"type":"call","iv":0.5707,"delta":0.4625,"oi":157}]},{"expiration":"10/16/2026","underlying_price":4.210000038146973,"strikes":[{"strike":5.0,"moneyness":1.1876,"type":"put","iv":1.0278,"delta":-0.7828,"oi":101}]},{"expiration":"11/20/2026","underlying_price":4.210000038146973,"strikes":[{"strike":5.0,"moneyness":1.1876,"type":"call","iv":1.9565,"delta":0.5479,"oi":159},{"strike":7.5,"moneyness":1.7815,"type":"call","iv":2.1246,"delta":0.3605,"oi":271}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.7828,"call_gamma":0,"put_gamma":0.359887,"call_theta":0,"put_theta":-0.0087,"call_vega":0,"put_vega":0.0023,"call_oi":0,"put_oi":101},{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.5479,"put_delta":-0.758,"call_gamma":0.132596,"put_gamma":0.358165,"call_theta":-0.0125,"put_theta":-0.0024,"call_vega":0.006,"put_vega":0.0048,"call_oi":159,"put_oi":63}],"strikes":[5.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":-155.35,"put_25d_iv":57.11,"call_25d_iv":212.46,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-34.0,"put_vanna":0,"net_vanna":-34.0,"call_oi":400,"put_oi":0},{"strike":5.0,"call_vanna":2.0,"put_vanna":-7.0,"net_vanna":-5.0,"call_oi":316,"put_oi":164},{"strike":7.5,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":271,"put_oi":0}],"net_vanna":-29.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-810.0,"put_charm":1887.0,"net_charm":1077.0,"call_oi":159,"put_oi":164},{"strike":7.5,"call_charm":-929.0,"put_charm":0,"net_charm":-929.0,"call_oi":271,"put_oi":0}],"net_charm":148.0,"weekend_delta_shift":444.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":106.0,"put_delta":-7921.0,"net_delta":-7815.0,"call_oi":2,"put_oi":102,"total_oi":104,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":19934.0,"put_delta":-4906.0,"net_delta":15028.0,"call_oi":447,"put_oi":72,"total_oi":519,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":37934.0,"put_delta":-2438.0,"net_delta":35496.0,"call_oi":448,"put_oi":38,"total_oi":486,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":7789.0,"put_delta":0,"net_delta":7789.0,"call_oi":167,"put_oi":0,"total_oi":167,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":415,"put_oi":10,"total_oi":425,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":321,"put_oi":202,"total_oi":523,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":326,"put_oi":0,"total_oi":326,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"}],"underlying_price":4.210000038146973,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.19],"y":[14,49,140],"z":[[102.78],[126.38],[49.11]],"levels":[49.1,56.8,64.6,72.3,80.0,87.7,95.5,103.2,110.9,118.7,126.4],"min_iv":49.1,"max_iv":126.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":141.79},{"date":"2026-09-15","iv":139.11},{"date":"2026-09-16","iv":142.94},{"date":"2026-09-17","iv":103.72},{"date":"2026-09-18","iv":105.86},{"date":"2026-09-21","iv":85.73},{"date":"2026-09-22","iv":559.5},{"date":"2026-09-23","iv":159.4},{"date":"2026-09-24","iv":392.0},{"date":"2026-09-25","iv":841.6},{"date":"2026-09-28","iv":293.8},{"date":"2026-09-29","iv":341.0},{"date":"2026-09-30","iv":210.5},{"date":"2026-10-01","iv":334.5},{"date":"2026-10-02","iv":199.4}]}}