{"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":"MCBS","summary":{"name":"MCBS","price":35.23,"total_oi":42,"call_oi":36,"put_oi":6,"pc_ratio":0.167,"net_gex":1789.85,"avg_iv":52.7,"iv_rank":11.0,"iv_52w_high":139.53,"iv_52w_low":42.0,"gamma_flip":null,"max_pain":30.0},"features":{"symbol":"MCBS","price":35.23,"total_oi":42,"analysis_coverage":0.6667,"avg_iv_pct":52.7,"iv_rank":11.0,"iv_52w_high_pct":139.53,"iv_52w_low_pct":42.0,"front_dte":14,"front_atm_iv_pct":62.6509,"back_atm_iv_pct":41.3486,"term_premium_pp":21.3023,"expected_move_front_pct":12.27,"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":0.167,"put_call_oi_front_ratio":0.071,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.424762,"dealer_delta_normalized":-0.424762,"gex_per_100k_oi":4261547.619048,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":56.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-14.845302,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":17.5,"call_gex":15.37,"put_gex":0.0,"net_gex":15.37,"call_oi":3,"put_oi":0},{"strike":30.0,"call_gex":530.78,"put_gex":-182.65,"net_gex":348.12,"call_oi":11,"put_oi":4},{"strike":35.0,"call_gex":362.03,"put_gex":-193.23,"net_gex":168.8,"call_oi":4,"put_oi":2},{"strike":40.0,"call_gex":1257.56,"put_gex":0.0,"net_gex":1257.56,"call_oi":18,"put_oi":0}],"pain_by_strike":[{"strike":17.5,"call_value":0,"put_value":85.0,"total_value":85.0},{"strike":30.0,"call_value":37.5,"put_value":10.0,"total_value":47.5},{"strike":35.0,"call_value":107.5,"put_value":0.0,"total_value":107.5},{"strike":40.0,"call_value":197.5,"put_value":0,"total_value":197.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":88.4,"strike":30.0},{"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":55.6,"strike":23.75},{"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":62.7,"strike":35.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":41.4,"strike":35.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":31.1,"strike":35.0},{"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":71.2,"strike":40.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":33.4,"strike":40.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":32.0,"strike":40.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":1},{"expiration":"11/20/2026","dte":49,"iv":0.3244,"contract_count":2,"total_oi":3},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":2,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.27,"expected_move_2std":24.55,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":15.15,"expected_move_2std":30.31,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":16.69,"expected_move_2std":33.38,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":14,"put_oi":1,"total_oi":15,"pc_ratio":0.071,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3,"put_oi":1,"total_oi":4,"pc_ratio":0.333,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":19,"put_oi":4,"total_oi":23,"pc_ratio":0.211,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":292.0,"put_delta_oi":0,"dealer_delta":-292.0,"call_oi":3,"put_oi":0},{"strike":30.0,"call_delta_oi":940.0,"put_delta_oi":-61.0,"dealer_delta":-879.0,"call_oi":11,"put_oi":4},{"strike":35.0,"call_delta_oi":225.0,"put_delta_oi":-86.0,"dealer_delta":-139.0,"call_oi":4,"put_oi":2},{"strike":40.0,"call_delta_oi":473.0,"put_delta_oi":0,"dealer_delta":-473.0,"call_oi":18,"put_oi":0}],"net_dealer_delta":-1784.0,"total_call_delta":1931.0,"total_put_delta":-147.0,"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":1034.0,"put_delta":-15.0,"net_delta":1019.0,"call_oi":14,"put_oi":1,"total_oi":15,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":130.0,"put_delta":-44.0,"net_delta":86.0,"call_oi":3,"put_oi":1,"total_oi":4,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":768.0,"put_delta":-88.0,"net_delta":679.0,"call_oi":19,"put_oi":4,"total_oi":23,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":4,"total_oi":15,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":2,"total_oi":6,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":0,"total_oi":18,"bias":"neutral"}],"underlying_price":35.22999954223633,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.85,1.14],"y":[14,105],"z":[[88.39,null],[null,31.97]],"levels":[32.0,37.6,43.3,48.9,54.5,60.2,65.8,71.5,77.1,82.7,88.4],"min_iv":32.0,"max_iv":88.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":65.62},{"date":"2026-09-15","iv":90.66},{"date":"2026-09-16","iv":139.53},{"date":"2026-09-17","iv":63.1},{"date":"2026-09-18","iv":65.91},{"date":"2026-09-21","iv":55.38},{"date":"2026-09-22","iv":50.9},{"date":"2026-09-23","iv":76.7},{"date":"2026-09-24","iv":45.9},{"date":"2026-09-25","iv":42.0},{"date":"2026-09-28","iv":54.4},{"date":"2026-09-29","iv":51.0},{"date":"2026-09-30","iv":44.5},{"date":"2026-10-01","iv":49.2},{"date":"2026-10-02","iv":52.7}]}}