{"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":"MFG","summary":{"name":"MFG","price":10.89,"total_oi":2406,"call_oi":1589,"put_oi":817,"pc_ratio":0.514,"net_gex":3492.5,"avg_iv":145.9,"iv_rank":100.0,"iv_52w_high":145.9,"iv_52w_low":66.7,"gamma_flip":11.72,"max_pain":10.0},"features":{"symbol":"MFG","price":10.89,"total_oi":2406,"analysis_coverage":0.8333,"avg_iv_pct":145.9,"iv_rank":100.0,"iv_52w_high_pct":145.9,"iv_52w_low_pct":66.7,"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":121.66,"risk_reversal_30d_pp":121.66,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.514,"put_call_oi_front_ratio":0.605,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.243871,"dealer_delta_normalized":-0.237993,"gex_per_100k_oi":145157.938487,"vanna_per_100k_oi":955.943475,"charm_per_100k_oi":-6739318.37074,"weekend_delta_shift_per_100k_oi":-20217913.54946,"iv_surface_range_pp":50.7,"gamma_flip_distance_pct":7.621671,"max_pain_distance_pct":-8.172635,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":1.98,"put_gex":-19.35,"net_gex":-17.36,"call_oi":19,"put_oi":20},{"strike":7.5,"call_gex":66.08,"put_gex":-306.92,"net_gex":-240.83,"call_oi":63,"put_oi":112},{"strike":10.0,"call_gex":1812.95,"put_gex":-8810.66,"net_gex":-6997.72,"call_oi":85,"put_oi":645},{"strike":12.5,"call_gex":11240.21,"put_gex":-682.09,"net_gex":10558.12,"call_oi":1384,"put_oi":38},{"strike":15.0,"call_gex":165.56,"put_gex":-8.46,"net_gex":157.1,"call_oi":29,"put_oi":1},{"strike":17.5,"call_gex":0.0,"put_gex":-7.09,"net_gex":-7.09,"call_oi":0,"put_oi":1},{"strike":20.0,"call_gex":40.28,"put_gex":0.0,"net_gex":40.28,"call_oi":9,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":3812.5,"total_value":3812.5},{"strike":7.5,"call_value":47.5,"put_value":1820.0,"total_value":1867.5},{"strike":10.0,"call_value":252.5,"put_value":107.5,"total_value":360.0},{"strike":12.5,"call_value":670.0,"put_value":7.5,"total_value":677.5},{"strike":15.0,"call_value":4547.5,"put_value":2.5,"total_value":4550.0},{"strike":17.5,"call_value":8497.5,"put_value":0.0,"total_value":8497.5},{"strike":20.0,"call_value":12447.5,"put_value":0,"total_value":12447.5}],"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":37.9,"strike":7.5},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":92.3,"strike":10.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":34.6,"strike":10.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":42.6,"strike":10.0},{"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":239.4,"strike":13.75},{"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":41.6,"strike":12.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":696},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":1,"total_oi":1},{"expiration":"01/15/2027","dte":105,"iv":0.1381,"contract_count":2,"total_oi":23},{"expiration":"04/16/2027","dte":196,"iv":0.0218,"contract_count":1,"total_oi":10}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1277,"put_oi":773,"total_oi":2050,"pc_ratio":0.605,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":290,"put_oi":40,"total_oi":330,"pc_ratio":0.138,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":21,"put_oi":4,"total_oi":25,"pc_ratio":0.19,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":91.0,"put_delta_oi":-180.0,"dealer_delta":89.0,"call_oi":1,"put_oi":20},{"strike":7.5,"call_delta_oi":2248.0,"put_delta_oi":-2106.0,"dealer_delta":-143.0,"call_oi":23,"put_oi":112},{"strike":10.0,"call_delta_oi":7306.0,"put_delta_oi":-21141.0,"dealer_delta":13835.0,"call_oi":85,"put_oi":645},{"strike":12.5,"call_delta_oi":72014.0,"put_delta_oi":-2616.0,"dealer_delta":-69398.0,"call_oi":1384,"put_oi":38},{"strike":15.0,"call_delta_oi":1405.0,"put_delta_oi":-90.0,"dealer_delta":-1315.0,"call_oi":29,"put_oi":1},{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-76.0,"dealer_delta":76.0,"call_oi":0,"put_oi":1},{"strike":20.0,"call_delta_oi":405.0,"put_delta_oi":0,"dealer_delta":-405.0,"call_oi":9,"put_oi":0}],"net_dealer_delta":-57261.0,"total_call_delta":83470.0,"total_put_delta":-26209.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":10.890000343322754,"strikes":[{"strike":12.5,"moneyness":1.1478,"type":"call","iv":0.4364,"delta":0.336,"oi":249}]},{"expiration":"10/16/2026","underlying_price":10.890000343322754,"strikes":[{"strike":10.0,"moneyness":0.9183,"type":"put","iv":1.5315,"delta":-0.3283,"oi":638}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9319,"put_delta":-0.3283,"call_gamma":0.203197,"put_gamma":0.114812,"call_theta":-0.0043,"put_theta":-0.0432,"call_vega":0.0027,"put_vega":0.0074,"call_oi":58,"put_oi":638},{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0.5609,"put_delta":0,"call_gamma":0.0519,"put_gamma":0,"call_theta":-0.1156,"put_theta":0,"call_vega":0.0081,"put_vega":0,"call_oi":1134,"put_oi":0}],"strikes":[10.0,12.5],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":121.66,"put_25d_iv":153.15,"call_25d_iv":31.49,"put_25d_strike":10.0,"call_25d_strike":10.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":112},{"strike":10.0,"call_vanna":-1.0,"put_vanna":15.0,"net_vanna":14.0,"call_oi":58,"put_oi":638},{"strike":12.5,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":1383,"put_oi":0}],"net_vanna":23.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":0,"put_charm":6616.0,"net_charm":6616.0,"call_oi":0,"put_oi":112},{"strike":10.0,"call_charm":-613.0,"put_charm":23609.0,"net_charm":22996.0,"call_oi":58,"put_oi":638},{"strike":12.5,"call_charm":-191759.0,"put_charm":0,"net_charm":-191759.0,"call_oi":1134,"put_oi":0}],"net_charm":-162148.0,"weekend_delta_shift":-486443.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":70419.0,"put_delta":-23491.0,"net_delta":46928.0,"call_oi":1221,"put_oi":773,"total_oi":1994,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":78.0,"put_delta":0,"net_delta":78.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":11731.0,"put_delta":-2468.0,"net_delta":9263.0,"call_oi":288,"put_oi":40,"total_oi":328,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1242.0,"put_delta":-250.0,"net_delta":992.0,"call_oi":21,"put_oi":4,"total_oi":25,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":19,"put_oi":20,"total_oi":39,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":63,"put_oi":112,"total_oi":175,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":85,"put_oi":645,"total_oi":730,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1384,"put_oi":38,"total_oi":1422,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":29,"put_oi":1,"total_oi":30,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"}],"underlying_price":10.890000343322754,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.92,1.15],"y":[14,105],"z":[[92.32,null],[46.09,41.62]],"levels":[41.6,46.7,51.8,56.8,61.9,67.0,72.0,77.1,82.2,87.2,92.3],"min_iv":41.6,"max_iv":92.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":100.16},{"date":"2026-09-15","iv":111.75},{"date":"2026-09-16","iv":117.2},{"date":"2026-09-17","iv":84.21},{"date":"2026-09-18","iv":103.38},{"date":"2026-09-21","iv":66.91},{"date":"2026-09-22","iv":82.0},{"date":"2026-09-23","iv":96.2},{"date":"2026-09-24","iv":99.4},{"date":"2026-09-25","iv":91.2},{"date":"2026-09-28","iv":86.6},{"date":"2026-09-29","iv":66.7},{"date":"2026-09-30","iv":137.1},{"date":"2026-10-01","iv":102.2},{"date":"2026-10-02","iv":145.9}]}}