{"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":"MPB","summary":{"name":"MPB","price":36.4,"total_oi":198,"call_oi":194,"put_oi":4,"pc_ratio":0.021,"net_gex":14435.81,"avg_iv":48.7,"iv_rank":18.0,"iv_52w_high":125.71,"iv_52w_low":31.8,"gamma_flip":null,"max_pain":25.0},"features":{"symbol":"MPB","price":36.4,"total_oi":198,"analysis_coverage":0.7222,"avg_iv_pct":48.7,"iv_rank":18.0,"iv_52w_high_pct":125.71,"iv_52w_low_pct":31.8,"front_dte":14,"front_atm_iv_pct":71.229,"back_atm_iv_pct":25.2459,"term_premium_pp":45.9831,"expected_move_front_pct":13.95,"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":0.021,"put_call_oi_front_ratio":0.011,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.005051,"net_delta_normalized":0.5095,"dealer_delta_normalized":-0.360253,"gex_per_100k_oi":7290813.131313,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":47.4,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-31.318681,"peak_call_distance_pct":9.89011,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":130.78,"put_gex":-36.43,"net_gex":94.35,"call_oi":7,"put_oi":2},{"strike":30.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":58,"put_oi":0},{"strike":35.0,"call_gex":9459.45,"put_gex":0.0,"net_gex":9459.45,"call_oi":76,"put_oi":0},{"strike":40.0,"call_gex":5021.97,"put_gex":-139.95,"net_gex":4882.02,"call_oi":53,"put_oi":2}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":30.0,"total_value":30.0},{"strike":30.0,"call_value":35.0,"put_value":20.0,"total_value":55.0},{"strike":35.0,"call_value":360.0,"put_value":10.0,"total_value":370.0},{"strike":40.0,"call_value":1065.0,"put_value":0,"total_value":1065.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":174.1,"strike":25.0},{"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":65.5,"strike":25.0},{"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":71.2,"strike":35.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":25.2,"strike":35.0},{"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":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":31.8,"strike":40.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":36.9,"strike":40.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":23.8,"strike":40.0},{"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":2,"total_oi":26},{"expiration":"11/20/2026","dte":49,"iv":0.2637,"contract_count":2,"total_oi":66},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":1,"total_oi":37},{"expiration":"04/16/2027","dte":196,"iv":0.2019,"contract_count":2,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":13.95,"expected_move_2std":27.9,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":9.25,"expected_move_2std":18.5,"contract_count":1},{"expiration":"04/16/2027","dte":196,"expected_move_1std":20.51,"expected_move_2std":41.02,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":90,"put_oi":1,"total_oi":91,"pc_ratio":0.011,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":66,"put_oi":0,"total_oi":66,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":37,"put_oi":2,"total_oi":39,"pc_ratio":0.054,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":1,"put_oi":1,"total_oi":2,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":25.0,"call_delta_oi":634.0,"put_delta_oi":-20.0,"dealer_delta":-614.0,"call_oi":7,"put_oi":2},{"strike":35.0,"call_delta_oi":5195.0,"put_delta_oi":0,"dealer_delta":-5195.0,"call_oi":76,"put_oi":0},{"strike":40.0,"call_delta_oi":1476.0,"put_delta_oi":-152.0,"dealer_delta":-1324.0,"call_oi":53,"put_oi":2}],"net_dealer_delta":-7133.0,"total_call_delta":7305.0,"total_put_delta":-172.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":58,"put_oi":0}],"strikes":[30.0],"dtes":[14]},"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":2245.0,"put_delta":-94.0,"net_delta":2151.0,"call_oi":32,"put_oi":1,"total_oi":33,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":3960.0,"put_delta":0,"net_delta":3960.0,"call_oi":66,"put_oi":0,"total_oi":66,"total_volume":1,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1034.0,"put_delta":-20.0,"net_delta":1014.0,"call_oi":37,"put_oi":2,"total_oi":39,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":66.0,"put_delta":-58.0,"net_delta":8.0,"call_oi":1,"put_oi":1,"total_oi":2,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":2,"total_oi":9,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":58,"put_oi":0,"total_oi":58,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":0,"total_oi":76,"bias":"neutral"},{"strike":40.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":53,"put_oi":2,"total_oi":55,"bias":"bullish"}],"underlying_price":36.400001525878906,"peak_call_strike":40.0,"peak_put_strike":null,"total_call_volume":1,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.96,1.1],"y":[14,49,105],"z":[[71.23,null],[25.25,36.94],[null,23.78]],"levels":[23.8,28.5,33.3,38.0,42.8,47.5,52.2,57.0,61.7,66.5,71.2],"min_iv":23.8,"max_iv":71.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":94.52},{"date":"2026-09-15","iv":105.69},{"date":"2026-09-16","iv":125.71},{"date":"2026-09-17","iv":63.04},{"date":"2026-09-18","iv":59.81},{"date":"2026-09-21","iv":62.41},{"date":"2026-09-22","iv":45.6},{"date":"2026-09-23","iv":58.4},{"date":"2026-09-24","iv":58.6},{"date":"2026-09-25","iv":31.8},{"date":"2026-09-28","iv":55.9},{"date":"2026-09-29","iv":57.2},{"date":"2026-09-30","iv":70.0},{"date":"2026-10-01","iv":46.8},{"date":"2026-10-02","iv":48.7}]}}