{"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":"MSFX","summary":{"name":"MSFX","price":26.58,"total_oi":314,"call_oi":291,"put_oi":23,"pc_ratio":0.079,"net_gex":10424.79,"avg_iv":52.7,"iv_rank":0.0,"iv_52w_high":139.99,"iv_52w_low":52.7,"gamma_flip":18.44,"max_pain":17.0},"features":{"symbol":"MSFX","price":26.58,"total_oi":314,"analysis_coverage":0.7778,"avg_iv_pct":52.7,"iv_rank":0.0,"iv_52w_high_pct":139.99,"iv_52w_low_pct":52.7,"front_dte":14,"front_atm_iv_pct":44.7798,"back_atm_iv_pct":58.5158,"term_premium_pp":-13.736,"expected_move_front_pct":8.77,"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":0.079,"put_call_oi_front_ratio":0.25,"put_call_volume_front_ratio":0.0,"option_volume":12,"volume_oi_ratio":0.038217,"net_delta_normalized":0.523624,"dealer_delta_normalized":-0.496911,"gex_per_100k_oi":3319996.815287,"vanna_per_100k_oi":-636.942675,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":6.6,"gamma_flip_distance_pct":-30.62453,"max_pain_distance_pct":-36.042137,"peak_call_distance_pct":5.342363,"peak_put_distance_pct":-5.944319},"analyses":{"gamma_walls":[{"strike":7.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0},{"strike":10.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":6,"put_oi":0},{"strike":11.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0},{"strike":13.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":14.0,"call_gex":0.0,"put_gex":-5.94,"net_gex":-5.94,"call_oi":0,"put_oi":1},{"strike":15.0,"call_gex":0.0,"put_gex":-7.03,"net_gex":-7.03,"call_oi":4,"put_oi":1},{"strike":16.0,"call_gex":0.0,"put_gex":-16.99,"net_gex":-16.99,"call_oi":1,"put_oi":2},{"strike":17.0,"call_gex":0.0,"put_gex":-51.9,"net_gex":-51.9,"call_oi":0,"put_oi":5},{"strike":18.0,"call_gex":0.0,"put_gex":-49.74,"net_gex":-49.74,"call_oi":0,"put_oi":4},{"strike":20.0,"call_gex":596.77,"put_gex":0.0,"net_gex":596.77,"call_oi":34,"put_oi":0},{"strike":21.0,"call_gex":115.52,"put_gex":-110.88,"net_gex":4.64,"call_oi":5,"put_oi":5},{"strike":22.0,"call_gex":215.2,"put_gex":-76.52,"net_gex":138.68,"call_oi":10,"put_oi":4},{"strike":23.0,"call_gex":136.01,"put_gex":-29.72,"net_gex":106.29,"call_oi":4,"put_oi":1},{"strike":24.0,"call_gex":438.53,"put_gex":0.0,"net_gex":438.53,"call_oi":13,"put_oi":0},{"strike":25.0,"call_gex":1159.27,"put_gex":0.0,"net_gex":1159.27,"call_oi":28,"put_oi":0},{"strike":26.0,"call_gex":2910.59,"put_gex":0.0,"net_gex":2910.59,"call_oi":70,"put_oi":0},{"strike":27.0,"call_gex":2121.2,"put_gex":0.0,"net_gex":2121.2,"call_oi":30,"put_oi":0},{"strike":28.0,"call_gex":537.91,"put_gex":0.0,"net_gex":537.91,"call_oi":10,"put_oi":0},{"strike":29.0,"call_gex":55.88,"put_gex":0.0,"net_gex":55.88,"call_oi":1,"put_oi":0},{"strike":30.0,"call_gex":1819.08,"put_gex":0.0,"net_gex":1819.08,"call_oi":43,"put_oi":0},{"strike":32.0,"call_gex":37.63,"put_gex":0.0,"net_gex":37.63,"call_oi":1,"put_oi":0},{"strike":35.0,"call_gex":629.93,"put_gex":0.0,"net_gex":629.93,"call_oi":26,"put_oi":0}],"pain_by_strike":[{"strike":7.0,"call_value":0,"put_value":273.0,"total_value":273.0},{"strike":10.0,"call_value":6.0,"put_value":204.0,"total_value":210.0},{"strike":11.0,"call_value":14.0,"put_value":181.0,"total_value":195.0},{"strike":13.0,"call_value":34.0,"put_value":135.0,"total_value":169.0},{"strike":14.0,"call_value":45.0,"put_value":112.0,"total_value":157.0},{"strike":15.0,"call_value":56.0,"put_value":90.0,"total_value":146.0},{"strike":16.0,"call_value":71.0,"put_value":69.0,"total_value":140.0},{"strike":17.0,"call_value":87.0,"put_value":50.0,"total_value":137.0},{"strike":18.0,"call_value":103.0,"put_value":36.0,"total_value":139.0},{"strike":20.0,"call_value":135.0,"put_value":16.0,"total_value":151.0},{"strike":21.0,"call_value":185.0,"put_value":6.0,"total_value":191.0},{"strike":22.0,"call_value":240.0,"put_value":1.0,"total_value":241.0},{"strike":23.0,"call_value":305.0,"put_value":0.0,"total_value":305.0},{"strike":24.0,"call_value":374.0,"put_value":0.0,"total_value":374.0},{"strike":25.0,"call_value":456.0,"put_value":0.0,"total_value":456.0},{"strike":26.0,"call_value":566.0,"put_value":0.0,"total_value":566.0},{"strike":27.0,"call_value":746.0,"put_value":0.0,"total_value":746.0},{"strike":28.0,"call_value":956.0,"put_value":0.0,"total_value":956.0},{"strike":29.0,"call_value":1176.0,"put_value":0.0,"total_value":1176.0},{"strike":30.0,"call_value":1397.0,"put_value":0.0,"total_value":1397.0},{"strike":32.0,"call_value":1925.0,"put_value":0.0,"total_value":1925.0},{"strike":35.0,"call_value":2720.0,"put_value":0,"total_value":2720.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":97.2,"strike":21.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":58.8,"strike":23.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":72.2,"strike":18.56},{"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":58.3,"strike":24.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":55.0,"strike":24.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":49.3,"strike":25.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":58.8,"strike":25.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":55.8,"strike":25.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":44.8,"strike":27.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":58.5,"strike":27.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":54.1,"strike":26.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":52.5,"strike":28.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":57.9,"strike":28.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":57.3,"strike":28.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":92.8,"strike":29.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":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":60.9,"strike":30.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":59.7,"strike":31.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":57.5,"strike":30.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":18},{"expiration":"11/20/2026","dte":49,"iv":0.6892,"contract_count":4,"total_oi":15},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":5,"total_oi":97},{"expiration":"03/19/2027","dte":168,"iv":0.2523,"contract_count":3,"total_oi":22}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.77,"expected_move_2std":17.53,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":21.44,"expected_move_2std":42.88,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":24.84,"expected_move_2std":49.69,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":39.1,"expected_move_2std":78.2,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":20,"put_oi":5,"total_oi":25,"pc_ratio":0.25,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":48,"put_oi":0,"total_oi":48,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":133,"put_oi":13,"total_oi":146,"pc_ratio":0.098,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":90,"put_oi":5,"total_oi":95,"pc_ratio":0.056,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":14.0,"call_delta_oi":0,"put_delta_oi":-5.0,"dealer_delta":5.0,"call_oi":0,"put_oi":1},{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-5.0,"dealer_delta":5.0,"call_oi":0,"put_oi":1},{"strike":16.0,"call_delta_oi":0,"put_delta_oi":-13.0,"dealer_delta":13.0,"call_oi":0,"put_oi":2},{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-37.0,"dealer_delta":37.0,"call_oi":0,"put_oi":5},{"strike":18.0,"call_delta_oi":0,"put_delta_oi":-38.0,"dealer_delta":38.0,"call_oi":0,"put_oi":4},{"strike":20.0,"call_delta_oi":2945.0,"put_delta_oi":0,"dealer_delta":-2945.0,"call_oi":34,"put_oi":0},{"strike":21.0,"call_delta_oi":434.0,"put_delta_oi":-42.0,"dealer_delta":-392.0,"call_oi":5,"put_oi":5},{"strike":22.0,"call_delta_oi":772.0,"put_delta_oi":-97.0,"dealer_delta":-675.0,"call_oi":10,"put_oi":4},{"strike":23.0,"call_delta_oi":312.0,"put_delta_oi":-25.0,"dealer_delta":-288.0,"call_oi":4,"put_oi":1},{"strike":24.0,"call_delta_oi":925.0,"put_delta_oi":0,"dealer_delta":-925.0,"call_oi":13,"put_oi":0},{"strike":25.0,"call_delta_oi":1904.0,"put_delta_oi":0,"dealer_delta":-1904.0,"call_oi":28,"put_oi":0},{"strike":26.0,"call_delta_oi":4187.0,"put_delta_oi":0,"dealer_delta":-4187.0,"call_oi":70,"put_oi":0},{"strike":27.0,"call_delta_oi":1523.0,"put_delta_oi":0,"dealer_delta":-1523.0,"call_oi":30,"put_oi":0},{"strike":28.0,"call_delta_oi":444.0,"put_delta_oi":0,"dealer_delta":-444.0,"call_oi":10,"put_oi":0},{"strike":29.0,"call_delta_oi":34.0,"put_delta_oi":0,"dealer_delta":-34.0,"call_oi":1,"put_oi":0},{"strike":30.0,"call_delta_oi":1510.0,"put_delta_oi":0,"dealer_delta":-1510.0,"call_oi":43,"put_oi":0},{"strike":32.0,"call_delta_oi":24.0,"put_delta_oi":0,"dealer_delta":-24.0,"call_oi":1,"put_oi":0},{"strike":35.0,"call_delta_oi":850.0,"put_delta_oi":0,"dealer_delta":-850.0,"call_oi":26,"put_oi":0}],"net_dealer_delta":-15603.0,"total_call_delta":15864.0,"total_put_delta":-261.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":26.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5982,"put_delta":0,"call_gamma":0.058854,"put_gamma":0,"call_theta":-0.0182,"put_theta":0,"call_vega":0.0469,"put_vega":0,"call_oi":70,"put_oi":0}],"strikes":[26.0],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":26.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":70,"put_oi":0}],"net_vanna":-2.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1008.0,"put_delta":-42.0,"net_delta":967.0,"call_oi":20,"put_oi":5,"total_oi":25,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1947.0,"put_delta":0,"net_delta":1947.0,"call_oi":48,"put_oi":0,"total_oi":48,"total_volume":7,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":7610.0,"put_delta":-110.0,"net_delta":7501.0,"call_oi":120,"put_oi":13,"total_oi":133,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":5299.0,"put_delta":-110.0,"net_delta":5189.0,"call_oi":87,"put_oi":5,"total_oi":92,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":15.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":4,"put_oi":1,"total_oi":5,"bias":"bullish"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":34,"put_oi":0,"total_oi":34,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":5,"total_oi":10,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":4,"total_oi":14,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":1,"total_oi":5,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":25.0,"call_volume":1,"put_volume":4,"total_volume":5,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"bearish"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":70,"put_oi":0,"total_oi":70,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":30,"put_oi":0,"total_oi":30,"bias":"neutral"},{"strike":28.0,"call_volume":5,"put_volume":0,"total_volume":5,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"bullish"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":0,"total_oi":43,"bias":"neutral"},{"strike":32.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"bullish"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":0,"total_oi":26,"bias":"neutral"}],"underlying_price":26.579999923706055,"peak_call_strike":28.0,"peak_put_strike":25.0,"total_call_volume":8,"total_put_volume":4,"volume_pc_ratio":0.5},"iv_contours":{"x":[0.75,0.94,0.98,1.02,1.13],"y":[49,77,168],"z":[[null,null,null,null,59.24],[52.59,null,54.19,54.0,null],[53.93,55.18,null,null,null]],"levels":[52.6,53.3,53.9,54.6,55.2,55.9,56.6,57.2,57.9,58.6,59.2],"min_iv":52.6,"max_iv":59.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":98.85},{"date":"2026-09-15","iv":139.99},{"date":"2026-09-16","iv":107.12},{"date":"2026-09-17","iv":73.68},{"date":"2026-09-18","iv":78.11},{"date":"2026-09-21","iv":60.05},{"date":"2026-09-22","iv":54.6},{"date":"2026-09-23","iv":54.6},{"date":"2026-09-24","iv":57.0},{"date":"2026-09-25","iv":53.9},{"date":"2026-09-28","iv":53.7},{"date":"2026-09-29","iv":55.1},{"date":"2026-09-30","iv":54.8},{"date":"2026-10-01","iv":58.2},{"date":"2026-10-02","iv":52.7}]}}