{"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":"NGS","summary":{"name":"NGS","price":33.17,"total_oi":1248,"call_oi":828,"put_oi":420,"pc_ratio":0.507,"net_gex":15380.28,"avg_iv":71.3,"iv_rank":47.7,"iv_52w_high":85.2,"iv_52w_low":58.64,"gamma_flip":34.42,"max_pain":35.0},"features":{"symbol":"NGS","price":33.17,"total_oi":1248,"analysis_coverage":0.8889,"avg_iv_pct":71.3,"iv_rank":47.7,"iv_52w_high_pct":85.2,"iv_52w_low_pct":58.64,"front_dte":14,"front_atm_iv_pct":66.2251,"back_atm_iv_pct":40.6265,"term_premium_pp":25.5986,"expected_move_front_pct":12.97,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-11.33,"risk_reversal_30d_pp":-11.33,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.507,"put_call_oi_front_ratio":0.344,"put_call_volume_front_ratio":0.0,"option_volume":7,"volume_oi_ratio":0.005609,"net_delta_normalized":0.106311,"dealer_delta_normalized":-0.104607,"gex_per_100k_oi":1232394.230769,"vanna_per_100k_oi":2483.974359,"charm_per_100k_oi":-960897.435897,"weekend_delta_shift_per_100k_oi":-2882692.307692,"iv_surface_range_pp":62.8,"gamma_flip_distance_pct":3.768465,"max_pain_distance_pct":5.517033,"peak_call_distance_pct":5.517033,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":0.0,"put_gex":-33.54,"net_gex":-33.54,"call_oi":0,"put_oi":3},{"strike":22.5,"call_gex":14.14,"put_gex":-1283.93,"net_gex":-1269.79,"call_oi":1,"put_oi":97},{"strike":25.0,"call_gex":0.0,"put_gex":-2390.56,"net_gex":-2390.56,"call_oi":20,"put_oi":107},{"strike":27.5,"call_gex":30.47,"put_gex":-1572.5,"net_gex":-1542.03,"call_oi":1,"put_oi":44},{"strike":30.0,"call_gex":371.2,"put_gex":-1398.73,"net_gex":-1027.52,"call_oi":5,"put_oi":23},{"strike":32.5,"call_gex":173.3,"put_gex":-3597.76,"net_gex":-3424.46,"call_oi":3,"put_oi":50},{"strike":35.0,"call_gex":17453.69,"put_gex":-4870.3,"net_gex":12583.39,"call_oi":310,"put_oi":58},{"strike":37.5,"call_gex":1343.11,"put_gex":-1599.3,"net_gex":-256.18,"call_oi":25,"put_oi":24},{"strike":40.0,"call_gex":879.86,"put_gex":-344.8,"net_gex":535.06,"call_oi":20,"put_oi":10},{"strike":42.5,"call_gex":2786.84,"put_gex":-91.34,"net_gex":2695.5,"call_oi":80,"put_oi":4},{"strike":45.0,"call_gex":5746.76,"put_gex":0.0,"net_gex":5746.76,"call_oi":189,"put_oi":0},{"strike":47.5,"call_gex":2708.56,"put_gex":0.0,"net_gex":2708.56,"call_oi":113,"put_oi":0},{"strike":50.0,"call_gex":85.88,"put_gex":0.0,"net_gex":85.88,"call_oi":4,"put_oi":0},{"strike":55.0,"call_gex":792.57,"put_gex":0.0,"net_gex":792.57,"call_oi":47,"put_oi":0},{"strike":60.0,"call_gex":176.65,"put_gex":0.0,"net_gex":176.65,"call_oi":10,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":3542.5,"total_value":3542.5},{"strike":22.5,"call_value":0.0,"put_value":2500.0,"total_value":2500.0},{"strike":25.0,"call_value":2.5,"put_value":1700.0,"total_value":1702.5},{"strike":27.5,"call_value":55.0,"put_value":1167.5,"total_value":1222.5},{"strike":30.0,"call_value":110.0,"put_value":745.0,"total_value":855.0},{"strike":32.5,"call_value":177.5,"put_value":380.0,"total_value":557.5},{"strike":35.0,"call_value":252.5,"put_value":140.0,"total_value":392.5},{"strike":37.5,"call_value":1102.5,"put_value":45.0,"total_value":1147.5},{"strike":40.0,"call_value":2015.0,"put_value":10.0,"total_value":2025.0},{"strike":42.5,"call_value":2977.5,"put_value":0.0,"total_value":2977.5},{"strike":45.0,"call_value":4140.0,"put_value":0.0,"total_value":4140.0},{"strike":47.5,"call_value":5775.0,"put_value":0.0,"total_value":5775.0},{"strike":50.0,"call_value":7692.5,"put_value":0.0,"total_value":7692.5},{"strike":55.0,"call_value":11547.5,"put_value":0.0,"total_value":11547.5},{"strike":60.0,"call_value":15637.5,"put_value":0,"total_value":15637.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":159.1,"strike":24.38},{"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":45.5,"strike":25.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":59.8,"strike":30.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":47.8,"strike":30.0},{"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":66.2,"strike":32.5},{"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":40.6,"strike":32.5},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":58.4,"strike":35.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":42.1,"strike":35.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":43.8,"strike":35.0},{"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":116.6,"strike":43.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":37.8,"strike":37.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":60.4,"strike":45.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":5,"total_oi":79},{"expiration":"11/20/2026","dte":49,"iv":0.1188,"contract_count":1,"total_oi":10},{"expiration":"01/15/2027","dte":105,"iv":0.1791,"contract_count":5,"total_oi":193},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":2,"total_oi":167}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.97,"expected_move_2std":25.93,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":21.79,"expected_move_2std":43.58,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":28.41,"expected_move_2std":56.82,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":299,"put_oi":103,"total_oi":402,"pc_ratio":0.344,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":11,"put_oi":0,"total_oi":11,"pc_ratio":0.0,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":338,"put_oi":312,"total_oi":650,"pc_ratio":0.923,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"04/16/2027","dte":196,"call_oi":180,"put_oi":5,"total_oi":185,"pc_ratio":0.028,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-33.0,"dealer_delta":33.0,"call_oi":0,"put_oi":3},{"strike":22.5,"call_delta_oi":94.0,"put_delta_oi":-527.0,"dealer_delta":433.0,"call_oi":1,"put_oi":97},{"strike":25.0,"call_delta_oi":0,"put_delta_oi":-1017.0,"dealer_delta":1017.0,"call_oi":0,"put_oi":107},{"strike":27.5,"call_delta_oi":80.0,"put_delta_oi":-699.0,"dealer_delta":619.0,"call_oi":1,"put_oi":44},{"strike":30.0,"call_delta_oi":418.0,"put_delta_oi":-510.0,"dealer_delta":92.0,"call_oi":5,"put_oi":23},{"strike":32.5,"call_delta_oi":182.0,"put_delta_oi":-2008.0,"dealer_delta":1825.0,"call_oi":3,"put_oi":50},{"strike":35.0,"call_delta_oi":14982.0,"put_delta_oi":-3457.0,"dealer_delta":-11525.0,"call_oi":310,"put_oi":58},{"strike":37.5,"call_delta_oi":866.0,"put_delta_oi":-1936.0,"dealer_delta":1070.0,"call_oi":25,"put_oi":24},{"strike":40.0,"call_delta_oi":542.0,"put_delta_oi":-892.0,"dealer_delta":350.0,"call_oi":20,"put_oi":10},{"strike":42.5,"call_delta_oi":1104.0,"put_delta_oi":-382.0,"dealer_delta":-722.0,"call_oi":80,"put_oi":4},{"strike":45.0,"call_delta_oi":4274.0,"put_delta_oi":0,"dealer_delta":-4274.0,"call_oi":189,"put_oi":0},{"strike":47.5,"call_delta_oi":1191.0,"put_delta_oi":0,"dealer_delta":-1191.0,"call_oi":113,"put_oi":0},{"strike":50.0,"call_delta_oi":46.0,"put_delta_oi":0,"dealer_delta":-46.0,"call_oi":4,"put_oi":0},{"strike":55.0,"call_delta_oi":486.0,"put_delta_oi":0,"dealer_delta":-486.0,"call_oi":47,"put_oi":0},{"strike":60.0,"call_delta_oi":250.0,"put_delta_oi":0,"dealer_delta":-250.0,"call_oi":10,"put_oi":0}],"net_dealer_delta":-13055.0,"total_call_delta":24515.0,"total_put_delta":-11459.0,"bias":"neutral"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":33.16999816894531,"strikes":[{"strike":25.0,"moneyness":0.7537,"type":"put","iv":0.4543,"delta":-0.0906,"oi":101},{"strike":35.0,"moneyness":1.0552,"type":"call","iv":0.3815,"delta":0.4592,"oi":113},{"strike":47.5,"moneyness":1.432,"type":"call","iv":0.4701,"delta":0.1043,"oi":108}]},{"expiration":"04/16/2027","underlying_price":33.16999816894531,"strikes":[{"strike":35.0,"moneyness":1.0552,"type":"call","iv":0.4036,"delta":0.5169,"oi":166}]},{"expiration":"10/16/2026","underlying_price":33.16999816894531,"strikes":[{"strike":45.0,"moneyness":1.3566,"type":"call","iv":1.8019,"delta":0.235,"oi":131}]}],"greeks_heatmap":{"data":[{"strike":42.5,"dte":14,"expiration":"10/16/2026","call_delta":0.1252,"put_delta":0,"call_gamma":0.031479,"put_gamma":0,"call_theta":-0.0523,"put_theta":0,"call_vega":0.0129,"put_vega":0,"call_oi":72,"put_oi":0}],"strikes":[42.5],"dtes":[14]},"risk_reversal":[{"expiration":"01/15/2027","dte":105,"risk_reversal":-11.33,"put_25d_iv":45.43,"call_25d_iv":56.76,"put_25d_strike":25.0,"call_25d_strike":45.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":22.5,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":83},{"strike":25.0,"call_vanna":0,"put_vanna":7.0,"net_vanna":7.0,"call_oi":0,"put_oi":101},{"strike":35.0,"call_vanna":0.0,"put_vanna":0,"net_vanna":0.0,"call_oi":279,"put_oi":0},{"strike":42.5,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":72,"put_oi":0},{"strike":45.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":186,"put_oi":0},{"strike":47.5,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":108,"put_oi":0}],"net_vanna":31.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":42.5,"call_charm":-1230.0,"put_charm":0,"net_charm":-1230.0,"call_oi":72,"put_oi":0},{"strike":45.0,"call_charm":-10761.0,"put_charm":0,"net_charm":-10761.0,"call_oi":131,"put_oi":0}],"net_charm":-11992.0,"weekend_delta_shift":-35976.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":6298.0,"put_delta":-5468.0,"net_delta":830.0,"call_oi":299,"put_oi":103,"total_oi":402,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":427.0,"put_delta":0,"net_delta":427.0,"call_oi":11,"put_oi":0,"total_oi":11,"total_volume":4,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":8728.0,"put_delta":-5931.0,"net_delta":2797.0,"call_oi":318,"put_oi":312,"total_oi":630,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":9062.0,"put_delta":-60.0,"net_delta":9001.0,"call_oi":180,"put_oi":5,"total_oi":185,"total_volume":3,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":97,"total_oi":98,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":107,"total_oi":127,"bias":"neutral"},{"strike":27.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":44,"total_oi":45,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":23,"total_oi":28,"bias":"neutral"},{"strike":32.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":50,"total_oi":53,"bias":"neutral"},{"strike":35.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":310,"put_oi":58,"total_oi":368,"bias":"bullish"},{"strike":37.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":24,"total_oi":49,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":10,"total_oi":30,"bias":"neutral"},{"strike":42.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":80,"put_oi":4,"total_oi":84,"bias":"bullish"},{"strike":45.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":189,"put_oi":0,"total_oi":189,"bias":"bullish"},{"strike":47.5,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":113,"put_oi":0,"total_oi":113,"bias":"bullish"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":47,"put_oi":0,"total_oi":47,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"}],"underlying_price":33.16999816894531,"peak_call_strike":35.0,"peak_put_strike":null,"total_call_volume":7,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.75,0.83,0.9,0.98,1.05,1.13,1.21,1.28],"y":[14,105],"z":[[null,null,61.08,66.21,58.4,85.93,null,104.6],[45.43,41.75,null,44.0,43.77,null,49.94,null]],"levels":[41.8,48.0,54.3,60.6,66.9,73.2,79.5,85.7,92.0,98.3,104.6],"min_iv":41.8,"max_iv":104.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":58.64},{"date":"2026-09-15","iv":68.68},{"date":"2026-09-16","iv":74.37},{"date":"2026-09-17","iv":65.53},{"date":"2026-09-18","iv":77.81},{"date":"2026-09-21","iv":62.04},{"date":"2026-09-22","iv":70.8},{"date":"2026-09-23","iv":67.3},{"date":"2026-09-24","iv":61.0},{"date":"2026-09-25","iv":63.5},{"date":"2026-09-28","iv":71.1},{"date":"2026-09-29","iv":85.2},{"date":"2026-09-30","iv":76.0},{"date":"2026-10-01","iv":75.3},{"date":"2026-10-02","iv":71.3}]}}