{"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":"NGVC","summary":{"name":"NGVC","price":30.61,"total_oi":1096,"call_oi":985,"put_oi":111,"pc_ratio":0.113,"net_gex":39510.05,"avg_iv":81.3,"iv_rank":39.2,"iv_52w_high":101.76,"iv_52w_low":68.1,"gamma_flip":30.36,"max_pain":30.0},"features":{"symbol":"NGVC","price":30.61,"total_oi":1096,"analysis_coverage":0.8333,"avg_iv_pct":81.3,"iv_rank":39.2,"iv_52w_high_pct":101.76,"iv_52w_low_pct":68.1,"front_dte":14,"front_atm_iv_pct":79.1433,"back_atm_iv_pct":50.925,"term_premium_pp":28.2183,"expected_move_front_pct":15.5,"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":0.113,"put_call_oi_front_ratio":0.097,"put_call_volume_front_ratio":1.0,"option_volume":3,"volume_oi_ratio":0.002737,"net_delta_normalized":0.125917,"dealer_delta_normalized":-0.124078,"gex_per_100k_oi":3604931.569343,"vanna_per_100k_oi":1733.576642,"charm_per_100k_oi":-234854.014599,"weekend_delta_shift_per_100k_oi":-704653.284672,"iv_surface_range_pp":50.0,"gamma_flip_distance_pct":-0.816727,"max_pain_distance_pct":-1.992813,"peak_call_distance_pct":14.341718,"peak_put_distance_pct":-1.992813},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":0.0,"put_gex":-6.14,"net_gex":-6.14,"call_oi":0,"put_oi":1},{"strike":17.5,"call_gex":0.0,"put_gex":-67.18,"net_gex":-67.18,"call_oi":0,"put_oi":8},{"strike":20.0,"call_gex":153.87,"put_gex":-132.83,"net_gex":21.05,"call_oi":14,"put_oi":10},{"strike":22.5,"call_gex":0.0,"put_gex":-192.21,"net_gex":-192.21,"call_oi":16,"put_oi":12},{"strike":25.0,"call_gex":148.35,"put_gex":-1196.42,"net_gex":-1048.07,"call_oi":5,"put_oi":40},{"strike":30.0,"call_gex":3695.53,"put_gex":-5385.9,"net_gex":-1690.38,"call_oi":71,"put_oi":38},{"strike":35.0,"call_gex":41372.02,"put_gex":-89.84,"net_gex":41282.18,"call_oi":836,"put_oi":2},{"strike":40.0,"call_gex":1210.78,"put_gex":0.0,"net_gex":1210.78,"call_oi":43,"put_oi":0}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":1170.0,"total_value":1170.0},{"strike":17.5,"call_value":0.0,"put_value":895.0,"total_value":895.0},{"strike":20.0,"call_value":0.0,"put_value":640.0,"total_value":640.0},{"strike":22.5,"call_value":35.0,"put_value":410.0,"total_value":445.0},{"strike":25.0,"call_value":110.0,"put_value":210.0,"total_value":320.0},{"strike":30.0,"call_value":285.0,"put_value":10.0,"total_value":295.0},{"strike":35.0,"call_value":815.0,"put_value":0.0,"total_value":815.0},{"strike":40.0,"call_value":5525.0,"put_value":0,"total_value":5525.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":175.8,"strike":23.75},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":131.0,"strike":23.75},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":102.2,"strike":20.71},{"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":79.1,"strike":30.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":50.9,"strike":30.0},{"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":60.4,"strike":36.67},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":42.7,"strike":35.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":51.6,"strike":36.67}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":40},{"expiration":"12/18/2026","dte":77,"iv":0.4247,"contract_count":1,"total_oi":59},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":1,"total_oi":10}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":15.5,"expected_move_2std":30.99,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":23.39,"expected_move_2std":46.79,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":20.43,"expected_move_2std":40.87,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":759,"put_oi":74,"total_oi":833,"pc_ratio":0.097,"pc_ratio_volume":1.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":7,"total_oi":8,"pc_ratio":7.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":166,"put_oi":28,"total_oi":194,"pc_ratio":0.169,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":59,"put_oi":2,"total_oi":61,"pc_ratio":0.034,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-11.0,"dealer_delta":11.0,"call_oi":0,"put_oi":1},{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-45.0,"dealer_delta":45.0,"call_oi":0,"put_oi":8},{"strike":20.0,"call_delta_oi":1329.0,"put_delta_oi":-95.0,"dealer_delta":-1234.0,"call_oi":14,"put_oi":10},{"strike":22.5,"call_delta_oi":0,"put_delta_oi":-233.0,"dealer_delta":233.0,"call_oi":0,"put_oi":12},{"strike":25.0,"call_delta_oi":410.0,"put_delta_oi":-536.0,"dealer_delta":126.0,"call_oi":5,"put_oi":40},{"strike":30.0,"call_delta_oi":4244.0,"put_delta_oi":-1446.0,"dealer_delta":-2799.0,"call_oi":71,"put_oi":38},{"strike":35.0,"call_delta_oi":9591.0,"put_delta_oi":-161.0,"dealer_delta":-9429.0,"call_oi":836,"put_oi":2},{"strike":40.0,"call_delta_oi":551.0,"put_delta_oi":0,"dealer_delta":-551.0,"call_oi":43,"put_oi":0}],"net_dealer_delta":-13599.0,"total_call_delta":16125.0,"total_put_delta":-2526.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":30.610000610351562,"strikes":[{"strike":35.0,"moneyness":1.1434,"type":"call","iv":0.4865,"delta":0.0812,"oi":736}]}],"greeks_heatmap":{"data":[{"strike":35.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0812,"put_delta":0,"call_gamma":0.053481,"put_gamma":0,"call_theta":-0.0165,"put_theta":0,"call_vega":0.0087,"put_vega":0,"call_oi":736,"put_oi":0},{"strike":30.0,"dte":77,"expiration":"12/18/2026","call_delta":0.5952,"put_delta":0,"call_gamma":0.054474,"put_gamma":0,"call_theta":-0.0199,"put_theta":0,"call_vega":0.0541,"put_vega":0,"call_oi":59,"put_oi":0},{"strike":35.0,"dte":77,"expiration":"12/18/2026","call_delta":0.3382,"put_delta":0,"call_gamma":0.051006,"put_gamma":0,"call_theta":-0.0183,"put_theta":0,"call_vega":0.0511,"put_vega":0,"call_oi":68,"put_oi":0}],"strikes":[30.0,35.0],"dtes":[14,77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":30.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":59,"put_oi":0},{"strike":35.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":804,"put_oi":0}],"net_vanna":19.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":35.0,"call_charm":-2574.0,"put_charm":0,"net_charm":-2574.0,"call_oi":736,"put_oi":0}],"net_charm":-2574.0,"weekend_delta_shift":-7723.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":6237.0,"put_delta":-1940.0,"net_delta":4297.0,"call_oi":759,"put_oi":74,"total_oi":833,"total_volume":2,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":23.0,"put_delta":-155.0,"net_delta":-133.0,"call_oi":1,"put_oi":7,"total_oi":8,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":7898.0,"put_delta":-388.0,"net_delta":7510.0,"call_oi":166,"put_oi":28,"total_oi":194,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":1968.0,"put_delta":-43.0,"net_delta":1925.0,"call_oi":43,"put_oi":2,"total_oi":45,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":8,"total_oi":8,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":10,"total_oi":24,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":12,"total_oi":28,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":40,"total_oi":45,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":71,"put_oi":38,"total_oi":109,"bias":"bearish"},{"strike":35.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":836,"put_oi":2,"total_oi":838,"bias":"bullish"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":0,"total_oi":43,"bias":"neutral"}],"underlying_price":30.610000610351562,"peak_call_strike":35.0,"peak_put_strike":30.0,"total_call_volume":2,"total_put_volume":1,"volume_pc_ratio":0.5},"iv_contours":{"x":[0.82,0.98,1.14],"y":[14,77,168],"z":[[93.63,43.59,48.65],[null,50.93,51.33],[null,null,46.34]],"levels":[43.6,48.6,53.6,58.6,63.6,68.6,73.6,78.6,83.6,88.6,93.6],"min_iv":43.6,"max_iv":93.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":95.23},{"date":"2026-09-15","iv":101.76},{"date":"2026-09-16","iv":100.89},{"date":"2026-09-17","iv":88.42},{"date":"2026-09-18","iv":72.77},{"date":"2026-09-21","iv":69.41},{"date":"2026-09-22","iv":68.1},{"date":"2026-09-23","iv":73.3},{"date":"2026-09-24","iv":75.6},{"date":"2026-09-25","iv":70.0},{"date":"2026-09-28","iv":71.7},{"date":"2026-09-29","iv":80.9},{"date":"2026-09-30","iv":81.0},{"date":"2026-10-01","iv":81.3},{"date":"2026-10-02","iv":81.3}]}}