{"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":"NOTE","summary":{"name":"NOTE","price":0.03,"total_oi":1120,"call_oi":1110,"put_oi":10,"pc_ratio":0.009,"net_gex":-0.01,"avg_iv":2916.0,"iv_rank":100.0,"iv_52w_high":2916.0,"iv_52w_low":2231.1,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"NOTE","price":0.03,"total_oi":1120,"analysis_coverage":0.5556,"avg_iv_pct":2916.0,"iv_rank":100.0,"iv_52w_high_pct":2916.0,"iv_52w_low_pct":2231.1,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.009,"put_call_oi_front_ratio":0.009,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.982116,"dealer_delta_normalized":-0.982116,"gex_per_100k_oi":-0.892857,"vanna_per_100k_oi":-89.285714,"charm_per_100k_oi":-13035.714286,"weekend_delta_shift_per_100k_oi":-39196.428571,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":8233.333333,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.02,"put_gex":-0.04,"net_gex":-0.02,"call_oi":610,"put_oi":10},{"strike":5.0,"call_gex":0.01,"put_gex":0.0,"net_gex":0.01,"call_oi":500,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":5.0,"call_value":1525.0,"put_value":0,"total_value":1525.0}],"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":null,"strike":null},{"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":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":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":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1110,"put_oi":10,"total_oi":1120,"pc_ratio":0.009,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":60882.0,"put_delta_oi":-787.0,"dealer_delta":-60095.0,"call_oi":610,"put_oi":10},{"strike":5.0,"call_delta_oi":49902.0,"put_delta_oi":0,"dealer_delta":-49902.0,"call_oi":500,"put_oi":0}],"net_dealer_delta":-109997.0,"total_call_delta":110785.0,"total_put_delta":-787.0,"bias":"bearish"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":610,"put_oi":0},{"strike":5.0,"call_vanna":-1.0,"put_vanna":0,"net_vanna":-1.0,"call_oi":500,"put_oi":0}],"net_vanna":-1.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":2.5,"call_charm":-79.0,"put_charm":0,"net_charm":-79.0,"call_oi":610,"put_oi":0},{"strike":5.0,"call_charm":-67.0,"put_charm":0,"net_charm":-67.0,"call_oi":500,"put_oi":0}],"net_charm":-146.0,"weekend_delta_shift":-439.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":110784.0,"put_delta":-787.0,"net_delta":109997.0,"call_oi":1110,"put_oi":10,"total_oi":1120,"total_volume":0,"bias":"bullish"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":610,"put_oi":10,"total_oi":620,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":500,"put_oi":0,"total_oi":500,"bias":"neutral"}],"underlying_price":0.029999999329447746,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-22","iv":2231.1},{"date":"2026-09-23","iv":2277.6},{"date":"2026-09-24","iv":2327.4},{"date":"2026-09-25","iv":2381.0},{"date":"2026-09-28","iv":2569.3},{"date":"2026-09-29","iv":2643.6},{"date":"2026-09-30","iv":2725.2},{"date":"2026-10-01","iv":2815.5},{"date":"2026-10-02","iv":2916.0}]}}