{"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":"NVCT","summary":{"name":"NVCT","price":21.92,"total_oi":10236,"call_oi":9884,"put_oi":352,"pc_ratio":0.036,"net_gex":116806.26,"avg_iv":164.4,"iv_rank":84.8,"iv_52w_high":173.0,"iv_52w_low":116.4,"gamma_flip":13.1,"max_pain":10.0},"features":{"symbol":"NVCT","price":21.92,"total_oi":10236,"analysis_coverage":0.8889,"avg_iv_pct":164.4,"iv_rank":84.8,"iv_52w_high_pct":173.0,"iv_52w_low_pct":116.4,"front_dte":14,"front_atm_iv_pct":98.6993,"back_atm_iv_pct":67.3441,"term_premium_pp":31.3552,"expected_move_front_pct":19.33,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-76.13,"risk_reversal_30d_pp":-76.13,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.036,"put_call_oi_front_ratio":0.04,"put_call_volume_front_ratio":0.0,"option_volume":2,"volume_oi_ratio":0.000195,"net_delta_normalized":0.587462,"dealer_delta_normalized":-0.216424,"gex_per_100k_oi":1141131.887456,"vanna_per_100k_oi":-986.71356,"charm_per_100k_oi":-746961.703791,"weekend_delta_shift_per_100k_oi":-2240894.880813,"iv_surface_range_pp":60.8,"gamma_flip_distance_pct":-40.237226,"max_pain_distance_pct":-54.379562,"peak_call_distance_pct":-54.379562,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":0,"put_oi":10},{"strike":7.5,"call_gex":0.0,"put_gex":-9.25,"net_gex":-9.25,"call_oi":116,"put_oi":62},{"strike":10.0,"call_gex":0.0,"put_gex":-26.05,"net_gex":-26.05,"call_oi":2901,"put_oi":23},{"strike":12.5,"call_gex":0.0,"put_gex":-188.47,"net_gex":-188.47,"call_oi":117,"put_oi":63},{"strike":15.0,"call_gex":1054.01,"put_gex":-126.99,"net_gex":927.02,"call_oi":1746,"put_oi":38},{"strike":17.5,"call_gex":331.03,"put_gex":-356.26,"net_gex":-25.24,"call_oi":1653,"put_oi":68},{"strike":20.0,"call_gex":91452.81,"put_gex":-2724.08,"net_gex":88728.73,"call_oi":2468,"put_oi":71},{"strike":22.5,"call_gex":7297.9,"put_gex":-373.72,"net_gex":6924.18,"call_oi":117,"put_oi":12},{"strike":25.0,"call_gex":16780.3,"put_gex":-97.9,"net_gex":16682.4,"call_oi":524,"put_oi":3},{"strike":30.0,"call_gex":2183.42,"put_gex":-37.18,"net_gex":2146.24,"call_oi":118,"put_oi":2},{"strike":35.0,"call_gex":1646.69,"put_gex":0.0,"net_gex":1646.69,"call_oi":124,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":3357.5,"total_value":3357.5},{"strike":7.5,"call_value":0.0,"put_value":2502.5,"total_value":2502.5},{"strike":10.0,"call_value":290.0,"put_value":1802.5,"total_value":2092.5},{"strike":12.5,"call_value":7832.5,"put_value":1160.0,"total_value":8992.5},{"strike":15.0,"call_value":15667.5,"put_value":675.0,"total_value":16342.5},{"strike":17.5,"call_value":27867.5,"put_value":285.0,"total_value":28152.5},{"strike":20.0,"call_value":44200.0,"put_value":65.0,"total_value":44265.0},{"strike":22.5,"call_value":66702.5,"put_value":22.5,"total_value":66725.0},{"strike":25.0,"call_value":89497.5,"put_value":10.0,"total_value":89507.5},{"strike":30.0,"call_value":137707.5,"put_value":0.0,"total_value":137707.5},{"strike":35.0,"call_value":186507.5,"put_value":0,"total_value":186507.5}],"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":90.3,"strike":17.5},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":141.3,"strike":13.33},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":78.3,"strike":20.0},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":77.9,"strike":20.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":78.8,"strike":20.0},{"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":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":98.7,"strike":22.5},{"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":67.4,"strike":22.5},{"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":184.5,"strike":28.75},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":82.6,"strike":27.5},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":87.4,"strike":30.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":1192},{"expiration":"11/20/2026","dte":49,"iv":0.3129,"contract_count":1,"total_oi":500},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":4,"total_oi":967},{"expiration":"04/16/2027","dte":196,"iv":0.2772,"contract_count":2,"total_oi":9}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":19.33,"expected_move_2std":38.65,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":36.12,"expected_move_2std":72.25,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":58.47,"expected_move_2std":116.94,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":7874,"put_oi":318,"total_oi":8192,"pc_ratio":0.04,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":521,"put_oi":4,"total_oi":525,"pc_ratio":0.008,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":1447,"put_oi":28,"total_oi":1475,"pc_ratio":0.019,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":42,"put_oi":2,"total_oi":44,"pc_ratio":0.048,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":7.5,"call_delta_oi":0,"put_delta_oi":-35.0,"dealer_delta":35.0,"call_oi":0,"put_oi":5},{"strike":10.0,"call_delta_oi":0,"put_delta_oi":-129.0,"dealer_delta":129.0,"call_oi":0,"put_oi":23},{"strike":12.5,"call_delta_oi":0,"put_delta_oi":-600.0,"dealer_delta":600.0,"call_oi":0,"put_oi":63},{"strike":15.0,"call_delta_oi":10947.0,"put_delta_oi":-569.0,"dealer_delta":-10378.0,"call_oi":116,"put_oi":38},{"strike":17.5,"call_delta_oi":1535.0,"put_delta_oi":-1388.0,"dealer_delta":-147.0,"call_oi":19,"put_oi":68},{"strike":20.0,"call_delta_oi":183746.0,"put_delta_oi":-1989.0,"dealer_delta":-181758.0,"call_oi":2468,"put_oi":71},{"strike":22.5,"call_delta_oi":5503.0,"put_delta_oi":-571.0,"dealer_delta":-4932.0,"call_oi":117,"put_oi":12},{"strike":25.0,"call_delta_oi":18411.0,"put_delta_oi":-197.0,"dealer_delta":-18214.0,"call_oi":524,"put_oi":3},{"strike":30.0,"call_delta_oi":3138.0,"put_delta_oi":-152.0,"dealer_delta":-2987.0,"call_oi":118,"put_oi":2},{"strike":35.0,"call_delta_oi":3880.0,"put_delta_oi":0,"dealer_delta":-3880.0,"call_oi":124,"put_oi":0}],"net_dealer_delta":-221532.0,"total_call_delta":227162.0,"total_put_delta":-5630.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":21.920000076293945,"strikes":[{"strike":15.0,"moneyness":0.6843,"type":"call","iv":0.4988,"delta":0.9456,"oi":114},{"strike":20.0,"moneyness":0.9124,"type":"call","iv":0.6076,"delta":0.6851,"oi":935},{"strike":25.0,"moneyness":1.1405,"type":"call","iv":0.7781,"delta":0.4682,"oi":117},{"strike":35.0,"moneyness":1.5967,"type":"call","iv":1.0939,"delta":0.3125,"oi":122}]},{"expiration":"10/16/2026","underlying_price":21.920000076293945,"strikes":[{"strike":20.0,"moneyness":0.9124,"type":"call","iv":0.5556,"delta":0.8267,"oi":1031},{"strike":25.0,"moneyness":1.1405,"type":"call","iv":1.1635,"delta":0.3149,"oi":400}]},{"expiration":"11/20/2026","underlying_price":21.920000076293945,"strikes":[{"strike":20.0,"moneyness":0.9124,"type":"call","iv":0.7788,"delta":0.6864,"oi":500}]}],"greeks_heatmap":{"data":[{"strike":17.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2039,"call_gamma":0,"put_gamma":0.009866,"call_theta":0,"put_theta":-0.3113,"call_vega":0,"put_vega":0.0117,"call_oi":1634,"put_oi":65},{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.8267,"put_delta":-0.2795,"call_gamma":0.111471,"put_gamma":0.080539,"call_theta":-0.0245,"put_theta":-0.0532,"call_vega":0.0106,"put_vega":0.0139,"call_oi":1031,"put_oi":70},{"strike":22.5,"dte":14,"expiration":"10/16/2026","call_delta":0.4331,"put_delta":0,"call_gamma":0.163061,"put_gamma":0,"call_theta":-0.0375,"put_theta":0,"call_vega":0.0163,"put_vega":0,"call_oi":81,"put_oi":0},{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3149,"put_delta":0,"call_gamma":0.073794,"put_gamma":0,"call_theta":-0.0665,"put_theta":0,"call_vega":0.0147,"put_vega":0,"call_oi":400,"put_oi":0},{"strike":20.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6864,"put_delta":0,"call_gamma":0.057276,"put_gamma":0,"call_theta":-0.0242,"put_theta":0,"call_vega":0.0282,"put_vega":0,"call_oi":500,"put_oi":0}],"strikes":[17.5,20.0,22.5,25.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-76.13,"put_25d_iv":100.94,"call_25d_iv":177.07,"put_25d_strike":20.0,"call_25d_strike":30.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":15.0,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":114,"put_oi":0},{"strike":17.5,"call_vanna":0,"put_vanna":2.0,"net_vanna":2.0,"call_oi":0,"put_oi":65},{"strike":20.0,"call_vanna":-122.0,"put_vanna":2.0,"net_vanna":-120.0,"call_oi":2466,"put_oi":70},{"strike":22.5,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":81,"put_oi":0},{"strike":25.0,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":517,"put_oi":0},{"strike":30.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":83,"put_oi":0},{"strike":35.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":122,"put_oi":0}],"net_vanna":-101.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":17.5,"call_charm":0,"put_charm":10753.0,"net_charm":10753.0,"call_oi":0,"put_oi":65},{"strike":20.0,"call_charm":-60642.0,"put_charm":2714.0,"net_charm":-57928.0,"call_oi":1531,"put_oi":70},{"strike":22.5,"call_charm":-3430.0,"put_charm":0,"net_charm":-3430.0,"call_oi":81,"put_oi":0},{"strike":25.0,"call_charm":-21820.0,"put_charm":0,"net_charm":-21820.0,"call_oi":400,"put_oi":0},{"strike":30.0,"call_charm":-4034.0,"put_charm":0,"net_charm":-4034.0,"call_oi":83,"put_oi":0}],"net_charm":-76459.0,"weekend_delta_shift":-229378.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":103238.0,"put_delta":-5006.0,"net_delta":98232.0,"call_oi":1597,"put_oi":251,"total_oi":1848,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":34410.0,"put_delta":-179.0,"net_delta":34231.0,"call_oi":503,"put_oi":4,"total_oi":507,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":87384.0,"put_delta":-409.0,"net_delta":86976.0,"call_oi":1344,"put_oi":28,"total_oi":1372,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":2130.0,"put_delta":-37.0,"net_delta":2093.0,"call_oi":42,"put_oi":2,"total_oi":44,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":116,"put_oi":62,"total_oi":178,"bias":"neutral"},{"strike":10.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2901,"put_oi":23,"total_oi":2924,"bias":"bullish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":117,"put_oi":63,"total_oi":180,"bias":"neutral"},{"strike":15.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":1746,"put_oi":38,"total_oi":1784,"bias":"bullish"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1653,"put_oi":68,"total_oi":1721,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2468,"put_oi":71,"total_oi":2539,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":117,"put_oi":12,"total_oi":129,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":524,"put_oi":3,"total_oi":527,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":118,"put_oi":2,"total_oi":120,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":124,"put_oi":0,"total_oi":124,"bias":"neutral"}],"underlying_price":21.920000076293945,"peak_call_strike":10.0,"peak_put_strike":null,"total_call_volume":2,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.8,0.91,1.03,1.14],"y":[14,49,105],"z":[[null,78.25,58.31,116.35],[null,77.88,null,null],[61.43,60.76,55.55,77.81]],"levels":[55.5,61.6,67.7,73.8,79.9,85.9,92.0,98.1,104.2,110.3,116.3],"min_iv":55.5,"max_iv":116.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":146.26},{"date":"2026-09-15","iv":157.29},{"date":"2026-09-16","iv":135.48},{"date":"2026-09-17","iv":141.66},{"date":"2026-09-18","iv":135.66},{"date":"2026-09-21","iv":117.01},{"date":"2026-09-22","iv":129.3},{"date":"2026-09-23","iv":164.2},{"date":"2026-09-24","iv":135.8},{"date":"2026-09-25","iv":167.0},{"date":"2026-09-28","iv":116.4},{"date":"2026-09-29","iv":154.6},{"date":"2026-09-30","iv":173.0},{"date":"2026-10-01","iv":164.9},{"date":"2026-10-02","iv":164.4}]}}