{"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":"OMAB","summary":{"name":"OMAB","price":94.13,"total_oi":509,"call_oi":439,"put_oi":70,"pc_ratio":0.159,"net_gex":40114.19,"avg_iv":50.9,"iv_rank":88.7,"iv_52w_high":52.2,"iv_52w_low":40.68,"gamma_flip":94.07,"max_pain":100.0},"features":{"symbol":"OMAB","price":94.13,"total_oi":509,"analysis_coverage":0.7222,"avg_iv_pct":50.9,"iv_rank":88.7,"iv_52w_high_pct":52.2,"iv_52w_low_pct":40.68,"front_dte":14,"front_atm_iv_pct":39.01,"back_atm_iv_pct":30.8409,"term_premium_pp":8.1691,"expected_move_front_pct":7.64,"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":0.159,"put_call_oi_front_ratio":0.132,"put_call_volume_front_ratio":0.0,"option_volume":9,"volume_oi_ratio":0.017682,"net_delta_normalized":0.107734,"dealer_delta_normalized":-0.106464,"gex_per_100k_oi":7880980.353635,"vanna_per_100k_oi":2554.027505,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":105.8,"gamma_flip_distance_pct":-0.063742,"max_pain_distance_pct":6.236057,"peak_call_distance_pct":22.171465,"peak_put_distance_pct":6.236057},"analyses":{"gamma_walls":[{"strike":55.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":6,"put_oi":0},{"strike":75.0,"call_gex":0.0,"put_gex":-82.08,"net_gex":-82.08,"call_oi":0,"put_oi":1},{"strike":80.0,"call_gex":117.99,"put_gex":-366.09,"net_gex":-248.1,"call_oi":1,"put_oi":3},{"strike":85.0,"call_gex":140.73,"put_gex":-812.75,"net_gex":-672.02,"call_oi":1,"put_oi":5},{"strike":90.0,"call_gex":657.14,"put_gex":-1677.92,"net_gex":-1020.78,"call_oi":3,"put_oi":7},{"strike":95.0,"call_gex":5621.2,"put_gex":-3138.04,"net_gex":2483.16,"call_oi":24,"put_oi":10},{"strike":100.0,"call_gex":5966.17,"put_gex":-2427.94,"net_gex":3538.24,"call_oi":25,"put_oi":10},{"strike":105.0,"call_gex":4847.92,"put_gex":-1007.04,"net_gex":3840.88,"call_oi":24,"put_oi":5},{"strike":110.0,"call_gex":9560.57,"put_gex":-975.56,"net_gex":8585.02,"call_oi":60,"put_oi":6},{"strike":115.0,"call_gex":3921.61,"put_gex":-1975.25,"net_gex":1946.37,"call_oi":30,"put_oi":15},{"strike":120.0,"call_gex":7573.14,"put_gex":-549.67,"net_gex":7023.47,"call_oi":74,"put_oi":5},{"strike":125.0,"call_gex":5447.46,"put_gex":-189.03,"net_gex":5258.42,"call_oi":70,"put_oi":2},{"strike":130.0,"call_gex":5538.02,"put_gex":-83.3,"net_gex":5454.71,"call_oi":66,"put_oi":1},{"strike":135.0,"call_gex":3088.05,"put_gex":0.0,"net_gex":3088.05,"call_oi":41,"put_oi":0},{"strike":140.0,"call_gex":486.46,"put_gex":0.0,"net_gex":486.46,"call_oi":7,"put_oi":0},{"strike":145.0,"call_gex":317.23,"put_gex":0.0,"net_gex":317.23,"call_oi":5,"put_oi":0},{"strike":150.0,"call_gex":59.5,"put_gex":0.0,"net_gex":59.5,"call_oi":1,"put_oi":0},{"strike":155.0,"call_gex":55.66,"put_gex":0.0,"net_gex":55.66,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":55.0,"call_value":0,"put_value":3360.0,"total_value":3360.0},{"strike":75.0,"call_value":120.0,"put_value":1960.0,"total_value":2080.0},{"strike":80.0,"call_value":150.0,"put_value":1615.0,"total_value":1765.0},{"strike":85.0,"call_value":185.0,"put_value":1285.0,"total_value":1470.0},{"strike":90.0,"call_value":225.0,"put_value":980.0,"total_value":1205.0},{"strike":95.0,"call_value":280.0,"put_value":710.0,"total_value":990.0},{"strike":100.0,"call_value":455.0,"put_value":490.0,"total_value":945.0},{"strike":105.0,"call_value":755.0,"put_value":320.0,"total_value":1075.0},{"strike":110.0,"call_value":1175.0,"put_value":175.0,"total_value":1350.0},{"strike":115.0,"call_value":1895.0,"put_value":60.0,"total_value":1955.0},{"strike":120.0,"call_value":2765.0,"put_value":20.0,"total_value":2785.0},{"strike":125.0,"call_value":4005.0,"put_value":5.0,"total_value":4010.0},{"strike":130.0,"call_value":5595.0,"put_value":0.0,"total_value":5595.0},{"strike":135.0,"call_value":7515.0,"put_value":0.0,"total_value":7515.0},{"strike":140.0,"call_value":9640.0,"put_value":0.0,"total_value":9640.0},{"strike":145.0,"call_value":11800.0,"put_value":0.0,"total_value":11800.0},{"strike":150.0,"call_value":13985.0,"put_value":0.0,"total_value":13985.0},{"strike":155.0,"call_value":16175.0,"put_value":0,"total_value":16175.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":82.2,"strike":80.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":41.3,"strike":78.33},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":88.8,"strike":85.0},{"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":33.1,"strike":85.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":46.1,"strike":90.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":28.8,"strike":90.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":31.9,"strike":95.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":30.8,"strike":95.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":28.9,"strike":95.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":51.4,"strike":100.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":33.5,"strike":100.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":28.9,"strike":100.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":86.1,"strike":105.0},{"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":29.8,"strike":105.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":147.2,"strike":125.83},{"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":49.2,"strike":128.33}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":5,"total_oi":8},{"expiration":"11/20/2026","dte":49,"iv":0.149,"contract_count":2,"total_oi":9},{"expiration":"01/15/2027","dte":105,"iv":0.0434,"contract_count":7,"total_oi":47},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":7,"total_oi":21}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.64,"expected_move_2std":15.28,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":11.3,"expected_move_2std":22.6,"contract_count":1},{"expiration":"01/15/2027","dte":105,"expected_move_1std":15.47,"expected_move_2std":30.93,"contract_count":4},{"expiration":"04/16/2027","dte":196,"expected_move_1std":20.59,"expected_move_2std":41.18,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":68,"put_oi":9,"total_oi":77,"pc_ratio":0.132,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":8,"put_oi":1,"total_oi":9,"pc_ratio":0.125,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":291,"put_oi":51,"total_oi":342,"pc_ratio":0.175,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":72,"put_oi":9,"total_oi":81,"pc_ratio":0.125,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-16.0,"dealer_delta":16.0,"call_oi":0,"put_oi":1},{"strike":80.0,"call_delta_oi":88.0,"put_delta_oi":-44.0,"dealer_delta":-44.0,"call_oi":1,"put_oi":3},{"strike":85.0,"call_delta_oi":76.0,"put_delta_oi":-119.0,"dealer_delta":43.0,"call_oi":1,"put_oi":5},{"strike":90.0,"call_delta_oi":202.0,"put_delta_oi":-221.0,"dealer_delta":20.0,"call_oi":3,"put_oi":7},{"strike":95.0,"call_delta_oi":1303.0,"put_delta_oi":-474.0,"dealer_delta":-829.0,"call_oi":24,"put_oi":10},{"strike":100.0,"call_delta_oi":1011.0,"put_delta_oi":-605.0,"dealer_delta":-407.0,"call_oi":25,"put_oi":10},{"strike":105.0,"call_delta_oi":723.0,"put_delta_oi":-348.0,"dealer_delta":-375.0,"call_oi":24,"put_oi":5},{"strike":110.0,"call_delta_oi":1533.0,"put_delta_oi":-456.0,"dealer_delta":-1077.0,"call_oi":60,"put_oi":6},{"strike":115.0,"call_delta_oi":685.0,"put_delta_oi":-1199.0,"dealer_delta":514.0,"call_oi":30,"put_oi":15},{"strike":120.0,"call_delta_oi":1205.0,"put_delta_oi":-412.0,"dealer_delta":-793.0,"call_oi":74,"put_oi":5},{"strike":125.0,"call_delta_oi":646.0,"put_delta_oi":-167.0,"dealer_delta":-480.0,"call_oi":70,"put_oi":2},{"strike":130.0,"call_delta_oi":1152.0,"put_delta_oi":-84.0,"dealer_delta":-1068.0,"call_oi":66,"put_oi":1},{"strike":135.0,"call_delta_oi":713.0,"put_delta_oi":0,"dealer_delta":-713.0,"call_oi":41,"put_oi":0},{"strike":140.0,"call_delta_oi":117.0,"put_delta_oi":0,"dealer_delta":-117.0,"call_oi":7,"put_oi":0},{"strike":145.0,"call_delta_oi":80.0,"put_delta_oi":0,"dealer_delta":-80.0,"call_oi":5,"put_oi":0},{"strike":150.0,"call_delta_oi":16.0,"put_delta_oi":0,"dealer_delta":-16.0,"call_oi":1,"put_oi":0},{"strike":155.0,"call_delta_oi":15.0,"put_delta_oi":0,"dealer_delta":-15.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-5419.0,"total_call_delta":9564.0,"total_put_delta":-4145.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[],"strikes":[],"dtes":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":110.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":53,"put_oi":0},{"strike":125.0,"call_vanna":4.0,"put_vanna":0,"net_vanna":4.0,"call_oi":59,"put_oi":0},{"strike":130.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":51,"put_oi":0}],"net_vanna":13.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1360.0,"put_delta":-317.0,"net_delta":1043.0,"call_oi":68,"put_oi":9,"total_oi":77,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":278.0,"put_delta":-49.0,"net_delta":229.0,"call_oi":8,"put_oi":1,"total_oi":9,"total_volume":1,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":5966.0,"put_delta":-3375.0,"net_delta":2591.0,"call_oi":285,"put_oi":51,"total_oi":336,"total_volume":6,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":1960.0,"put_delta":-404.0,"net_delta":1556.0,"call_oi":72,"put_oi":9,"total_oi":81,"total_volume":2,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":3,"total_oi":4,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":5,"total_oi":6,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":7,"total_oi":10,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":24,"put_oi":10,"total_oi":34,"bias":"bearish"},{"strike":100.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":25,"put_oi":10,"total_oi":35,"bias":"bearish"},{"strike":105.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":24,"put_oi":5,"total_oi":29,"bias":"bearish"},{"strike":110.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":60,"put_oi":6,"total_oi":66,"bias":"bearish"},{"strike":115.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":30,"put_oi":15,"total_oi":45,"bias":"bullish"},{"strike":120.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":74,"put_oi":5,"total_oi":79,"bias":"bullish"},{"strike":125.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":70,"put_oi":2,"total_oi":72,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":66,"put_oi":1,"total_oi":67,"bias":"neutral"},{"strike":135.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":0,"total_oi":41,"bias":"neutral"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":145.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":150.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":155.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":94.13400268554688,"peak_call_strike":115.0,"peak_put_strike":100.0,"total_call_volume":2,"total_put_volume":7,"volume_pc_ratio":3.5},"iv_contours":{"x":[1.01,1.11,1.17,1.22,1.27],"y":[14,105],"z":[[null,null,null,null,134.43],[28.56,28.93,35.36,38.91,29.8]],"levels":[28.6,39.1,49.7,60.3,70.9,81.5,92.1,102.7,113.3,123.8,134.4],"min_iv":28.6,"max_iv":134.4},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":40.68},{"date":"2026-09-15","iv":43.67},{"date":"2026-09-16","iv":43.39},{"date":"2026-09-17","iv":47.75},{"date":"2026-09-18","iv":47.03},{"date":"2026-09-21","iv":44.19},{"date":"2026-09-22","iv":43.6},{"date":"2026-09-23","iv":43.2},{"date":"2026-09-24","iv":44.6},{"date":"2026-09-25","iv":43.3},{"date":"2026-09-28","iv":47.3},{"date":"2026-09-29","iv":48.3},{"date":"2026-09-30","iv":49.5},{"date":"2026-10-01","iv":52.2},{"date":"2026-10-02","iv":50.9}]}}