{"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":"OPAL","summary":{"name":"OPAL","price":1.74,"total_oi":1715,"call_oi":1050,"put_oi":665,"pc_ratio":0.633,"net_gex":-546.39,"avg_iv":559.9,"iv_rank":100.0,"iv_52w_high":559.9,"iv_52w_low":148.7,"gamma_flip":null,"max_pain":2.5},"features":{"symbol":"OPAL","price":1.74,"total_oi":1715,"analysis_coverage":0.6111,"avg_iv_pct":559.9,"iv_rank":100.0,"iv_52w_high_pct":559.9,"iv_52w_low_pct":148.7,"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":0.633,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":5,"volume_oi_ratio":0.002915,"net_delta_normalized":0.300618,"dealer_delta_normalized":-0.300618,"gex_per_100k_oi":-31859.475219,"vanna_per_100k_oi":-5597.667638,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":null,"gamma_flip_distance_pct":null,"max_pain_distance_pct":43.678161,"peak_call_distance_pct":null,"peak_put_distance_pct":43.678161},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":120.74,"put_gex":-700.21,"net_gex":-579.47,"call_oi":806,"put_oi":665},{"strike":5.0,"call_gex":18.79,"put_gex":0.0,"net_gex":18.79,"call_oi":139,"put_oi":0},{"strike":7.5,"call_gex":14.28,"put_gex":0.0,"net_gex":14.28,"call_oi":105,"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":2015.0,"put_value":0.0,"total_value":2015.0},{"strike":7.5,"call_value":4377.5,"put_value":0,"total_value":4377.5}],"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":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":140.7,"strike":2.5}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":4,"put_oi":0,"total_oi":4,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3,"put_oi":0,"total_oi":3,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":928,"put_oi":665,"total_oi":1593,"pc_ratio":0.717,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":115,"put_oi":0,"total_oi":115,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":70002.0,"put_delta_oi":-39287.0,"dealer_delta":-30715.0,"call_oi":806,"put_oi":665},{"strike":5.0,"call_delta_oi":11943.0,"put_delta_oi":0,"dealer_delta":-11943.0,"call_oi":139,"put_oi":0},{"strike":7.5,"call_delta_oi":8899.0,"put_delta_oi":0,"dealer_delta":-8899.0,"call_oi":105,"put_oi":0}],"net_dealer_delta":-51556.0,"total_call_delta":90843.0,"total_put_delta":-39287.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":1.7400000095367432,"strikes":[{"strike":2.5,"moneyness":1.4368,"type":"put","iv":1.4072,"delta":-0.5908,"oi":665}]}],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":2.5,"call_vanna":-56.0,"put_vanna":-21.0,"net_vanna":-77.0,"call_oi":789,"put_oi":665},{"strike":5.0,"call_vanna":-11.0,"put_vanna":0,"net_vanna":-11.0,"call_oi":100,"put_oi":0},{"strike":7.5,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":100,"put_oi":0}],"net_vanna":-96.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":346.0,"put_delta":0,"net_delta":346.0,"call_oi":4,"put_oi":0,"total_oi":4,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":264.0,"put_delta":0,"net_delta":264.0,"call_oi":3,"put_oi":0,"total_oi":3,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":80671.0,"put_delta":-39287.0,"net_delta":41384.0,"call_oi":928,"put_oi":665,"total_oi":1593,"total_volume":5,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":9562.0,"put_delta":0,"net_delta":9562.0,"call_oi":115,"put_oi":0,"total_oi":115,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":5,"total_volume":5,"call_oi":806,"put_oi":665,"total_oi":1471,"bias":"bearish"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":139,"put_oi":0,"total_oi":139,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":105,"put_oi":0,"total_oi":105,"bias":"neutral"}],"underlying_price":1.7400000095367432,"peak_call_strike":null,"peak_put_strike":2.5,"total_call_volume":0,"total_put_volume":5,"volume_pc_ratio":0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":170.68},{"date":"2026-09-15","iv":166.04},{"date":"2026-09-16","iv":171.57},{"date":"2026-09-17","iv":158.46},{"date":"2026-09-18","iv":225.39},{"date":"2026-09-21","iv":148.7},{"date":"2026-09-22","iv":462.4},{"date":"2026-09-23","iv":257.0},{"date":"2026-09-24","iv":267.6},{"date":"2026-09-25","iv":459.8},{"date":"2026-09-28","iv":348.4},{"date":"2026-09-29","iv":418.2},{"date":"2026-09-30","iv":351.2},{"date":"2026-10-01","iv":357.2},{"date":"2026-10-02","iv":559.9}]}}