{"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":"PACK","summary":{"name":"PACK","price":4.09,"total_oi":549,"call_oi":471,"put_oi":78,"pc_ratio":0.166,"net_gex":484.6,"avg_iv":751.6,"iv_rank":74.7,"iv_52w_high":963.2,"iv_52w_low":127.46,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"PACK","price":4.09,"total_oi":549,"analysis_coverage":0.7778,"avg_iv_pct":751.6,"iv_rank":74.7,"iv_52w_high_pct":963.2,"iv_52w_low_pct":127.46,"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":-55.56,"risk_reversal_30d_pp":-55.56,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.166,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.001821,"net_delta_normalized":0.485632,"dealer_delta_normalized":-0.475902,"gex_per_100k_oi":88269.581056,"vanna_per_100k_oi":364.298725,"charm_per_100k_oi":-24772.313297,"weekend_delta_shift_per_100k_oi":-74499.089253,"iv_surface_range_pp":29.8,"gamma_flip_distance_pct":null,"max_pain_distance_pct":22.249389,"peak_call_distance_pct":22.249389,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":17.18,"put_gex":0.0,"net_gex":17.18,"call_oi":25,"put_oi":1},{"strike":5.0,"call_gex":846.24,"put_gex":-370.28,"net_gex":475.96,"call_oi":256,"put_oi":73},{"strike":7.5,"call_gex":0.0,"put_gex":-8.55,"net_gex":-8.55,"call_oi":78,"put_oi":4},{"strike":10.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":55,"put_oi":0},{"strike":12.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":57,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":202.5,"total_value":202.5},{"strike":5.0,"call_value":62.5,"put_value":10.0,"total_value":72.5},{"strike":7.5,"call_value":765.0,"put_value":0.0,"total_value":765.0},{"strike":10.0,"call_value":1662.5,"put_value":0.0,"total_value":1662.5},{"strike":12.5,"call_value":2697.5,"put_value":0,"total_value":2697.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":225.3,"strike":2.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":143.2,"strike":2.5},{"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":382.5,"strike":5.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":102.5,"strike":5.0},{"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":13,"put_oi":0,"total_oi":13,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":255,"put_oi":74,"total_oi":329,"pc_ratio":0.29,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":147,"put_oi":4,"total_oi":151,"pc_ratio":0.027,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":56,"put_oi":0,"total_oi":56,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":1293.0,"put_delta_oi":0,"dealer_delta":-1293.0,"call_oi":15,"put_oi":0},{"strike":5.0,"call_delta_oi":11389.0,"put_delta_oi":-5261.0,"dealer_delta":-6129.0,"call_oi":256,"put_oi":73},{"strike":7.5,"call_delta_oi":7800.0,"put_delta_oi":-294.0,"dealer_delta":-7506.0,"call_oi":78,"put_oi":4},{"strike":10.0,"call_delta_oi":5500.0,"put_delta_oi":0,"dealer_delta":-5500.0,"call_oi":55,"put_oi":0},{"strike":12.5,"call_delta_oi":5700.0,"put_delta_oi":0,"dealer_delta":-5700.0,"call_oi":57,"put_oi":0}],"net_dealer_delta":-26127.0,"total_call_delta":31682.0,"total_put_delta":-5555.0,"bias":"neutral"},"vol_smile":[{"expiration":"11/20/2026","underlying_price":4.090000152587891,"strikes":[{"strike":5.0,"moneyness":1.2225,"type":"call","iv":1.3032,"delta":0.4298,"oi":104}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4298,"put_delta":-0.7207,"call_gamma":0.203188,"put_gamma":0.303222,"call_theta":-0.0081,"put_theta":-0.0034,"call_vega":0.0058,"put_vega":0.005,"call_oi":104,"put_oi":73}],"strikes":[5.0],"dtes":[49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":-55.56,"put_25d_iv":74.76,"call_25d_iv":130.32,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":5.0,"put_vanna":-4.0,"net_vanna":2.0,"call_oi":198,"put_oi":73},{"strike":7.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":78,"put_oi":0},{"strike":12.5,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":55,"put_oi":0}],"net_vanna":2.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":-268.0,"put_charm":134.0,"net_charm":-134.0,"call_oi":104,"put_oi":73},{"strike":7.5,"call_charm":-1.0,"put_charm":0,"net_charm":-1.0,"call_oi":78,"put_oi":0},{"strike":12.5,"call_charm":-1.0,"put_charm":0,"net_charm":-1.0,"call_oi":55,"put_oi":0}],"net_charm":-136.0,"weekend_delta_shift":-409.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":732.0,"put_delta":0,"net_delta":732.0,"call_oi":13,"put_oi":0,"total_oi":13,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":19525.0,"put_delta":-5261.0,"net_delta":14264.0,"call_oi":255,"put_oi":73,"total_oi":328,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":8301.0,"put_delta":-294.0,"net_delta":8007.0,"call_oi":137,"put_oi":4,"total_oi":141,"total_volume":1,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":3124.0,"put_delta":0,"net_delta":3124.0,"call_oi":56,"put_oi":0,"total_oi":56,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":25,"put_oi":1,"total_oi":26,"bias":"neutral"},{"strike":5.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":256,"put_oi":73,"total_oi":329,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":78,"put_oi":4,"total_oi":82,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":55,"put_oi":0,"total_oi":55,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":57,"put_oi":0,"total_oi":57,"bias":"neutral"}],"underlying_price":4.090000152587891,"peak_call_strike":5.0,"peak_put_strike":null,"total_call_volume":1,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.22],"y":[49,140],"z":[[102.54],[72.68]],"levels":[72.7,75.7,78.7,81.6,84.6,87.6,90.6,93.6,96.6,99.6,102.5],"min_iv":72.7,"max_iv":102.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":212.81},{"date":"2026-09-15","iv":160.04},{"date":"2026-09-16","iv":142.73},{"date":"2026-09-17","iv":215.59},{"date":"2026-09-18","iv":144.6},{"date":"2026-09-21","iv":127.46},{"date":"2026-09-22","iv":271.2},{"date":"2026-09-23","iv":532.9},{"date":"2026-09-24","iv":537.3},{"date":"2026-09-25","iv":963.2},{"date":"2026-09-28","iv":251.7},{"date":"2026-09-29","iv":737.0},{"date":"2026-09-30","iv":730.2},{"date":"2026-10-01","iv":500.6},{"date":"2026-10-02","iv":751.6}]}}