{"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":"PANL","summary":{"name":"PANL","price":8.43,"total_oi":2117,"call_oi":1339,"put_oi":778,"pc_ratio":0.581,"net_gex":6965.0,"avg_iv":94.4,"iv_rank":19.3,"iv_52w_high":210.6,"iv_52w_low":66.6,"gamma_flip":5.25,"max_pain":7.5},"features":{"symbol":"PANL","price":8.43,"total_oi":2117,"analysis_coverage":0.7778,"avg_iv_pct":94.4,"iv_rank":19.3,"iv_52w_high_pct":210.6,"iv_52w_low_pct":66.6,"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":16.28,"risk_reversal_30d_pp":16.28,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.581,"put_call_oi_front_ratio":8.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.253768,"dealer_delta_normalized":-0.228115,"gex_per_100k_oi":329003.306566,"vanna_per_100k_oi":803.023146,"charm_per_100k_oi":-25082.664147,"weekend_delta_shift_per_100k_oi":-75247.992442,"iv_surface_range_pp":29.1,"gamma_flip_distance_pct":-37.72242,"max_pain_distance_pct":-11.032028,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":0.0,"put_gex":-256.38,"net_gex":-256.38,"call_oi":212,"put_oi":208},{"strike":7.5,"call_gex":9016.82,"put_gex":-6425.95,"net_gex":2590.87,"call_oi":761,"put_oi":568},{"strike":10.0,"call_gex":4633.21,"put_gex":-20.7,"net_gex":4612.51,"call_oi":362,"put_oi":2},{"strike":12.5,"call_gex":14.07,"put_gex":0.0,"net_gex":14.07,"call_oi":3,"put_oi":0},{"strike":15.0,"call_gex":3.93,"put_gex":0.0,"net_gex":3.93,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":1430.0,"total_value":1430.0},{"strike":7.5,"call_value":530.0,"put_value":5.0,"total_value":535.0},{"strike":10.0,"call_value":2962.5,"put_value":0.0,"total_value":2962.5},{"strike":12.5,"call_value":6300.0,"put_value":0.0,"total_value":6300.0},{"strike":15.0,"call_value":9645.0,"put_value":0,"total_value":9645.0}],"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":473.6,"strike":5.0},{"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":68.5,"strike":7.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":58.0,"strike":7.5},{"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":290.0,"strike":10.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":47.6,"strike":10.0},{"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":5,"put_oi":40,"total_oi":45,"pc_ratio":8.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":567,"put_oi":464,"total_oi":1031,"pc_ratio":0.818,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"02/19/2027","dte":140,"call_oi":766,"put_oi":273,"total_oi":1039,"pc_ratio":0.356,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":1,"put_oi":1,"total_oi":2,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-2704.0,"dealer_delta":2704.0,"call_oi":0,"put_oi":208},{"strike":7.5,"call_delta_oi":57162.0,"put_delta_oi":-14608.0,"dealer_delta":-42553.0,"call_oi":759,"put_oi":568},{"strike":10.0,"call_delta_oi":8408.0,"put_delta_oi":-133.0,"dealer_delta":-8275.0,"call_oi":362,"put_oi":2},{"strike":12.5,"call_delta_oi":128.0,"put_delta_oi":0,"dealer_delta":-128.0,"call_oi":3,"put_oi":0},{"strike":15.0,"call_delta_oi":40.0,"put_delta_oi":0,"dealer_delta":-40.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-48292.0,"total_call_delta":65737.0,"total_put_delta":-17446.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":8.430000305175781,"strikes":[{"strike":7.5,"moneyness":0.8897,"type":"call","iv":0.4083,"delta":0.7435,"oi":408},{"strike":7.5,"moneyness":0.8897,"type":"put","iv":0.4961,"delta":-0.2783,"oi":211},{"strike":10.0,"moneyness":1.1862,"type":"call","iv":0.3936,"delta":0.3032,"oi":148}]},{"expiration":"11/20/2026","underlying_price":8.430000305175781,"strikes":[{"strike":7.5,"moneyness":0.8897,"type":"call","iv":0.5428,"delta":0.7644,"oi":350},{"strike":7.5,"moneyness":0.8897,"type":"put","iv":0.6174,"delta":-0.2549,"oi":317},{"strike":10.0,"moneyness":1.1862,"type":"call","iv":0.4546,"delta":0.1789,"oi":211}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":49,"expiration":"11/20/2026","call_delta":0.7644,"put_delta":-0.2549,"call_gamma":0.185435,"put_gamma":0.170111,"call_theta":-0.0059,"put_theta":-0.006,"call_vega":0.0094,"put_vega":0.0098,"call_oi":350,"put_oi":317},{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0.1789,"put_delta":0,"call_gamma":0.188071,"put_gamma":0,"call_theta":-0.0039,"put_theta":0,"call_vega":0.008,"put_vega":0,"call_oi":211,"put_oi":0}],"strikes":[7.5,10.0],"dtes":[49]},"risk_reversal":[{"expiration":"11/20/2026","dte":49,"risk_reversal":16.28,"put_25d_iv":61.74,"call_25d_iv":45.46,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"put_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":10.25,"put_25d_iv":49.61,"call_25d_iv":39.36,"put_25d_strike":7.5,"call_25d_strike":10.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":0,"put_vanna":14.0,"net_vanna":14.0,"call_oi":0,"put_oi":208},{"strike":7.5,"call_vanna":-60.0,"put_vanna":37.0,"net_vanna":-23.0,"call_oi":758,"put_oi":528},{"strike":10.0,"call_vanna":25.0,"put_vanna":0,"net_vanna":25.0,"call_oi":359,"put_oi":0}],"net_vanna":17.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":5.0,"call_charm":0,"put_charm":398.0,"net_charm":398.0,"call_oi":0,"put_oi":146},{"strike":7.5,"call_charm":-1181.0,"put_charm":363.0,"net_charm":-818.0,"call_oi":350,"put_oi":317},{"strike":10.0,"call_charm":-111.0,"put_charm":0,"net_charm":-111.0,"call_oi":211,"put_oi":0}],"net_charm":-531.0,"weekend_delta_shift":-1593.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":146.0,"put_delta":-653.0,"net_delta":-508.0,"call_oi":3,"put_oi":40,"total_oi":43,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":30530.0,"put_delta":-9939.0,"net_delta":20591.0,"call_oi":561,"put_oi":464,"total_oi":1025,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":34990.0,"put_delta":-6799.0,"net_delta":28191.0,"call_oi":560,"put_oi":273,"total_oi":833,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":72.0,"put_delta":-54.0,"net_delta":18.0,"call_oi":1,"put_oi":1,"total_oi":2,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":212,"put_oi":208,"total_oi":420,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":761,"put_oi":568,"total_oi":1329,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":362,"put_oi":2,"total_oi":364,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":8.430000305175781,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.89,1.19],"y":[14,49,140],"z":[[68.49,null],[58.01,45.46],[45.22,39.36]],"levels":[39.4,42.3,45.2,48.1,51.0,53.9,56.8,59.8,62.7,65.6,68.5],"min_iv":39.4,"max_iv":68.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":122.1},{"date":"2026-09-15","iv":90.2},{"date":"2026-09-16","iv":117.93},{"date":"2026-09-17","iv":86.49},{"date":"2026-09-18","iv":102.82},{"date":"2026-09-21","iv":84.44},{"date":"2026-09-22","iv":86.3},{"date":"2026-09-23","iv":74.8},{"date":"2026-09-24","iv":132.0},{"date":"2026-09-25","iv":66.6},{"date":"2026-09-28","iv":207.0},{"date":"2026-09-29","iv":70.0},{"date":"2026-09-30","iv":84.2},{"date":"2026-10-01","iv":210.6},{"date":"2026-10-02","iv":94.4}]}}