{"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":"PBA","summary":{"name":"PBA","price":45.89,"total_oi":6201,"call_oi":4714,"put_oi":1487,"pc_ratio":0.315,"net_gex":-44249.3,"avg_iv":36.9,"iv_rank":6.0,"iv_52w_high":65.07,"iv_52w_low":35.1,"gamma_flip":null,"max_pain":45.0},"features":{"symbol":"PBA","price":45.89,"total_oi":6201,"analysis_coverage":0.9444,"avg_iv_pct":36.9,"iv_rank":6.0,"iv_52w_high_pct":65.07,"iv_52w_low_pct":35.1,"front_dte":14,"front_atm_iv_pct":19.5561,"back_atm_iv_pct":23.1716,"term_premium_pp":-3.6155,"expected_move_front_pct":3.83,"straddle_front_pct":3.38,"straddle_30d_pct":3.38,"risk_reversal_front_pp":-157.47,"risk_reversal_30d_pp":-157.47,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.315,"put_call_oi_front_ratio":0.375,"put_call_volume_front_ratio":0.0,"option_volume":106,"volume_oi_ratio":0.017094,"net_delta_normalized":0.029966,"dealer_delta_normalized":-0.029927,"gex_per_100k_oi":-713583.293017,"vanna_per_100k_oi":3547.814869,"charm_per_100k_oi":-571488.469602,"weekend_delta_shift_per_100k_oi":-1714465.408805,"iv_surface_range_pp":89.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-1.93942,"peak_call_distance_pct":-12.83504,"peak_put_distance_pct":-12.83504},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":0.0,"put_gex":-77.97,"net_gex":-77.97,"call_oi":0,"put_oi":6},{"strike":35.0,"call_gex":0.0,"put_gex":-975.93,"net_gex":-975.93,"call_oi":3,"put_oi":31},{"strike":40.0,"call_gex":739.85,"put_gex":-17281.15,"net_gex":-16541.3,"call_oi":18,"put_oi":395},{"strike":45.0,"call_gex":31137.47,"put_gex":-312586.65,"net_gex":-281449.18,"call_oi":119,"put_oi":1049},{"strike":50.0,"call_gex":129564.81,"put_gex":-805.59,"net_gex":128759.21,"call_oi":979,"put_oi":6},{"strike":55.0,"call_gex":95916.54,"put_gex":0.0,"net_gex":95916.54,"call_oi":2852,"put_oi":0},{"strike":60.0,"call_gex":15077.52,"put_gex":0.0,"net_gex":15077.52,"call_oi":335,"put_oi":0},{"strike":65.0,"call_gex":13144.49,"put_gex":0.0,"net_gex":13144.49,"call_oi":350,"put_oi":0},{"strike":70.0,"call_gex":1897.31,"put_gex":0.0,"net_gex":1897.31,"call_oi":58,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":19960.0,"total_value":19960.0},{"strike":35.0,"call_value":0.0,"put_value":12555.0,"total_value":12555.0},{"strike":40.0,"call_value":15.0,"put_value":5305.0,"total_value":5320.0},{"strike":45.0,"call_value":120.0,"put_value":30.0,"total_value":150.0},{"strike":50.0,"call_value":820.0,"put_value":0.0,"total_value":820.0},{"strike":55.0,"call_value":6415.0,"put_value":0.0,"total_value":6415.0},{"strike":60.0,"call_value":26270.0,"put_value":0.0,"total_value":26270.0},{"strike":65.0,"call_value":47800.0,"put_value":0.0,"total_value":47800.0},{"strike":70.0,"call_value":71080.0,"put_value":0,"total_value":71080.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":36.7,"strike":40.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":67.6,"strike":35.0},{"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":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":19.6,"strike":45.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":23.2,"strike":45.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":23.0,"strike":45.0},{"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":23.8,"strike":50.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":23.1,"strike":50.0},{"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":110.9,"strike":57.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":71.4,"strike":60.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.5291,"contract_count":3,"total_oi":777},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":641},{"expiration":"12/18/2026","dte":77,"iv":0.9671,"contract_count":2,"total_oi":23},{"expiration":"02/19/2027","dte":140,"iv":0.4773,"contract_count":4,"total_oi":637},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":3,"total_oi":75}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":3.83,"expected_move_2std":7.66,"contract_count":2},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.49,"expected_move_2std":16.98,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":10.56,"expected_move_2std":21.12,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":12.38,"expected_move_2std":24.75,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":15.43,"expected_move_2std":30.85,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":2285,"put_oi":857,"total_oi":3142,"pc_ratio":0.375,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1287,"put_oi":213,"total_oi":1500,"pc_ratio":0.166,"pc_ratio_volume":2.857,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1,"put_oi":22,"total_oi":23,"pc_ratio":22.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":1081,"put_oi":323,"total_oi":1404,"pc_ratio":0.299,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":60,"put_oi":72,"total_oi":132,"pc_ratio":1.2,"pc_ratio_volume":0.0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":6},{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-468.0,"dealer_delta":468.0,"call_oi":0,"put_oi":31},{"strike":40.0,"call_delta_oi":1198.0,"put_delta_oi":-2389.0,"dealer_delta":1191.0,"call_oi":13,"put_oi":395},{"strike":45.0,"call_delta_oi":7923.0,"put_delta_oi":-33602.0,"dealer_delta":25679.0,"call_oi":119,"put_oi":1049},{"strike":50.0,"call_delta_oi":17783.0,"put_delta_oi":-456.0,"dealer_delta":-17327.0,"call_oi":979,"put_oi":6},{"strike":55.0,"call_delta_oi":10322.0,"put_delta_oi":0,"dealer_delta":-10322.0,"call_oi":2852,"put_oi":0},{"strike":60.0,"call_delta_oi":8828.0,"put_delta_oi":0,"dealer_delta":-8828.0,"call_oi":335,"put_oi":0},{"strike":65.0,"call_delta_oi":8124.0,"put_delta_oi":0,"dealer_delta":-8124.0,"call_oi":350,"put_oi":0},{"strike":70.0,"call_delta_oi":1315.0,"put_delta_oi":0,"dealer_delta":-1315.0,"call_oi":58,"put_oi":0}],"net_dealer_delta":-18558.0,"total_call_delta":55492.0,"total_put_delta":-36934.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":45.88999938964844,"strikes":[{"strike":45.0,"moneyness":0.9806,"type":"put","iv":0.2393,"delta":-0.376,"oi":262},{"strike":50.0,"moneyness":1.0896,"type":"call","iv":0.1666,"delta":0.2658,"oi":367},{"strike":55.0,"moneyness":1.1985,"type":"call","iv":0.1982,"delta":0.0991,"oi":630}]},{"expiration":"10/16/2026","underlying_price":45.88999938964844,"strikes":[{"strike":40.0,"moneyness":0.8716,"type":"put","iv":0.3674,"delta":-0.0208,"oi":254},{"strike":45.0,"moneyness":0.9806,"type":"put","iv":0.197,"delta":-0.2789,"oi":603},{"strike":50.0,"moneyness":1.0896,"type":"call","iv":0.2375,"delta":0.0316,"oi":150},{"strike":55.0,"moneyness":1.1985,"type":"call","iv":0.4463,"delta":0.0183,"oi":1811},{"strike":60.0,"moneyness":1.3075,"type":"call","iv":1.7717,"delta":0.2643,"oi":300}]},{"expiration":"11/20/2026","underlying_price":45.88999938964844,"strikes":[{"strike":45.0,"moneyness":0.9806,"type":"put","iv":0.261,"delta":-0.377,"oi":146},{"strike":50.0,"moneyness":1.0896,"type":"call","iv":0.1973,"delta":0.139,"oi":409},{"strike":55.0,"moneyness":1.1985,"type":"call","iv":0.2278,"delta":0.0186,"oi":411},{"strike":65.0,"moneyness":1.4164,"type":"call","iv":1.0283,"delta":0.232,"oi":348}]}],"greeks_heatmap":{"data":[{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.0208,"call_gamma":0,"put_gamma":0.015729,"call_theta":0,"put_theta":-0.006,"call_vega":0,"put_vega":0.0043,"call_oi":0,"put_oi":254},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2789,"call_gamma":0,"put_gamma":0.196949,"call_theta":0,"put_theta":-0.0205,"call_vega":0,"put_vega":0.0291,"call_oi":0,"put_oi":603},{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0316,"put_delta":0,"call_gamma":0.034565,"put_gamma":0,"call_theta":-0.0058,"put_theta":0,"call_vega":0.0062,"put_vega":0,"call_oi":150,"put_oi":0},{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0183,"put_delta":0,"call_gamma":0.011621,"put_gamma":0,"call_theta":-0.0068,"put_theta":0,"call_vega":0.0039,"put_vega":0,"call_oi":1811,"put_oi":0},{"strike":45.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6478,"put_delta":-0.377,"call_gamma":0.110157,"put_gamma":0.087466,"call_theta":-0.0163,"put_theta":-0.015,"call_vega":0.0618,"put_vega":0.0632,"call_oi":81,"put_oi":146},{"strike":50.0,"dte":49,"expiration":"11/20/2026","call_delta":0.139,"put_delta":0,"call_gamma":0.06745,"put_gamma":0,"call_theta":-0.0083,"put_theta":0,"call_vega":0.0369,"put_vega":0,"call_oi":409,"put_oi":0},{"strike":55.0,"dte":49,"expiration":"11/20/2026","call_delta":0.0186,"put_delta":0,"call_gamma":0.012019,"put_gamma":0,"call_theta":-0.0019,"put_theta":0,"call_vega":0.0076,"put_vega":0,"call_oi":411,"put_oi":0}],"strikes":[40.0,45.0,50.0,55.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-157.47,"put_25d_iv":19.7,"call_25d_iv":177.17,"put_25d_strike":45.0,"call_25d_strike":60.0,"skew":"call_skew"},{"expiration":"11/20/2026","dte":49,"risk_reversal":-76.73,"put_25d_iv":26.1,"call_25d_iv":102.83,"put_25d_strike":45.0,"call_25d_strike":65.0,"skew":"call_skew"},{"expiration":"02/19/2027","dte":140,"risk_reversal":7.27,"put_25d_iv":23.93,"call_25d_iv":16.66,"put_25d_strike":45.0,"call_25d_strike":50.0,"skew":"put_skew"},{"expiration":"05/21/2027","dte":231,"risk_reversal":8.72,"put_25d_iv":25.44,"call_25d_iv":16.72,"put_25d_strike":40.0,"call_25d_strike":50.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":40.0,"call_vanna":0,"put_vanna":10.0,"net_vanna":10.0,"call_oi":0,"put_oi":310},{"strike":45.0,"call_vanna":-3.0,"put_vanna":37.0,"net_vanna":34.0,"call_oi":81,"put_oi":1011},{"strike":50.0,"call_vanna":65.0,"put_vanna":0,"net_vanna":65.0,"call_oi":979,"put_oi":0},{"strike":55.0,"call_vanna":76.0,"put_vanna":0,"net_vanna":76.0,"call_oi":2852,"put_oi":0},{"strike":60.0,"call_vanna":9.0,"put_vanna":0,"net_vanna":9.0,"call_oi":300,"put_oi":0},{"strike":65.0,"call_vanna":21.0,"put_vanna":0,"net_vanna":21.0,"call_oi":348,"put_oi":0},{"strike":70.0,"call_vanna":6.0,"put_vanna":0,"net_vanna":6.0,"call_oi":58,"put_oi":0}],"net_vanna":220.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":40.0,"call_charm":0,"put_charm":83.0,"net_charm":83.0,"call_oi":0,"put_oi":254},{"strike":45.0,"call_charm":-636.0,"put_charm":9612.0,"net_charm":8976.0,"call_oi":81,"put_oi":749},{"strike":50.0,"call_charm":-423.0,"put_charm":0,"net_charm":-423.0,"call_oi":559,"put_oi":0},{"strike":55.0,"call_charm":-596.0,"put_charm":0,"net_charm":-596.0,"call_oi":2222,"put_oi":0},{"strike":60.0,"call_charm":-40146.0,"put_charm":0,"net_charm":-40146.0,"call_oi":300,"put_oi":0},{"strike":65.0,"call_charm":-3333.0,"put_charm":0,"net_charm":-3333.0,"call_oi":348,"put_oi":0}],"net_charm":-35438.0,"weekend_delta_shift":-106314.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":13456.0,"put_delta":-17345.0,"net_delta":-3889.0,"call_oi":2285,"put_oi":857,"total_oi":3142,"total_volume":20,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":20617.0,"put_delta":-6567.0,"net_delta":14050.0,"call_oi":1282,"put_oi":213,"total_oi":1495,"total_volume":27,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":64.0,"put_delta":-837.0,"net_delta":-773.0,"call_oi":1,"put_oi":22,"total_oi":23,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":18973.0,"put_delta":-10582.0,"net_delta":8391.0,"call_oi":1078,"put_oi":323,"total_oi":1401,"total_volume":54,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":2382.0,"put_delta":-1603.0,"net_delta":779.0,"call_oi":60,"put_oi":72,"total_oi":132,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":45.0,"straddle_price":1.55,"straddle_pct":3.38,"implied_move":3.38,"avg_iv":19.6},{"expiration":"11/20/2026","dte":49,"strike":45.0,"straddle_price":3.18,"straddle_pct":6.92,"implied_move":6.92,"avg_iv":23.2}],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":31,"total_oi":34,"bias":"neutral"},{"strike":40.0,"call_volume":53,"put_volume":20,"total_volume":73,"call_oi":18,"put_oi":395,"total_oi":413,"bias":"bullish"},{"strike":45.0,"call_volume":23,"put_volume":0,"total_volume":23,"call_oi":119,"put_oi":1049,"total_oi":1168,"bias":"bullish"},{"strike":50.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":979,"put_oi":6,"total_oi":985,"bias":"bullish"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2852,"put_oi":0,"total_oi":2852,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":335,"put_oi":0,"total_oi":335,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":350,"put_oi":0,"total_oi":350,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":58,"put_oi":0,"total_oi":58,"bias":"neutral"}],"underlying_price":45.88999938964844,"peak_call_strike":40.0,"peak_put_strike":40.0,"total_call_volume":86,"total_put_volume":20,"volume_pc_ratio":0.233},"iv_contours":{"x":[0.76,0.87,0.98,1.09,1.2],"y":[14,49,77,140],"z":[[null,36.74,19.56,23.75,44.63],[105.95,28.8,23.18,19.73,22.78],[null,null,25.27,null,null],[null,20.48,23.93,16.66,19.82]],"levels":[16.7,25.6,34.5,43.4,52.4,61.3,70.2,79.2,88.1,97.0,106.0],"min_iv":16.7,"max_iv":106.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":47.28},{"date":"2026-09-15","iv":65.07},{"date":"2026-09-16","iv":53.93},{"date":"2026-09-17","iv":48.16},{"date":"2026-09-18","iv":51.32},{"date":"2026-09-21","iv":43.7},{"date":"2026-09-22","iv":42.5},{"date":"2026-09-23","iv":50.7},{"date":"2026-09-24","iv":44.0},{"date":"2026-09-25","iv":45.3},{"date":"2026-09-28","iv":35.1},{"date":"2026-09-29","iv":42.2},{"date":"2026-09-30","iv":56.3},{"date":"2026-10-01","iv":40.5},{"date":"2026-10-02","iv":36.9}]}}