{"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":"PBD","summary":{"name":"PBD","price":17.11,"total_oi":242,"call_oi":142,"put_oi":100,"pc_ratio":0.704,"net_gex":659.26,"avg_iv":136.9,"iv_rank":60.6,"iv_52w_high":175.4,"iv_52w_low":77.8,"gamma_flip":23.26,"max_pain":13.0},"features":{"symbol":"PBD","price":17.11,"total_oi":242,"analysis_coverage":0.7778,"avg_iv_pct":136.9,"iv_rank":60.6,"iv_52w_high_pct":175.4,"iv_52w_low_pct":77.8,"front_dte":14,"front_atm_iv_pct":34.2614,"back_atm_iv_pct":34.2614,"term_premium_pp":0.0,"expected_move_front_pct":6.71,"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":0.704,"put_call_oi_front_ratio":0.019,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.114711,"dealer_delta_normalized":-0.114711,"gex_per_100k_oi":272421.487603,"vanna_per_100k_oi":2892.561983,"charm_per_100k_oi":216115.702479,"weekend_delta_shift_per_100k_oi":648347.107438,"iv_surface_range_pp":188.0,"gamma_flip_distance_pct":35.943892,"max_pain_distance_pct":-24.02104,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":12.0,"call_gex":0.0,"put_gex":-573.33,"net_gex":-573.33,"call_oi":0,"put_oi":99},{"strike":13.0,"call_gex":131.03,"put_gex":0.0,"net_gex":131.03,"call_oi":23,"put_oi":0},{"strike":17.0,"call_gex":0.0,"put_gex":-104.3,"net_gex":-104.3,"call_oi":0,"put_oi":1},{"strike":23.0,"call_gex":427.47,"put_gex":0.0,"net_gex":427.47,"call_oi":39,"put_oi":0},{"strike":24.0,"call_gex":459.97,"put_gex":0.0,"net_gex":459.97,"call_oi":55,"put_oi":0},{"strike":25.0,"call_gex":299.85,"put_gex":0.0,"net_gex":299.85,"call_oi":23,"put_oi":0},{"strike":26.0,"call_gex":9.47,"put_gex":0.0,"net_gex":9.47,"call_oi":1,"put_oi":0},{"strike":27.0,"call_gex":9.09,"put_gex":0.0,"net_gex":9.09,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":12.0,"call_value":0,"put_value":5.0,"total_value":5.0},{"strike":13.0,"call_value":0.0,"put_value":4.0,"total_value":4.0},{"strike":17.0,"call_value":92.0,"put_value":0.0,"total_value":92.0},{"strike":23.0,"call_value":230.0,"put_value":0.0,"total_value":230.0},{"strike":24.0,"call_value":292.0,"put_value":0.0,"total_value":292.0},{"strike":25.0,"call_value":409.0,"put_value":0.0,"total_value":409.0},{"strike":26.0,"call_value":549.0,"put_value":0.0,"total_value":549.0},{"strike":27.0,"call_value":690.0,"put_value":0,"total_value":690.0}],"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":132.6,"strike":12.5},{"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":34.3,"strike":17.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":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":97.8,"strike":24.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":166.9,"strike":25.0},{"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":0.0,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.71,"expected_move_2std":13.42,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":52,"put_oi":1,"total_oi":53,"pc_ratio":0.019,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":90,"put_oi":99,"total_oi":189,"pc_ratio":1.1,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":12.0,"call_delta_oi":0,"put_delta_oi":-1959.0,"dealer_delta":1959.0,"call_oi":0,"put_oi":99},{"strike":13.0,"call_delta_oi":2256.0,"put_delta_oi":0,"dealer_delta":-2256.0,"call_oi":23,"put_oi":0},{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-44.0,"dealer_delta":44.0,"call_oi":0,"put_oi":1},{"strike":23.0,"call_delta_oi":1694.0,"put_delta_oi":0,"dealer_delta":-1694.0,"call_oi":39,"put_oi":0},{"strike":24.0,"call_delta_oi":343.0,"put_delta_oi":0,"dealer_delta":-343.0,"call_oi":55,"put_oi":0},{"strike":25.0,"call_delta_oi":405.0,"put_delta_oi":0,"dealer_delta":-405.0,"call_oi":23,"put_oi":0},{"strike":26.0,"call_delta_oi":41.0,"put_delta_oi":0,"dealer_delta":-41.0,"call_oi":1,"put_oi":0},{"strike":27.0,"call_delta_oi":40.0,"put_delta_oi":0,"dealer_delta":-40.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-2776.0,"total_call_delta":4778.0,"total_put_delta":-2002.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":12.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.1978,"call_gamma":0,"put_gamma":0.019782,"call_theta":0,"put_theta":-0.0401,"call_vega":0,"put_vega":0.0173,"call_oi":0,"put_oi":99}],"strikes":[12.0],"dtes":[49]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":12.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":99},{"strike":24.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":52,"put_oi":0}],"net_vanna":7.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":12.0,"call_charm":0,"put_charm":584.0,"net_charm":584.0,"call_oi":0,"put_oi":99},{"strike":24.0,"call_charm":-61.0,"put_charm":0,"net_charm":-61.0,"call_oi":52,"put_oi":0}],"net_charm":523.0,"weekend_delta_shift":1569.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":216.0,"put_delta":-44.0,"net_delta":173.0,"call_oi":52,"put_oi":1,"total_oi":53,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":4562.0,"put_delta":-1959.0,"net_delta":2603.0,"call_oi":90,"put_oi":99,"total_oi":189,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":99,"total_oi":99,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":0,"total_oi":23,"bias":"neutral"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":39,"put_oi":0,"total_oi":39,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":55,"put_oi":0,"total_oi":55,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":0,"total_oi":23,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":17.110000610351562,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.7,0.76],"y":[49],"z":[[226.6,38.61]],"levels":[38.6,57.4,76.2,95.0,113.8,132.6,151.4,170.2,189.0,207.8,226.6],"min_iv":38.6,"max_iv":226.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":115.28},{"date":"2026-09-15","iv":112.77},{"date":"2026-09-16","iv":138.97},{"date":"2026-09-17","iv":159.39},{"date":"2026-09-18","iv":87.3},{"date":"2026-09-21","iv":118.49},{"date":"2026-09-22","iv":77.8},{"date":"2026-09-23","iv":116.8},{"date":"2026-09-24","iv":121.3},{"date":"2026-09-25","iv":175.4},{"date":"2026-09-28","iv":103.9},{"date":"2026-09-29","iv":122.6},{"date":"2026-09-30","iv":162.3},{"date":"2026-10-01","iv":104.2},{"date":"2026-10-02","iv":136.9}]}}