{"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":"QQQY","summary":{"name":"QQQY","price":22.71,"total_oi":324,"call_oi":133,"put_oi":191,"pc_ratio":1.436,"net_gex":10226.03,"avg_iv":47.4,"iv_rank":8.5,"iv_52w_high":130.2,"iv_52w_low":39.7,"gamma_flip":22.48,"max_pain":23.0},"features":{"symbol":"QQQY","price":22.71,"total_oi":324,"analysis_coverage":0.6667,"avg_iv_pct":47.4,"iv_rank":8.5,"iv_52w_high_pct":130.2,"iv_52w_low_pct":39.7,"front_dte":14,"front_atm_iv_pct":43.9628,"back_atm_iv_pct":28.9304,"term_premium_pp":15.0324,"expected_move_front_pct":8.61,"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":1.436,"put_call_oi_front_ratio":0.406,"put_call_volume_front_ratio":0.0,"option_volume":4,"volume_oi_ratio":0.012346,"net_delta_normalized":-0.090233,"dealer_delta_normalized":0.083827,"gex_per_100k_oi":3156182.098765,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":41.1,"gamma_flip_distance_pct":-1.01277,"max_pain_distance_pct":1.27697,"peak_call_distance_pct":5.680317,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":0.0,"put_gex":-47.32,"net_gex":-47.32,"call_oi":0,"put_oi":5},{"strike":19.0,"call_gex":0.0,"put_gex":-1198.54,"net_gex":-1198.54,"call_oi":0,"put_oi":50},{"strike":20.0,"call_gex":0.0,"put_gex":-528.41,"net_gex":-528.41,"call_oi":0,"put_oi":18},{"strike":21.0,"call_gex":0.0,"put_gex":-1170.37,"net_gex":-1170.37,"call_oi":0,"put_oi":33},{"strike":22.0,"call_gex":0.0,"put_gex":-2624.8,"net_gex":-2624.8,"call_oi":23,"put_oi":48},{"strike":23.0,"call_gex":12984.02,"put_gex":-1460.54,"net_gex":11523.48,"call_oi":40,"put_oi":7},{"strike":24.0,"call_gex":2973.25,"put_gex":-234.75,"net_gex":2738.5,"call_oi":33,"put_oi":9},{"strike":25.0,"call_gex":2009.1,"put_gex":-494.51,"net_gex":1514.59,"call_oi":33,"put_oi":13},{"strike":26.0,"call_gex":97.48,"put_gex":0.0,"net_gex":97.48,"call_oi":2,"put_oi":0},{"strike":27.0,"call_gex":69.52,"put_gex":0.0,"net_gex":69.52,"call_oi":2,"put_oi":0},{"strike":28.0,"call_gex":0.0,"put_gex":-24.97,"net_gex":-24.97,"call_oi":0,"put_oi":1},{"strike":29.0,"call_gex":0.0,"put_gex":-22.67,"net_gex":-22.67,"call_oi":0,"put_oi":1},{"strike":30.0,"call_gex":0.0,"put_gex":-64.07,"net_gex":-64.07,"call_oi":0,"put_oi":4},{"strike":32.0,"call_gex":0.0,"put_gex":-36.38,"net_gex":-36.38,"call_oi":0,"put_oi":2}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":1212.0,"total_value":1212.0},{"strike":19.0,"call_value":0.0,"put_value":468.0,"total_value":468.0},{"strike":20.0,"call_value":0.0,"put_value":332.0,"total_value":332.0},{"strike":21.0,"call_value":0.0,"put_value":214.0,"total_value":214.0},{"strike":22.0,"call_value":0.0,"put_value":129.0,"total_value":129.0},{"strike":23.0,"call_value":23.0,"put_value":92.0,"total_value":115.0},{"strike":24.0,"call_value":86.0,"put_value":62.0,"total_value":148.0},{"strike":25.0,"call_value":182.0,"put_value":41.0,"total_value":223.0},{"strike":26.0,"call_value":311.0,"put_value":33.0,"total_value":344.0},{"strike":27.0,"call_value":442.0,"put_value":25.0,"total_value":467.0},{"strike":28.0,"call_value":575.0,"put_value":17.0,"total_value":592.0},{"strike":29.0,"call_value":708.0,"put_value":10.0,"total_value":718.0},{"strike":30.0,"call_value":841.0,"put_value":4.0,"total_value":845.0},{"strike":32.0,"call_value":1107.0,"put_value":0,"total_value":1107.0}],"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":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":122.5,"strike":15.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":72.0,"strike":20.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":56.1,"strike":21.0},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":51.1,"strike":20.5},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":99.5,"strike":22.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":28.9,"strike":22.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":32.8,"strike":22.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":16.2,"strike":23.0},{"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":13.1,"strike":23.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":49.0,"strike":24.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":24.6,"strike":24.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":31.8,"strike":24.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":59.5,"strike":25.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":39.6,"strike":25.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":92.8,"strike":27.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":80.5,"strike":29.67}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":5,"total_oi":40},{"expiration":"11/20/2026","dte":49,"iv":0.3059,"contract_count":3,"total_oi":10},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":5,"total_oi":77},{"expiration":"03/19/2027","dte":168,"iv":0.3255,"contract_count":4,"total_oi":43}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":8.61,"expected_move_2std":17.22,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.6,"expected_move_2std":21.21,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":10.54,"expected_move_2std":21.09,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":17.32,"expected_move_2std":34.64,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":32,"put_oi":13,"total_oi":45,"pc_ratio":0.406,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":7,"put_oi":3,"total_oi":10,"pc_ratio":0.429,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":53,"put_oi":84,"total_oi":137,"pc_ratio":1.585,"pc_ratio_volume":0.0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":41,"put_oi":91,"total_oi":132,"pc_ratio":2.22,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":15.0,"call_delta_oi":0,"put_delta_oi":-75.0,"dealer_delta":75.0,"call_oi":0,"put_oi":5},{"strike":19.0,"call_delta_oi":0,"put_delta_oi":-884.0,"dealer_delta":884.0,"call_oi":0,"put_oi":50},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-427.0,"dealer_delta":427.0,"call_oi":0,"put_oi":18},{"strike":21.0,"call_delta_oi":0,"put_delta_oi":-995.0,"dealer_delta":995.0,"call_oi":0,"put_oi":33},{"strike":22.0,"call_delta_oi":0,"put_delta_oi":-1753.0,"dealer_delta":1753.0,"call_oi":0,"put_oi":48},{"strike":23.0,"call_delta_oi":1652.0,"put_delta_oi":-417.0,"dealer_delta":-1234.0,"call_oi":40,"put_oi":7},{"strike":24.0,"call_delta_oi":1010.0,"put_delta_oi":-425.0,"dealer_delta":-585.0,"call_oi":33,"put_oi":9},{"strike":25.0,"call_delta_oi":820.0,"put_delta_oi":-791.0,"dealer_delta":-29.0,"call_oi":33,"put_oi":13},{"strike":26.0,"call_delta_oi":44.0,"put_delta_oi":0,"dealer_delta":-44.0,"call_oi":2,"put_oi":0},{"strike":27.0,"call_delta_oi":37.0,"put_delta_oi":0,"dealer_delta":-37.0,"call_oi":2,"put_oi":0},{"strike":28.0,"call_delta_oi":0,"put_delta_oi":-67.0,"dealer_delta":67.0,"call_oi":0,"put_oi":1},{"strike":29.0,"call_delta_oi":0,"put_delta_oi":-69.0,"dealer_delta":69.0,"call_oi":0,"put_oi":1},{"strike":30.0,"call_delta_oi":0,"put_delta_oi":-230.0,"dealer_delta":230.0,"call_oi":0,"put_oi":4},{"strike":32.0,"call_delta_oi":0,"put_delta_oi":-144.0,"dealer_delta":144.0,"call_oi":0,"put_oi":2}],"net_dealer_delta":2716.0,"total_call_delta":3563.0,"total_put_delta":-6278.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":895.0,"put_delta":-617.0,"net_delta":277.0,"call_oi":32,"put_oi":13,"total_oi":45,"total_volume":2,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":213.0,"put_delta":-99.0,"net_delta":114.0,"call_oi":7,"put_oi":3,"total_oi":10,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1428.0,"put_delta":-3224.0,"net_delta":-1795.0,"call_oi":52,"put_oi":84,"total_oi":136,"total_volume":2,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":1027.0,"put_delta":-2339.0,"net_delta":-1312.0,"call_oi":19,"put_oi":91,"total_oi":110,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":50,"total_oi":50,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":18,"total_oi":18,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":33,"total_oi":33,"bias":"neutral"},{"strike":22.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":23,"put_oi":48,"total_oi":71,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":7,"total_oi":47,"bias":"neutral"},{"strike":24.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":33,"put_oi":9,"total_oi":42,"bias":"bullish"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":33,"put_oi":13,"total_oi":46,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"}],"underlying_price":22.709999084472656,"peak_call_strike":24.0,"peak_put_strike":null,"total_call_volume":4,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.84,0.88,0.93,0.97,1.01,1.06,1.1],"y":[14,77,168],"z":[[null,null,null,null,10.09,null,null],[null,null,46.68,32.82,null,18.95,39.55],[36.34,37.35,40.51,null,5.62,null,null]],"levels":[5.6,9.7,13.8,17.9,22.0,26.2,30.3,34.4,38.5,42.6,46.7],"min_iv":5.6,"max_iv":46.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":121.32},{"date":"2026-09-15","iv":118.25},{"date":"2026-09-16","iv":83.56},{"date":"2026-09-17","iv":73.97},{"date":"2026-09-18","iv":100.27},{"date":"2026-09-21","iv":60.64},{"date":"2026-09-22","iv":39.7},{"date":"2026-09-23","iv":47.6},{"date":"2026-09-24","iv":66.2},{"date":"2026-09-25","iv":68.8},{"date":"2026-09-28","iv":55.6},{"date":"2026-09-29","iv":69.7},{"date":"2026-09-30","iv":44.9},{"date":"2026-10-01","iv":130.2},{"date":"2026-10-02","iv":47.4}]}}