{"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":"REG","summary":{"name":"REG","price":71.6,"total_oi":538,"call_oi":353,"put_oi":185,"pc_ratio":0.524,"net_gex":-1875.05,"avg_iv":35.1,"iv_rank":4.8,"iv_52w_high":58.98,"iv_52w_low":33.9,"gamma_flip":null,"max_pain":75.0},"features":{"symbol":"REG","price":71.6,"total_oi":538,"analysis_coverage":0.9444,"avg_iv_pct":35.1,"iv_rank":4.8,"iv_52w_high_pct":58.98,"iv_52w_low_pct":33.9,"front_dte":14,"front_atm_iv_pct":23.6919,"back_atm_iv_pct":20.7425,"term_premium_pp":2.9494,"expected_move_front_pct":4.64,"straddle_front_pct":4.96,"straddle_30d_pct":4.96,"risk_reversal_front_pp":-29.06,"risk_reversal_30d_pp":-29.06,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.524,"put_call_oi_front_ratio":0.547,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.001859,"net_delta_normalized":0.003364,"dealer_delta_normalized":-0.003364,"gex_per_100k_oi":-348522.304833,"vanna_per_100k_oi":1858.736059,"charm_per_100k_oi":-33457.249071,"weekend_delta_shift_per_100k_oi":-100371.747212,"iv_surface_range_pp":66.1,"gamma_flip_distance_pct":null,"max_pain_distance_pct":4.748603,"peak_call_distance_pct":-2.234637,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":50.0,"call_gex":0.0,"put_gex":-75.01,"net_gex":-75.01,"call_oi":0,"put_oi":3},{"strike":55.0,"call_gex":0.0,"put_gex":-212.92,"net_gex":-212.92,"call_oi":0,"put_oi":4},{"strike":60.0,"call_gex":0.0,"put_gex":-667.87,"net_gex":-667.87,"call_oi":3,"put_oi":8},{"strike":65.0,"call_gex":1405.34,"put_gex":-958.29,"net_gex":447.05,"call_oi":9,"put_oi":6},{"strike":70.0,"call_gex":727.28,"put_gex":-71420.5,"net_gex":-70693.22,"call_oi":2,"put_oi":131},{"strike":75.0,"call_gex":50790.83,"put_gex":-9737.82,"net_gex":41053.0,"call_oi":140,"put_oi":33},{"strike":80.0,"call_gex":22533.06,"put_gex":0.0,"net_gex":22533.06,"call_oi":135,"put_oi":0},{"strike":85.0,"call_gex":3561.05,"put_gex":0.0,"net_gex":3561.05,"call_oi":32,"put_oi":0},{"strike":90.0,"call_gex":1634.29,"put_gex":0.0,"net_gex":1634.29,"call_oi":22,"put_oi":0},{"strike":95.0,"call_gex":300.67,"put_gex":0.0,"net_gex":300.67,"call_oi":5,"put_oi":0},{"strike":100.0,"call_gex":244.85,"put_gex":0.0,"net_gex":244.85,"call_oi":5,"put_oi":0}],"pain_by_strike":[{"strike":50.0,"call_value":0,"put_value":3635.0,"total_value":3635.0},{"strike":55.0,"call_value":0.0,"put_value":2725.0,"total_value":2725.0},{"strike":60.0,"call_value":0.0,"put_value":1835.0,"total_value":1835.0},{"strike":65.0,"call_value":15.0,"put_value":985.0,"total_value":1000.0},{"strike":70.0,"call_value":75.0,"put_value":165.0,"total_value":240.0},{"strike":75.0,"call_value":145.0,"put_value":0.0,"total_value":145.0},{"strike":80.0,"call_value":915.0,"put_value":0.0,"total_value":915.0},{"strike":85.0,"call_value":2360.0,"put_value":0.0,"total_value":2360.0},{"strike":90.0,"call_value":3965.0,"put_value":0.0,"total_value":3965.0},{"strike":95.0,"call_value":5680.0,"put_value":0.0,"total_value":5680.0},{"strike":100.0,"call_value":7420.0,"put_value":0,"total_value":7420.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":92.4,"strike":57.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":40.1,"strike":55.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":51.4,"strike":65.0},{"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":22.7,"strike":65.0},{"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":27.5,"strike":70.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":24.3,"strike":70.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":19.1,"strike":70.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":19.8,"strike":75.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":19.0,"strike":75.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":21.0,"strike":75.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":51.4,"strike":80.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":21.7,"strike":80.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":22.4,"strike":80.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":84.7,"strike":87.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":33.1,"strike":92.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":6,"total_oi":252},{"expiration":"11/20/2026","dte":49,"iv":0.3034,"contract_count":3,"total_oi":6},{"expiration":"01/15/2027","dte":105,"iv":0.3367,"contract_count":5,"total_oi":62},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.64,"expected_move_2std":9.27,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":7.6,"expected_move_2std":15.2,"contract_count":3},{"expiration":"01/15/2027","dte":105,"expected_move_1std":10.93,"expected_move_2std":21.86,"contract_count":3},{"expiration":"04/16/2027","dte":196,"expected_move_1std":11.32,"expected_move_2std":22.64,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":265,"put_oi":145,"total_oi":410,"pc_ratio":0.547,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":8,"put_oi":1,"total_oi":9,"pc_ratio":0.125,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":73,"put_oi":39,"total_oi":112,"pc_ratio":0.534,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":7,"put_oi":0,"total_oi":7,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-10.0,"dealer_delta":10.0,"call_oi":0,"put_oi":3},{"strike":55.0,"call_delta_oi":0,"put_delta_oi":-40.0,"dealer_delta":40.0,"call_oi":0,"put_oi":4},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-86.0,"dealer_delta":86.0,"call_oi":0,"put_oi":8},{"strike":65.0,"call_delta_oi":774.0,"put_delta_oi":-99.0,"dealer_delta":-676.0,"call_oi":9,"put_oi":6},{"strike":70.0,"call_delta_oi":131.0,"put_delta_oi":-3691.0,"dealer_delta":3561.0,"call_oi":2,"put_oi":131},{"strike":75.0,"call_delta_oi":2701.0,"put_delta_oi":-2402.0,"dealer_delta":-299.0,"call_oi":140,"put_oi":33},{"strike":80.0,"call_delta_oi":2099.0,"put_delta_oi":0,"dealer_delta":-2099.0,"call_oi":135,"put_oi":0},{"strike":85.0,"call_delta_oi":517.0,"put_delta_oi":0,"dealer_delta":-517.0,"call_oi":32,"put_oi":0},{"strike":90.0,"call_delta_oi":206.0,"put_delta_oi":0,"dealer_delta":-206.0,"call_oi":22,"put_oi":0},{"strike":95.0,"call_delta_oi":42.0,"put_delta_oi":0,"dealer_delta":-42.0,"call_oi":5,"put_oi":0},{"strike":100.0,"call_delta_oi":38.0,"put_delta_oi":0,"dealer_delta":-38.0,"call_oi":5,"put_oi":0}],"net_dealer_delta":-181.0,"total_call_delta":6508.0,"total_put_delta":-6328.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":71.5999984741211,"strikes":[{"strike":70.0,"moneyness":0.9777,"type":"put","iv":0.2231,"delta":-0.2763,"oi":121},{"strike":75.0,"moneyness":1.0475,"type":"call","iv":0.2145,"delta":0.1382,"oi":109},{"strike":80.0,"moneyness":1.1173,"type":"call","iv":0.5137,"delta":0.1401,"oi":106}]}],"greeks_heatmap":{"data":[{"strike":70.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2763,"call_gamma":0,"put_gamma":0.110947,"call_theta":0,"put_theta":-0.0364,"call_vega":0,"put_vega":0.0452,"call_oi":0,"put_oi":121},{"strike":75.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1382,"put_delta":0,"call_gamma":0.076123,"put_gamma":0,"call_theta":-0.0257,"put_theta":0,"call_vega":0.0298,"put_vega":0,"call_oi":109,"put_oi":0},{"strike":80.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1401,"put_delta":0,"call_gamma":0.032071,"put_gamma":0,"call_theta":-0.0606,"put_theta":0,"call_vega":0.0301,"put_vega":0,"call_oi":106,"put_oi":0}],"strikes":[70.0,75.0,80.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-29.06,"put_25d_iv":22.31,"call_25d_iv":51.37,"put_25d_strike":70.0,"call_25d_strike":80.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":70.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":121},{"strike":75.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":109,"put_oi":0},{"strike":80.0,"call_vanna":3.0,"put_vanna":0,"net_vanna":3.0,"call_oi":106,"put_oi":0}],"net_vanna":10.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":70.0,"call_charm":0,"put_charm":3175.0,"net_charm":3175.0,"call_oi":0,"put_oi":121},{"strike":75.0,"call_charm":-1011.0,"put_charm":0,"net_charm":-1011.0,"call_oi":109,"put_oi":0},{"strike":80.0,"call_charm":-2344.0,"put_charm":0,"net_charm":-2344.0,"call_oi":106,"put_oi":0}],"net_charm":-180.0,"weekend_delta_shift":-540.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":3921.0,"put_delta":-4720.0,"net_delta":-799.0,"call_oi":265,"put_oi":145,"total_oi":410,"total_volume":1,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":213.0,"put_delta":-72.0,"net_delta":141.0,"call_oi":8,"put_oi":1,"total_oi":9,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":2256.0,"put_delta":-1535.0,"net_delta":720.0,"call_oi":73,"put_oi":39,"total_oi":112,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":118.0,"put_delta":0,"net_delta":118.0,"call_oi":4,"put_oi":0,"total_oi":4,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":75.0,"straddle_price":3.55,"straddle_pct":4.96,"implied_move":4.96,"avg_iv":19.8},{"expiration":"01/15/2027","dte":105,"strike":75.0,"straddle_price":6.83,"straddle_pct":9.53,"implied_move":9.53,"avg_iv":21.0}],"volume_profile":{"profile":[{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":8,"total_oi":11,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":6,"total_oi":15,"bias":"neutral"},{"strike":70.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":2,"put_oi":131,"total_oi":133,"bias":"bullish"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":140,"put_oi":33,"total_oi":173,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":135,"put_oi":0,"total_oi":135,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":0,"total_oi":32,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":0,"total_oi":22,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"}],"underlying_price":71.5999984741211,"peak_call_strike":70.0,"peak_put_strike":null,"total_call_volume":1,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.98,1.05,1.12,1.19,1.26],"y":[14,105],"z":[[22.31,19.84,51.37,83.45,85.94],[null,21.04,22.35,null,null]],"levels":[19.8,26.4,33.1,39.7,46.3,52.9,59.5,66.1,72.7,79.3,85.9],"min_iv":19.8,"max_iv":85.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":51.84},{"date":"2026-09-15","iv":58.98},{"date":"2026-09-16","iv":58.3},{"date":"2026-09-17","iv":36.34},{"date":"2026-09-18","iv":34.79},{"date":"2026-09-21","iv":34.5},{"date":"2026-09-22","iv":33.9},{"date":"2026-09-23","iv":37.8},{"date":"2026-09-24","iv":39.8},{"date":"2026-09-25","iv":39.5},{"date":"2026-09-28","iv":36.5},{"date":"2026-09-29","iv":40.2},{"date":"2026-09-30","iv":37.5},{"date":"2026-10-01","iv":35.5},{"date":"2026-10-02","iv":35.1}]}}