{"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":"SAFT","summary":{"name":"SAFT","price":103.92,"total_oi":384,"call_oi":219,"put_oi":165,"pc_ratio":0.753,"net_gex":-34655.01,"avg_iv":39.1,"iv_rank":4.9,"iv_52w_high":104.84,"iv_52w_low":35.7,"gamma_flip":null,"max_pain":100.0},"features":{"symbol":"SAFT","price":103.92,"total_oi":384,"analysis_coverage":0.8333,"avg_iv_pct":39.1,"iv_rank":4.9,"iv_52w_high_pct":104.84,"iv_52w_low_pct":35.7,"front_dte":14,"front_atm_iv_pct":24.8663,"back_atm_iv_pct":20.9063,"term_premium_pp":3.96,"expected_move_front_pct":4.87,"straddle_front_pct":4.74,"straddle_30d_pct":4.74,"risk_reversal_front_pp":-0.47,"risk_reversal_30d_pp":-0.47,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.753,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.002604,"net_delta_normalized":-0.011612,"dealer_delta_normalized":0.007318,"gex_per_100k_oi":-9024742.1875,"vanna_per_100k_oi":1041.666667,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":22.1,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-3.772132,"peak_call_distance_pct":null,"peak_put_distance_pct":-3.772132},"analyses":{"gamma_walls":[{"strike":50.0,"call_gex":0.0,"put_gex":-21.72,"net_gex":-21.72,"call_oi":0,"put_oi":1},{"strike":60.0,"call_gex":0.0,"put_gex":-32.78,"net_gex":-32.78,"call_oi":0,"put_oi":1},{"strike":65.0,"call_gex":0.0,"put_gex":-104.92,"net_gex":-104.92,"call_oi":0,"put_oi":4},{"strike":70.0,"call_gex":0.0,"put_gex":-151.01,"net_gex":-151.01,"call_oi":0,"put_oi":3},{"strike":75.0,"call_gex":0.0,"put_gex":-467.7,"net_gex":-467.7,"call_oi":0,"put_oi":8},{"strike":80.0,"call_gex":0.0,"put_gex":-81.12,"net_gex":-81.12,"call_oi":0,"put_oi":1},{"strike":95.0,"call_gex":0.0,"put_gex":-1608.76,"net_gex":-1608.76,"call_oi":2,"put_oi":9},{"strike":100.0,"call_gex":0.0,"put_gex":-31705.21,"net_gex":-31705.21,"call_oi":132,"put_oi":75},{"strike":105.0,"call_gex":50706.3,"put_gex":-54762.79,"net_gex":-4056.49,"call_oi":75,"put_oi":62},{"strike":110.0,"call_gex":3822.66,"put_gex":0.0,"net_gex":3822.66,"call_oi":10,"put_oi":0},{"strike":115.0,"call_gex":0.0,"put_gex":-247.97,"net_gex":-247.97,"call_oi":0,"put_oi":1}],"pain_by_strike":[{"strike":50.0,"call_value":0,"put_value":7990.0,"total_value":7990.0},{"strike":60.0,"call_value":0.0,"put_value":6350.0,"total_value":6350.0},{"strike":65.0,"call_value":0.0,"put_value":5535.0,"total_value":5535.0},{"strike":70.0,"call_value":0.0,"put_value":4740.0,"total_value":4740.0},{"strike":75.0,"call_value":0.0,"put_value":3960.0,"total_value":3960.0},{"strike":80.0,"call_value":0.0,"put_value":3220.0,"total_value":3220.0},{"strike":95.0,"call_value":0.0,"put_value":1015.0,"total_value":1015.0},{"strike":100.0,"call_value":10.0,"put_value":325.0,"total_value":335.0},{"strike":105.0,"call_value":680.0,"put_value":10.0,"total_value":690.0},{"strike":110.0,"call_value":1725.0,"put_value":5.0,"total_value":1730.0},{"strike":115.0,"call_value":2820.0,"put_value":0,"total_value":2820.0}],"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":117.3,"strike":66.67},{"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":16.1,"strike":95.0},{"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":29.8,"strike":100.0},{"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":24.9,"strike":105.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":16.5,"strike":105.0},{"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":null,"strike":null},{"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":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":1},{"expiration":"11/20/2026","dte":49,"iv":0.6517,"contract_count":4,"total_oi":38},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":4,"total_oi":175},{"expiration":"05/21/2027","dte":231,"iv":0.0013,"contract_count":1,"total_oi":9}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.87,"expected_move_2std":9.74,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":7.66,"expected_move_2std":15.32,"contract_count":3},{"expiration":"02/19/2027","dte":140,"expected_move_1std":4.86,"expected_move_2std":9.73,"contract_count":3},{"expiration":"05/21/2027","dte":231,"expected_move_1std":7.99,"expected_move_2std":15.98,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":0,"put_oi":1,"total_oi":1,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":12,"put_oi":43,"total_oi":55,"pc_ratio":3.583,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":119,"put_oi":111,"total_oi":230,"pc_ratio":0.933,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"05/21/2027","dte":231,"call_oi":88,"put_oi":10,"total_oi":98,"pc_ratio":0.114,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":50.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":1},{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-8.0,"dealer_delta":8.0,"call_oi":0,"put_oi":1},{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-21.0,"dealer_delta":21.0,"call_oi":0,"put_oi":4},{"strike":70.0,"call_delta_oi":0,"put_delta_oi":-33.0,"dealer_delta":33.0,"call_oi":0,"put_oi":3},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-88.0,"dealer_delta":88.0,"call_oi":0,"put_oi":8},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-14.0,"dealer_delta":14.0,"call_oi":0,"put_oi":1},{"strike":95.0,"call_delta_oi":0,"put_delta_oi":-44.0,"dealer_delta":44.0,"call_oi":0,"put_oi":9},{"strike":100.0,"call_delta_oi":0,"put_delta_oi":-1291.0,"dealer_delta":1291.0,"call_oi":0,"put_oi":75},{"strike":105.0,"call_delta_oi":3644.0,"put_delta_oi":-2718.0,"dealer_delta":-927.0,"call_oi":67,"put_oi":62},{"strike":110.0,"call_delta_oi":364.0,"put_delta_oi":0,"dealer_delta":-364.0,"call_oi":10,"put_oi":0},{"strike":115.0,"call_delta_oi":0,"put_delta_oi":-66.0,"dealer_delta":66.0,"call_oi":0,"put_oi":1}],"net_dealer_delta":281.0,"total_call_delta":4009.0,"total_put_delta":-4289.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[],"strikes":[],"dtes":[]},"risk_reversal":[{"expiration":"02/19/2027","dte":140,"risk_reversal":-0.47,"put_25d_iv":8.09,"call_25d_iv":8.56,"put_25d_strike":100.0,"call_25d_strike":105.0,"skew":"neutral"}],"vanna_exposure":{"exposure":[{"strike":100.0,"call_vanna":0,"put_vanna":6.0,"net_vanna":6.0,"call_oi":0,"put_oi":59},{"strike":105.0,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":57,"put_oi":0}],"net_vanna":4.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":0,"put_delta":-57.0,"net_delta":-57.0,"call_oi":0,"put_oi":1,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":484.0,"put_delta":-884.0,"net_delta":-400.0,"call_oi":10,"put_oi":43,"total_oi":53,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":3525.0,"put_delta":-2920.0,"net_delta":604.0,"call_oi":67,"put_oi":111,"total_oi":178,"total_volume":1,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":0,"put_delta":-428.0,"net_delta":-428.0,"call_oi":0,"put_oi":10,"total_oi":10,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"02/19/2027","dte":140,"strike":100.0,"straddle_price":4.92,"straddle_pct":4.74,"implied_move":4.74,"avg_iv":null}],"volume_profile":{"profile":[{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":4,"total_oi":4,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":3,"total_oi":3,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":8,"total_oi":8,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":9,"total_oi":11,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":132,"put_oi":75,"total_oi":207,"bias":"bearish"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":75,"put_oi":62,"total_oi":137,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":115.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"}],"underlying_price":103.91999816894531,"peak_call_strike":null,"peak_put_strike":100.0,"total_call_volume":0,"total_put_volume":1,"volume_pc_ratio":0},"iv_contours":{"x":[0.96,1.01],"y":[49,140],"z":[[29.79,null],[8.09,7.74]],"levels":[7.7,9.9,12.1,14.4,16.6,18.8,21.0,23.2,25.4,27.6,29.8],"min_iv":7.7,"max_iv":29.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":71.1},{"date":"2026-09-15","iv":99.19},{"date":"2026-09-16","iv":104.84},{"date":"2026-09-17","iv":69.59},{"date":"2026-09-18","iv":42.9},{"date":"2026-09-21","iv":36.58},{"date":"2026-09-22","iv":38.0},{"date":"2026-09-23","iv":38.6},{"date":"2026-09-24","iv":40.7},{"date":"2026-09-25","iv":35.7},{"date":"2026-09-28","iv":42.1},{"date":"2026-09-29","iv":40.7},{"date":"2026-09-30","iv":41.4},{"date":"2026-10-01","iv":41.9},{"date":"2026-10-02","iv":39.1}]}}