{"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":"SAMG","summary":{"name":"SAMG","price":10.54,"total_oi":1212,"call_oi":1066,"put_oi":146,"pc_ratio":0.137,"net_gex":5679.89,"avg_iv":75.4,"iv_rank":35.9,"iv_52w_high":105.7,"iv_52w_low":58.4,"gamma_flip":13.22,"max_pain":12.5},"features":{"symbol":"SAMG","price":10.54,"total_oi":1212,"analysis_coverage":0.7778,"avg_iv_pct":75.4,"iv_rank":35.9,"iv_52w_high_pct":105.7,"iv_52w_low_pct":58.4,"front_dte":null,"front_atm_iv_pct":null,"back_atm_iv_pct":null,"term_premium_pp":null,"expected_move_front_pct":null,"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":0.137,"put_call_oi_front_ratio":16.111,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.069521,"dealer_delta_normalized":-0.069521,"gex_per_100k_oi":468637.788779,"vanna_per_100k_oi":7673.267327,"charm_per_100k_oi":41171.617162,"weekend_delta_shift_per_100k_oi":123432.343234,"iv_surface_range_pp":68.3,"gamma_flip_distance_pct":25.426945,"max_pain_distance_pct":18.595825,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":7.5,"call_gex":15.71,"put_gex":-6.11,"net_gex":9.6,"call_oi":3,"put_oi":1},{"strike":10.0,"call_gex":292.58,"put_gex":-2178.68,"net_gex":-1886.1,"call_oi":31,"put_oi":89},{"strike":12.5,"call_gex":169.36,"put_gex":-596.27,"net_gex":-426.92,"call_oi":26,"put_oi":56},{"strike":15.0,"call_gex":7977.04,"put_gex":0.0,"net_gex":7977.04,"call_oi":1005,"put_oi":0},{"strike":17.5,"call_gex":6.27,"put_gex":0.0,"net_gex":6.27,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":7.5,"call_value":0,"put_value":502.5,"total_value":502.5},{"strike":10.0,"call_value":7.5,"put_value":140.0,"total_value":147.5},{"strike":12.5,"call_value":92.5,"put_value":0.0,"total_value":92.5},{"strike":15.0,"call_value":242.5,"put_value":0.0,"total_value":242.5},{"strike":17.5,"call_value":2905.0,"put_value":0,"total_value":2905.0}],"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":107.8,"strike":7.5},{"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":42.5,"strike":10.0},{"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":null,"strike":null},{"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":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":84.9,"strike":14.38},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":null,"strike":null}],"term_structure":[{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":1,"total_oi":88},{"expiration":"02/19/2027","dte":140,"iv":1.0,"contract_count":2,"total_oi":32}],"expected_move":[],"pc_skew":[{"expiration":"11/20/2026","dte":49,"call_oi":9,"put_oi":145,"total_oi":154,"pc_ratio":16.111,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"02/19/2027","dte":140,"call_oi":1057,"put_oi":1,"total_oi":1058,"pc_ratio":0.001,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":7.5,"call_delta_oi":265.0,"put_delta_oi":-12.0,"dealer_delta":-253.0,"call_oi":3,"put_oi":1},{"strike":10.0,"call_delta_oi":2001.0,"put_delta_oi":-2892.0,"dealer_delta":891.0,"call_oi":31,"put_oi":89},{"strike":12.5,"call_delta_oi":1381.0,"put_delta_oi":-3326.0,"dealer_delta":1945.0,"call_oi":26,"put_oi":56},{"strike":15.0,"call_delta_oi":10991.0,"put_delta_oi":0,"dealer_delta":-10991.0,"call_oi":1005,"put_oi":0},{"strike":17.5,"call_delta_oi":18.0,"put_delta_oi":0,"dealer_delta":-18.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-8426.0,"total_call_delta":14656.0,"total_put_delta":-6230.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":10.539999961853027,"strikes":[{"strike":15.0,"moneyness":1.4231,"type":"call","iv":0.4029,"delta":0.1094,"oi":1000}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.3246,"call_gamma":0,"put_gamma":0.22163,"call_theta":0,"put_theta":-0.0056,"call_vega":0,"put_vega":0.0138,"call_oi":0,"put_oi":88},{"strike":12.5,"dte":49,"expiration":"11/20/2026","call_delta":0,"put_delta":-0.594,"call_gamma":0,"put_gamma":0.095847,"call_theta":0,"put_theta":-0.0153,"call_vega":0,"put_vega":0.0148,"call_oi":0,"put_oi":56}],"strikes":[10.0,12.5],"dtes":[49]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":88},{"strike":12.5,"call_vanna":0,"put_vanna":-1.0,"net_vanna":-1.0,"call_oi":0,"put_oi":56},{"strike":15.0,"call_vanna":90.0,"put_vanna":0,"net_vanna":90.0,"call_oi":1000,"put_oi":0}],"net_vanna":93.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":10.0,"call_charm":0,"put_charm":120.0,"net_charm":120.0,"call_oi":0,"put_oi":88},{"strike":12.5,"call_charm":0,"put_charm":379.0,"net_charm":379.0,"call_oi":0,"put_oi":56}],"net_charm":499.0,"weekend_delta_shift":1496.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"11/20/2026","dte":49,"call_delta":256.0,"put_delta":-6195.0,"net_delta":-5939.0,"call_oi":9,"put_oi":145,"total_oi":154,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":14400.0,"put_delta":-35.0,"net_delta":14365.0,"call_oi":1057,"put_oi":1,"total_oi":1058,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":1,"total_oi":4,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":31,"put_oi":89,"total_oi":120,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":26,"put_oi":56,"total_oi":82,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1005,"put_oi":0,"total_oi":1005,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":10.539999961853027,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.95,1.19],"y":[49,140],"z":[[42.47,105.86],[67.34,110.79]],"levels":[42.5,49.3,56.1,63.0,69.8,76.6,83.5,90.3,97.1,104.0,110.8],"min_iv":42.5,"max_iv":110.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":91.08},{"date":"2026-09-15","iv":94.87},{"date":"2026-09-16","iv":87.35},{"date":"2026-09-17","iv":69.08},{"date":"2026-09-18","iv":70.87},{"date":"2026-09-21","iv":105.7},{"date":"2026-09-22","iv":68.8},{"date":"2026-09-23","iv":58.4},{"date":"2026-09-24","iv":76.5},{"date":"2026-09-25","iv":69.6},{"date":"2026-09-28","iv":67.9},{"date":"2026-09-29","iv":75.3},{"date":"2026-09-30","iv":75.8},{"date":"2026-10-01","iv":81.1},{"date":"2026-10-02","iv":75.4}]}}