{"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":"SCHR","summary":{"name":"SCHR","price":23.64,"total_oi":140,"call_oi":100,"put_oi":40,"pc_ratio":0.4,"net_gex":6835.52,"avg_iv":19.5,"iv_rank":36.4,"iv_52w_high":41.68,"iv_52w_low":6.8,"gamma_flip":24.21,"max_pain":24.0},"features":{"symbol":"SCHR","price":23.64,"total_oi":140,"analysis_coverage":0.6667,"avg_iv_pct":19.5,"iv_rank":36.4,"iv_52w_high_pct":41.68,"iv_52w_low_pct":6.8,"front_dte":14,"front_atm_iv_pct":12.3055,"back_atm_iv_pct":6.7686,"term_premium_pp":5.5369,"expected_move_front_pct":2.41,"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":0.4,"put_call_oi_front_ratio":1.8,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.092662,"dealer_delta_normalized":-0.092,"gex_per_100k_oi":4882514.285714,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":162.8,"gamma_flip_distance_pct":2.411168,"max_pain_distance_pct":1.522843,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":15.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":23.0,"call_gex":0.0,"put_gex":-6152.93,"net_gex":-6152.93,"call_oi":0,"put_oi":32},{"strike":24.0,"call_gex":7350.17,"put_gex":-3031.8,"net_gex":4318.37,"call_oi":17,"put_oi":8},{"strike":25.0,"call_gex":8605.09,"put_gex":0.0,"net_gex":8605.09,"call_oi":81,"put_oi":0},{"strike":26.0,"call_gex":64.99,"put_gex":0.0,"net_gex":64.99,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":15.0,"call_value":0,"put_value":328.0,"total_value":328.0},{"strike":23.0,"call_value":8.0,"put_value":8.0,"total_value":16.0},{"strike":24.0,"call_value":9.0,"put_value":0.0,"total_value":9.0},{"strike":25.0,"call_value":27.0,"put_value":0.0,"total_value":27.0},{"strike":26.0,"call_value":126.0,"put_value":0,"total_value":126.0}],"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":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":14.7,"strike":23.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":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":11.1,"strike":24.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":6.8,"strike":24.0},{"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":168.3,"strike":25.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":11.1,"strike":25.0},{"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":4,"total_oi":56},{"expiration":"11/20/2026","dte":49,"iv":0.1486,"contract_count":3,"total_oi":47},{"expiration":"02/19/2027","dte":140,"iv":0.1017,"contract_count":4,"total_oi":33},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":1,"total_oi":3}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":2.41,"expected_move_2std":4.83,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":2.48,"expected_move_2std":4.95,"contract_count":2},{"expiration":"02/19/2027","dte":140,"expected_move_1std":2.7,"expected_move_2std":5.4,"contract_count":2},{"expiration":"05/21/2027","dte":231,"expected_move_1std":0.55,"expected_move_2std":1.1,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":20,"put_oi":36,"total_oi":56,"pc_ratio":1.8,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":44,"put_oi":3,"total_oi":47,"pc_ratio":0.068,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":32,"put_oi":1,"total_oi":33,"pc_ratio":0.031,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":4,"put_oi":0,"total_oi":4,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":23.0,"call_delta_oi":0,"put_delta_oi":-467.0,"dealer_delta":467.0,"call_oi":0,"put_oi":32},{"strike":24.0,"call_delta_oi":827.0,"put_delta_oi":-594.0,"dealer_delta":-233.0,"call_oi":17,"put_oi":8},{"strike":25.0,"call_delta_oi":1513.0,"put_delta_oi":0,"dealer_delta":-1513.0,"call_oi":81,"put_oi":0},{"strike":26.0,"call_delta_oi":8.0,"put_delta_oi":0,"dealer_delta":-8.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-1288.0,"total_call_delta":2348.0,"total_put_delta":-1061.0,"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":898.0,"put_delta":-859.0,"net_delta":39.0,"call_oi":20,"put_oi":36,"total_oi":56,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":591.0,"put_delta":-187.0,"net_delta":404.0,"call_oi":44,"put_oi":3,"total_oi":47,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":564.0,"put_delta":-14.0,"net_delta":550.0,"call_oi":32,"put_oi":1,"total_oi":33,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":295.0,"put_delta":0,"net_delta":295.0,"call_oi":3,"put_oi":0,"total_oi":3,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":32,"total_oi":32,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":8,"total_oi":25,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":81,"put_oi":0,"total_oi":81,"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"}],"underlying_price":23.639999389648438,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.97,1.06],"y":[14,49,140],"z":[[14.75,168.31],[null,11.14],[null,5.54]],"levels":[5.5,21.8,38.1,54.4,70.6,86.9,103.2,119.5,135.8,152.0,168.3],"min_iv":5.5,"max_iv":168.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":28.08},{"date":"2026-09-15","iv":41.68},{"date":"2026-09-16","iv":15.21},{"date":"2026-09-17","iv":31.61},{"date":"2026-09-18","iv":21.59},{"date":"2026-09-21","iv":20.37},{"date":"2026-09-22","iv":22.6},{"date":"2026-09-23","iv":9.3},{"date":"2026-09-24","iv":29.1},{"date":"2026-09-25","iv":20.0},{"date":"2026-09-28","iv":6.8},{"date":"2026-09-29","iv":19.9},{"date":"2026-09-30","iv":17.7},{"date":"2026-10-01","iv":35.4},{"date":"2026-10-02","iv":19.5}]}}