{"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":"SCHX","summary":{"name":"SCHX","price":30.31,"total_oi":1518,"call_oi":1207,"put_oi":311,"pc_ratio":0.258,"net_gex":129574.3,"avg_iv":40.6,"iv_rank":26.3,"iv_52w_high":79.88,"iv_52w_low":26.6,"gamma_flip":27.66,"max_pain":28.0},"features":{"symbol":"SCHX","price":30.31,"total_oi":1518,"analysis_coverage":0.8889,"avg_iv_pct":40.6,"iv_rank":26.3,"iv_52w_high_pct":79.88,"iv_52w_low_pct":26.6,"front_dte":14,"front_atm_iv_pct":30.2276,"back_atm_iv_pct":24.3452,"term_premium_pp":5.8824,"expected_move_front_pct":5.92,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":3.43,"risk_reversal_30d_pp":3.43,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.258,"put_call_oi_front_ratio":0.722,"put_call_volume_front_ratio":0.0,"option_volume":2,"volume_oi_ratio":0.001318,"net_delta_normalized":0.381422,"dealer_delta_normalized":-0.371126,"gex_per_100k_oi":8535856.389987,"vanna_per_100k_oi":197.628458,"charm_per_100k_oi":-345981.554677,"weekend_delta_shift_per_100k_oi":-1037944.664032,"iv_surface_range_pp":103.2,"gamma_flip_distance_pct":-8.742989,"max_pain_distance_pct":-7.621247,"peak_call_distance_pct":5.575718,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":17.0,"call_gex":0.0,"put_gex":-66.95,"net_gex":-66.95,"call_oi":2,"put_oi":8},{"strike":18.0,"call_gex":0.0,"put_gex":-57.16,"net_gex":-57.16,"call_oi":3,"put_oi":6},{"strike":19.0,"call_gex":0.0,"put_gex":-33.29,"net_gex":-33.29,"call_oi":0,"put_oi":6},{"strike":20.0,"call_gex":0.0,"put_gex":-27.91,"net_gex":-27.91,"call_oi":10,"put_oi":3},{"strike":21.0,"call_gex":0.0,"put_gex":-8.08,"net_gex":-8.08,"call_oi":0,"put_oi":1},{"strike":23.0,"call_gex":0.0,"put_gex":-153.38,"net_gex":-153.38,"call_oi":0,"put_oi":17},{"strike":24.0,"call_gex":66.41,"put_gex":-256.51,"net_gex":-190.1,"call_oi":4,"put_oi":12},{"strike":25.0,"call_gex":188.55,"put_gex":-164.56,"net_gex":23.98,"call_oi":9,"put_oi":6},{"strike":26.0,"call_gex":550.29,"put_gex":-180.75,"net_gex":369.54,"call_oi":22,"put_oi":6},{"strike":27.0,"call_gex":2052.57,"put_gex":-2136.29,"net_gex":-83.72,"call_oi":43,"put_oi":46},{"strike":28.0,"call_gex":9990.31,"put_gex":-9646.85,"net_gex":343.45,"call_oi":146,"put_oi":132},{"strike":29.0,"call_gex":4041.52,"put_gex":-4302.58,"net_gex":-261.07,"call_oi":32,"put_oi":39},{"strike":30.0,"call_gex":24058.38,"put_gex":-2478.9,"net_gex":21579.49,"call_oi":149,"put_oi":13},{"strike":31.0,"call_gex":91568.27,"put_gex":-1146.22,"net_gex":90422.05,"call_oi":412,"put_oi":4},{"strike":32.0,"call_gex":15874.87,"put_gex":-1200.8,"net_gex":14674.07,"call_oi":312,"put_oi":12},{"strike":33.0,"call_gex":2608.95,"put_gex":0.0,"net_gex":2608.95,"call_oi":55,"put_oi":0},{"strike":35.0,"call_gex":434.42,"put_gex":0.0,"net_gex":434.42,"call_oi":8,"put_oi":0}],"pain_by_strike":[{"strike":17.0,"call_value":0,"put_value":3104.0,"total_value":3104.0},{"strike":18.0,"call_value":2.0,"put_value":2801.0,"total_value":2803.0},{"strike":19.0,"call_value":7.0,"put_value":2504.0,"total_value":2511.0},{"strike":20.0,"call_value":12.0,"put_value":2213.0,"total_value":2225.0},{"strike":21.0,"call_value":27.0,"put_value":1925.0,"total_value":1952.0},{"strike":23.0,"call_value":57.0,"put_value":1351.0,"total_value":1408.0},{"strike":24.0,"call_value":72.0,"put_value":1081.0,"total_value":1153.0},{"strike":25.0,"call_value":91.0,"put_value":823.0,"total_value":914.0},{"strike":26.0,"call_value":119.0,"put_value":571.0,"total_value":690.0},{"strike":27.0,"call_value":169.0,"put_value":325.0,"total_value":494.0},{"strike":28.0,"call_value":262.0,"put_value":125.0,"total_value":387.0},{"strike":29.0,"call_value":501.0,"put_value":57.0,"total_value":558.0},{"strike":30.0,"call_value":772.0,"put_value":28.0,"total_value":800.0},{"strike":31.0,"call_value":1192.0,"put_value":12.0,"total_value":1204.0},{"strike":32.0,"call_value":2024.0,"put_value":0.0,"total_value":2024.0},{"strike":33.0,"call_value":3168.0,"put_value":0.0,"total_value":3168.0},{"strike":35.0,"call_value":5566.0,"put_value":0,"total_value":5566.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":119.4,"strike":25.5},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":80.4,"strike":22.55},{"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":54.1,"strike":27.5},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":27.2,"strike":27.5},{"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":31.6,"strike":29.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":33.5,"strike":29.0},{"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":29.9,"strike":30.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":19.8,"strike":30.5},{"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":20.7,"strike":32.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":11.4,"strike":32.0},{"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":100.6,"strike":33.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":70.3,"strike":33.0},{"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":31.3,"strike":35.0},{"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":8,"total_oi":332},{"expiration":"11/20/2026","dte":49,"iv":0.5302,"contract_count":10,"total_oi":479},{"expiration":"02/19/2027","dte":140,"iv":0.4141,"contract_count":10,"total_oi":470},{"expiration":"05/21/2027","dte":231,"iv":0.0,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.92,"expected_move_2std":11.83,"contract_count":5},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.92,"expected_move_2std":17.85,"contract_count":6},{"expiration":"02/19/2027","dte":140,"expected_move_1std":13.98,"expected_move_2std":27.95,"contract_count":5},{"expiration":"05/21/2027","dte":231,"expected_move_1std":13.42,"expected_move_2std":26.83,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":198,"put_oi":143,"total_oi":341,"pc_ratio":0.722,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":507,"put_oi":99,"total_oi":606,"pc_ratio":0.195,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":476,"put_oi":69,"total_oi":545,"pc_ratio":0.145,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":26,"put_oi":0,"total_oi":26,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":17.0,"call_delta_oi":0,"put_delta_oi":-98.0,"dealer_delta":98.0,"call_oi":0,"put_oi":8},{"strike":18.0,"call_delta_oi":0,"put_delta_oi":-80.0,"dealer_delta":80.0,"call_oi":0,"put_oi":6},{"strike":19.0,"call_delta_oi":0,"put_delta_oi":-11.0,"dealer_delta":11.0,"call_oi":0,"put_oi":6},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-11.0,"dealer_delta":11.0,"call_oi":0,"put_oi":3},{"strike":21.0,"call_delta_oi":0,"put_delta_oi":-2.0,"dealer_delta":2.0,"call_oi":0,"put_oi":1},{"strike":23.0,"call_delta_oi":0,"put_delta_oi":-28.0,"dealer_delta":28.0,"call_oi":0,"put_oi":17},{"strike":24.0,"call_delta_oi":387.0,"put_delta_oi":-261.0,"dealer_delta":-126.0,"call_oi":4,"put_oi":12},{"strike":25.0,"call_delta_oi":868.0,"put_delta_oi":-44.0,"dealer_delta":-824.0,"call_oi":9,"put_oi":6},{"strike":26.0,"call_delta_oi":1923.0,"put_delta_oi":-154.0,"dealer_delta":-1768.0,"call_oi":20,"put_oi":6},{"strike":27.0,"call_delta_oi":3948.0,"put_delta_oi":-1000.0,"dealer_delta":-2948.0,"call_oi":43,"put_oi":46},{"strike":28.0,"call_delta_oi":10379.0,"put_delta_oi":-1251.0,"dealer_delta":-9128.0,"call_oi":122,"put_oi":132},{"strike":29.0,"call_delta_oi":2464.0,"put_delta_oi":-1042.0,"dealer_delta":-1422.0,"call_oi":32,"put_oi":39},{"strike":30.0,"call_delta_oi":9176.0,"put_delta_oi":-519.0,"dealer_delta":-8657.0,"call_oi":149,"put_oi":13},{"strike":31.0,"call_delta_oi":15290.0,"put_delta_oi":-281.0,"dealer_delta":-15009.0,"call_oi":412,"put_oi":4},{"strike":32.0,"call_delta_oi":14978.0,"put_delta_oi":-727.0,"dealer_delta":-14251.0,"call_oi":312,"put_oi":12},{"strike":33.0,"call_delta_oi":2335.0,"put_delta_oi":0,"dealer_delta":-2335.0,"call_oi":55,"put_oi":0},{"strike":35.0,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":8,"put_oi":0}],"net_dealer_delta":-56337.0,"total_call_delta":61844.0,"total_put_delta":-5507.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":30.309999465942383,"strikes":[{"strike":32.0,"moneyness":1.0558,"type":"call","iv":0.4023,"delta":0.4883,"oi":305}]},{"expiration":"10/16/2026","underlying_price":30.309999465942383,"strikes":[{"strike":28.0,"moneyness":0.9238,"type":"put","iv":0.291,"delta":-0.067,"oi":103},{"strike":31.0,"moneyness":1.0228,"type":"call","iv":0.2566,"delta":0.3412,"oi":186}]},{"expiration":"11/20/2026","underlying_price":30.309999465942383,"strikes":[{"strike":28.0,"moneyness":0.9238,"type":"call","iv":0.2354,"delta":0.85,"oi":111},{"strike":31.0,"moneyness":1.0228,"type":"call","iv":0.1172,"delta":0.3531,"oi":165}]}],"greeks_heatmap":{"data":[{"strike":28.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.067,"call_gamma":0,"put_gamma":0.077976,"call_theta":0,"put_theta":-0.0081,"call_vega":0,"put_vega":0.0074,"call_oi":0,"put_oi":103},{"strike":31.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3412,"put_delta":0,"call_gamma":0.249919,"put_gamma":0,"call_theta":-0.0219,"put_theta":0,"call_vega":0.021,"put_vega":0,"call_oi":186,"put_oi":0},{"strike":28.0,"dte":49,"expiration":"11/20/2026","call_delta":0.85,"put_delta":0,"call_gamma":0.090079,"put_gamma":0,"call_theta":-0.009,"put_theta":0,"call_vega":0.0256,"put_vega":0,"call_oi":111,"put_oi":0},{"strike":30.0,"dte":49,"expiration":"11/20/2026","call_delta":0.6241,"put_delta":0,"call_gamma":0.227853,"put_gamma":0,"call_theta":-0.0087,"put_theta":0,"call_vega":0.0417,"put_vega":0,"call_oi":83,"put_oi":0},{"strike":31.0,"dte":49,"expiration":"11/20/2026","call_delta":0.3531,"put_delta":0,"call_gamma":0.288552,"put_gamma":0,"call_theta":-0.0062,"put_theta":0,"call_vega":0.0408,"put_vega":0,"call_oi":165,"put_oi":0},{"strike":33.0,"dte":49,"expiration":"11/20/2026","call_delta":0.4269,"put_delta":0,"call_gamma":0.050786,"put_gamma":0,"call_theta":-0.0328,"put_theta":0,"call_vega":0.0431,"put_vega":0,"call_oi":52,"put_oi":0}],"strikes":[28.0,30.0,31.0,33.0],"dtes":[14,49]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":3.43,"put_25d_iv":29.1,"call_25d_iv":25.66,"put_25d_strike":28.0,"call_25d_strike":31.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":28.0,"call_vanna":-7.0,"put_vanna":2.0,"net_vanna":-4.0,"call_oi":111,"put_oi":103},{"strike":30.0,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":138,"put_oi":0},{"strike":31.0,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":412,"put_oi":0},{"strike":32.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":305,"put_oi":0},{"strike":33.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":52,"put_oi":0}],"net_vanna":3.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":28.0,"call_charm":-631.0,"put_charm":145.0,"net_charm":-486.0,"call_oi":111,"put_oi":103},{"strike":30.0,"call_charm":-335.0,"put_charm":0,"net_charm":-335.0,"call_oi":83,"put_oi":0},{"strike":31.0,"call_charm":-3889.0,"put_charm":0,"net_charm":-3889.0,"call_oi":351,"put_oi":0},{"strike":33.0,"call_charm":-543.0,"put_charm":0,"net_charm":-543.0,"call_oi":52,"put_oi":0}],"net_charm":-5252.0,"weekend_delta_shift":-15756.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":6957.0,"put_delta":-1767.0,"net_delta":5190.0,"call_oi":198,"put_oi":143,"total_oi":341,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":29624.0,"put_delta":-1550.0,"net_delta":28074.0,"call_oi":502,"put_oi":99,"total_oi":601,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":25199.0,"put_delta":-2190.0,"net_delta":23009.0,"call_oi":465,"put_oi":69,"total_oi":534,"total_volume":2,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":63.0,"put_delta":0,"net_delta":63.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":8,"total_oi":10,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":6,"total_oi":9,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":6,"total_oi":6,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":3,"total_oi":13,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":23.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":17,"total_oi":17,"bias":"neutral"},{"strike":24.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":12,"total_oi":16,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":6,"total_oi":15,"bias":"neutral"},{"strike":26.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":6,"total_oi":28,"bias":"neutral"},{"strike":27.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":43,"put_oi":46,"total_oi":89,"bias":"neutral"},{"strike":28.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":146,"put_oi":132,"total_oi":278,"bias":"neutral"},{"strike":29.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":39,"total_oi":71,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":149,"put_oi":13,"total_oi":162,"bias":"neutral"},{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":412,"put_oi":4,"total_oi":416,"bias":"neutral"},{"strike":32.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":312,"put_oi":12,"total_oi":324,"bias":"bullish"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":55,"put_oi":0,"total_oi":55,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"}],"underlying_price":30.309999465942383,"peak_call_strike":32.0,"peak_put_strike":null,"total_call_volume":2,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.76,0.79,0.86,0.89,0.92,0.96,0.99,1.02,1.06,1.09],"y":[14,49,140],"z":[[null,null,null,null,29.1,31.58,null,25.66,null,null],[37.48,114.9,25.49,28.01,25.64,18.95,15.15,11.72,null,70.26],[null,null,null,24.69,15.14,26.37,18.93,23.32,29.56,null]],"levels":[11.7,22.0,32.4,42.7,53.0,63.3,73.6,83.9,94.3,104.6,114.9],"min_iv":11.7,"max_iv":114.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":61.82},{"date":"2026-09-15","iv":54.34},{"date":"2026-09-16","iv":58.72},{"date":"2026-09-17","iv":79.88},{"date":"2026-09-18","iv":74.67},{"date":"2026-09-21","iv":47.07},{"date":"2026-09-22","iv":26.6},{"date":"2026-09-23","iv":54.6},{"date":"2026-09-24","iv":56.4},{"date":"2026-09-25","iv":30.5},{"date":"2026-09-28","iv":43.3},{"date":"2026-09-29","iv":34.3},{"date":"2026-09-30","iv":44.9},{"date":"2026-10-01","iv":37.6},{"date":"2026-10-02","iv":40.6}]}}