{"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":"SCSC","summary":{"name":"SCSC","price":61.73,"total_oi":719,"call_oi":651,"put_oi":68,"pc_ratio":0.104,"net_gex":151907.84,"avg_iv":75.3,"iv_rank":32.8,"iv_52w_high":122.18,"iv_52w_low":52.4,"gamma_flip":50.4,"max_pain":50.0},"features":{"symbol":"SCSC","price":61.73,"total_oi":719,"analysis_coverage":0.8333,"avg_iv_pct":75.3,"iv_rank":32.8,"iv_52w_high_pct":122.18,"iv_52w_low_pct":52.4,"front_dte":14,"front_atm_iv_pct":47.3839,"back_atm_iv_pct":51.8291,"term_premium_pp":-4.4452,"expected_move_front_pct":9.28,"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":0.104,"put_call_oi_front_ratio":0.107,"put_call_volume_front_ratio":0.0,"option_volume":218,"volume_oi_ratio":0.303199,"net_delta_normalized":0.232382,"dealer_delta_normalized":-0.232058,"gex_per_100k_oi":21127655.076495,"vanna_per_100k_oi":2086.230876,"charm_per_100k_oi":-1681223.922114,"weekend_delta_shift_per_100k_oi":-5043810.848401,"iv_surface_range_pp":34.0,"gamma_flip_distance_pct":-18.354123,"max_pain_distance_pct":-19.002106,"peak_call_distance_pct":5.297262,"peak_put_distance_pct":-19.002106},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":5.37,"put_gex":-3.44,"net_gex":1.93,"call_oi":1,"put_oi":1},{"strike":30.0,"call_gex":6.19,"put_gex":0.0,"net_gex":6.19,"call_oi":1,"put_oi":0},{"strike":40.0,"call_gex":48.39,"put_gex":0.0,"net_gex":48.39,"call_oi":2,"put_oi":0},{"strike":45.0,"call_gex":37.89,"put_gex":-151.36,"net_gex":-113.47,"call_oi":1,"put_oi":4},{"strike":50.0,"call_gex":1463.02,"put_gex":-1548.05,"net_gex":-85.03,"call_oi":26,"put_oi":41},{"strike":55.0,"call_gex":1823.38,"put_gex":-67.73,"net_gex":1755.64,"call_oi":22,"put_oi":1},{"strike":60.0,"call_gex":1017.21,"put_gex":-79.22,"net_gex":937.99,"call_oi":6,"put_oi":1},{"strike":65.0,"call_gex":150727.49,"put_gex":-5495.99,"net_gex":145231.5,"call_oi":549,"put_oi":20},{"strike":70.0,"call_gex":3653.67,"put_gex":0.0,"net_gex":3653.67,"call_oi":37,"put_oi":0},{"strike":75.0,"call_gex":471.03,"put_gex":0.0,"net_gex":471.03,"call_oi":6,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":2305.0,"total_value":2305.0},{"strike":30.0,"call_value":10.0,"put_value":1635.0,"total_value":1645.0},{"strike":40.0,"call_value":30.0,"put_value":965.0,"total_value":995.0},{"strike":45.0,"call_value":50.0,"put_value":630.0,"total_value":680.0},{"strike":50.0,"call_value":75.0,"put_value":315.0,"total_value":390.0},{"strike":55.0,"call_value":230.0,"put_value":205.0,"total_value":435.0},{"strike":60.0,"call_value":495.0,"put_value":100.0,"total_value":595.0},{"strike":65.0,"call_value":790.0,"put_value":0.0,"total_value":790.0},{"strike":70.0,"call_value":3830.0,"put_value":0.0,"total_value":3830.0},{"strike":75.0,"call_value":7055.0,"put_value":0,"total_value":7055.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":116.9,"strike":43.75},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":63.8,"strike":50.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":141.3,"strike":38.33},{"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":50.0,"strike":55.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":47.4,"strike":60.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":51.8,"strike":60.0},{"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":26.1,"strike":65.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":47.1,"strike":65.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":42.4,"strike":65.0},{"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":62.1,"strike":72.5},{"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":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0,"contract_count":3,"total_oi":512},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":5},{"expiration":"12/18/2026","dte":77,"iv":0.5631,"contract_count":1,"total_oi":25},{"expiration":"03/19/2027","dte":168,"iv":0.5929,"contract_count":2,"total_oi":34}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.28,"expected_move_2std":18.56,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":18.99,"expected_move_2std":37.97,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":29.72,"expected_move_2std":59.44,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":522,"put_oi":56,"total_oi":578,"pc_ratio":0.107,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":5,"put_oi":3,"total_oi":8,"pc_ratio":0.6,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":62,"put_oi":7,"total_oi":69,"pc_ratio":0.113,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":62,"put_oi":2,"total_oi":64,"pc_ratio":0.032,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":97.0,"put_delta_oi":-6.0,"dealer_delta":-92.0,"call_oi":1,"put_oi":1},{"strike":30.0,"call_delta_oi":99.0,"put_delta_oi":0,"dealer_delta":-99.0,"call_oi":1,"put_oi":0},{"strike":40.0,"call_delta_oi":185.0,"put_delta_oi":0,"dealer_delta":-185.0,"call_oi":2,"put_oi":0},{"strike":45.0,"call_delta_oi":90.0,"put_delta_oi":-39.0,"dealer_delta":-51.0,"call_oi":1,"put_oi":4},{"strike":50.0,"call_delta_oi":2158.0,"put_delta_oi":-185.0,"dealer_delta":-1972.0,"call_oi":26,"put_oi":41},{"strike":55.0,"call_delta_oi":1564.0,"put_delta_oi":-28.0,"dealer_delta":-1537.0,"call_oi":21,"put_oi":1},{"strike":60.0,"call_delta_oi":373.0,"put_delta_oi":-38.0,"dealer_delta":-335.0,"call_oi":6,"put_oi":1},{"strike":65.0,"call_delta_oi":13402.0,"put_delta_oi":-1814.0,"dealer_delta":-11588.0,"call_oi":549,"put_oi":20},{"strike":70.0,"call_delta_oi":680.0,"put_delta_oi":0,"dealer_delta":-680.0,"call_oi":37,"put_oi":0},{"strike":75.0,"call_delta_oi":147.0,"put_delta_oi":0,"dealer_delta":-147.0,"call_oi":6,"put_oi":0}],"net_dealer_delta":-16685.0,"total_call_delta":18796.0,"total_put_delta":-2110.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":61.72999954223633,"strikes":[{"strike":65.0,"moneyness":1.053,"type":"call","iv":0.3242,"delta":0.2152,"oi":490}]}],"greeks_heatmap":{"data":[{"strike":65.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2152,"put_delta":0,"call_gamma":0.077419,"put_gamma":0,"call_theta":-0.044,"put_theta":0,"call_vega":0.0341,"put_vega":0,"call_oi":490,"put_oi":0}],"strikes":[65.0],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":65.0,"call_vanna":15.0,"put_vanna":0,"net_vanna":15.0,"call_oi":490,"put_oi":0}],"net_vanna":15.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":65.0,"call_charm":-12088.0,"put_charm":0,"net_charm":-12088.0,"call_oi":490,"put_oi":0}],"net_charm":-12088.0,"weekend_delta_shift":-36265.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":11081.0,"put_delta":-1916.0,"net_delta":9165.0,"call_oi":521,"put_oi":56,"total_oi":577,"total_volume":193,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":286.0,"put_delta":-44.0,"net_delta":242.0,"call_oi":5,"put_oi":3,"total_oi":8,"total_volume":1,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":4054.0,"put_delta":-85.0,"net_delta":3969.0,"call_oi":62,"put_oi":7,"total_oi":69,"total_volume":2,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":3375.0,"put_delta":-65.0,"net_delta":3309.0,"call_oi":62,"put_oi":2,"total_oi":64,"total_volume":10,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":26,"put_oi":41,"total_oi":67,"bias":"bearish"},{"strike":55.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":22,"put_oi":1,"total_oi":23,"bias":"bullish"},{"strike":60.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":6,"put_oi":1,"total_oi":7,"bias":"bullish"},{"strike":65.0,"call_volume":184,"put_volume":0,"total_volume":184,"call_oi":549,"put_oi":20,"total_oi":569,"bias":"bullish"},{"strike":70.0,"call_volume":28,"put_volume":0,"total_volume":28,"call_oi":37,"put_oi":0,"total_oi":37,"bias":"bullish"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"}],"underlying_price":61.72999954223633,"peak_call_strike":65.0,"peak_put_strike":50.0,"total_call_volume":214,"total_put_volume":4,"volume_pc_ratio":0.019},"iv_contours":{"x":[0.81,0.89,1.05,1.13],"y":[14,77,168],"z":[[60.12,null,26.1,44.83],[55.4,50.04,42.35,null],[47.67,null,41.86,41.64]],"levels":[26.1,29.5,32.9,36.3,39.7,43.1,46.5,49.9,53.3,56.7,60.1],"min_iv":26.1,"max_iv":60.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":99.17},{"date":"2026-09-15","iv":122.18},{"date":"2026-09-16","iv":113.11},{"date":"2026-09-17","iv":81.4},{"date":"2026-09-18","iv":81.54},{"date":"2026-09-21","iv":66.68},{"date":"2026-09-22","iv":60.2},{"date":"2026-09-23","iv":60.3},{"date":"2026-09-24","iv":53.4},{"date":"2026-09-25","iv":69.4},{"date":"2026-09-28","iv":76.4},{"date":"2026-09-29","iv":71.8},{"date":"2026-09-30","iv":53.6},{"date":"2026-10-01","iv":52.4},{"date":"2026-10-02","iv":75.3}]}}