{"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":"SHBI","summary":{"name":"SHBI","price":23.0,"total_oi":302,"call_oi":190,"put_oi":112,"pc_ratio":0.589,"net_gex":3652.25,"avg_iv":51.3,"iv_rank":16.4,"iv_52w_high":112.49,"iv_52w_low":39.3,"gamma_flip":17.54,"max_pain":22.5},"features":{"symbol":"SHBI","price":23.0,"total_oi":302,"analysis_coverage":0.8333,"avg_iv_pct":51.3,"iv_rank":16.4,"iv_52w_high_pct":112.49,"iv_52w_low_pct":39.3,"front_dte":49,"front_atm_iv_pct":39.2744,"back_atm_iv_pct":39.2744,"term_premium_pp":0.0,"expected_move_front_pct":14.39,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":-4.2,"risk_reversal_30d_pp":-4.2,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.589,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.157086,"dealer_delta_normalized":-0.157119,"gex_per_100k_oi":1209354.304636,"vanna_per_100k_oi":-3642.384106,"charm_per_100k_oi":-130463.576159,"weekend_delta_shift_per_100k_oi":-391059.602649,"iv_surface_range_pp":23.5,"gamma_flip_distance_pct":-23.73913,"max_pain_distance_pct":-2.173913,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":17.5,"call_gex":0.0,"put_gex":-24.67,"net_gex":-24.67,"call_oi":0,"put_oi":2},{"strike":20.0,"call_gex":1833.72,"put_gex":-92.93,"net_gex":1740.79,"call_oi":53,"put_oi":5},{"strike":22.5,"call_gex":4694.36,"put_gex":-28.71,"net_gex":4665.65,"call_oi":85,"put_oi":1},{"strike":25.0,"call_gex":2751.35,"put_gex":-5480.88,"net_gex":-2729.53,"call_oi":52,"put_oi":104}],"pain_by_strike":[{"strike":17.5,"call_value":0,"put_value":797.5,"total_value":797.5},{"strike":20.0,"call_value":0.0,"put_value":522.5,"total_value":522.5},{"strike":22.5,"call_value":132.5,"put_value":260.0,"total_value":392.5},{"strike":25.0,"call_value":477.5,"put_value":0,"total_value":477.5}],"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":81.9,"strike":19.17},{"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":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":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":39.3,"strike":22.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":59.2,"strike":22.5},{"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":27.8,"strike":25.0},{"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":"11/20/2026","dte":49,"iv":0.7425,"contract_count":1,"total_oi":60},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":4,"total_oi":81},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":2,"total_oi":101}],"expected_move":[{"expiration":"11/20/2026","dte":49,"expected_move_1std":14.39,"expected_move_2std":28.79,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":27.2,"expected_move_2std":54.4,"contract_count":2}],"pc_skew":[{"expiration":"11/20/2026","dte":49,"call_oi":60,"put_oi":0,"total_oi":60,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":81,"put_oi":60,"total_oi":141,"pc_ratio":0.741,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":49,"put_oi":52,"total_oi":101,"pc_ratio":1.061,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":17.5,"call_delta_oi":0,"put_delta_oi":-43.0,"dealer_delta":43.0,"call_oi":0,"put_oi":2},{"strike":20.0,"call_delta_oi":4503.0,"put_delta_oi":-143.0,"dealer_delta":-4360.0,"call_oi":53,"put_oi":5},{"strike":22.5,"call_delta_oi":5122.0,"put_delta_oi":-40.0,"dealer_delta":-5082.0,"call_oi":85,"put_oi":1},{"strike":25.0,"call_delta_oi":1967.0,"put_delta_oi":-6621.0,"dealer_delta":4654.0,"call_oi":52,"put_oi":104}],"net_dealer_delta":-4745.0,"total_call_delta":11592.0,"total_put_delta":-6847.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":22.5,"dte":49,"expiration":"11/20/2026","call_delta":0.6044,"put_delta":0,"call_gamma":0.117564,"put_gamma":0,"call_theta":-0.0146,"put_theta":0,"call_vega":0.0321,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":20.0,"dte":77,"expiration":"12/18/2026","call_delta":0.8497,"put_delta":0,"call_gamma":0.065404,"put_gamma":0,"call_theta":-0.0074,"put_theta":0,"call_vega":0.0245,"put_vega":0,"call_oi":53,"put_oi":0},{"strike":25.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.6843,"call_gamma":0,"put_gamma":0.113617,"call_theta":0,"put_theta":-0.0052,"call_vega":0,"put_vega":0.0373,"call_oi":0,"put_oi":52}],"strikes":[20.0,22.5,25.0],"dtes":[49,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":-4.2,"put_25d_iv":29.82,"call_25d_iv":34.02,"put_25d_strike":25.0,"call_25d_strike":20.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":20.0,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":53,"put_oi":0},{"strike":22.5,"call_vanna":-2.0,"put_vanna":0,"net_vanna":-2.0,"call_oi":60,"put_oi":0},{"strike":25.0,"call_vanna":0,"put_vanna":-6.0,"net_vanna":-6.0,"call_oi":0,"put_oi":104}],"net_vanna":-11.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":22.5,"call_charm":-394.0,"put_charm":0,"net_charm":-394.0,"call_oi":60,"put_oi":0}],"net_charm":-394.0,"weekend_delta_shift":-1181.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"11/20/2026","dte":49,"call_delta":3626.0,"put_delta":0,"net_delta":3626.0,"call_oi":60,"put_oi":0,"total_oi":60,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":6084.0,"put_delta":-3784.0,"net_delta":2299.0,"call_oi":81,"put_oi":60,"total_oi":141,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":1882.0,"put_delta":-3063.0,"net_delta":-1181.0,"call_oi":49,"put_oi":52,"total_oi":101,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":53,"put_oi":5,"total_oi":58,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":85,"put_oi":1,"total_oi":86,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":52,"put_oi":104,"total_oi":156,"bias":"neutral"}],"underlying_price":23.0,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.87,0.98,1.09],"y":[49,77,168],"z":[[null,39.28,null],[34.02,50.62,29.82],[null,null,27.06]],"levels":[27.1,29.4,31.8,34.1,36.5,38.8,41.2,43.6,45.9,48.3,50.6],"min_iv":27.1,"max_iv":50.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":97.61},{"date":"2026-09-15","iv":106.3},{"date":"2026-09-16","iv":112.49},{"date":"2026-09-17","iv":53.66},{"date":"2026-09-18","iv":52.54},{"date":"2026-09-21","iv":46.56},{"date":"2026-09-22","iv":54.1},{"date":"2026-09-23","iv":52.1},{"date":"2026-09-24","iv":50.2},{"date":"2026-09-25","iv":48.7},{"date":"2026-09-28","iv":51.4},{"date":"2026-09-29","iv":51.1},{"date":"2026-09-30","iv":51.1},{"date":"2026-10-01","iv":39.3},{"date":"2026-10-02","iv":51.3}]}}