{"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":"SID","summary":{"name":"SID","price":1.16,"total_oi":16898,"call_oi":13659,"put_oi":3239,"pc_ratio":0.237,"net_gex":4893.33,"avg_iv":930.0,"iv_rank":100.0,"iv_52w_high":930.0,"iv_52w_low":125.97,"gamma_flip":null,"max_pain":1.0},"features":{"symbol":"SID","price":1.16,"total_oi":16898,"analysis_coverage":0.7778,"avg_iv_pct":930.0,"iv_rank":100.0,"iv_52w_high_pct":930.0,"iv_52w_low_pct":125.97,"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":24.71,"risk_reversal_30d_pp":24.71,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.237,"put_call_oi_front_ratio":0.006,"put_call_volume_front_ratio":0.0,"option_volume":21,"volume_oi_ratio":0.001243,"net_delta_normalized":0.623315,"dealer_delta_normalized":-0.610589,"gex_per_100k_oi":28958.042372,"vanna_per_100k_oi":-1597.822227,"charm_per_100k_oi":-1082.968399,"weekend_delta_shift_per_100k_oi":-3242.987336,"iv_surface_range_pp":137.3,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-13.793103,"peak_call_distance_pct":-56.896552,"peak_put_distance_pct":-13.793103},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":16.82,"put_gex":0.0,"net_gex":16.82,"call_oi":136,"put_oi":26},{"strike":1.0,"call_gex":7141.73,"put_gex":-2552.5,"net_gex":4589.23,"call_oi":6918,"put_oi":3031},{"strike":1.5,"call_gex":373.71,"put_gex":-11.78,"net_gex":361.94,"call_oi":3478,"put_oi":23},{"strike":2.0,"call_gex":0.08,"put_gex":0.0,"net_gex":0.08,"call_oi":3126,"put_oi":0},{"strike":2.5,"call_gex":0.0,"put_gex":-68.8,"net_gex":-68.8,"call_oi":0,"put_oi":140},{"strike":5.0,"call_gex":0.0,"put_gex":-5.93,"net_gex":-5.93,"call_oi":0,"put_oi":19},{"strike":7.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":1904.0,"total_value":1904.0},{"strike":1.0,"call_value":68.0,"put_value":297.5,"total_value":365.5},{"strike":1.5,"call_value":3595.0,"put_value":206.5,"total_value":3801.5},{"strike":2.0,"call_value":8861.0,"put_value":127.0,"total_value":8988.0},{"strike":2.5,"call_value":15690.0,"put_value":47.5,"total_value":15737.5},{"strike":5.0,"call_value":49835.0,"put_value":0.0,"total_value":49835.0},{"strike":7.5,"call_value":83980.0,"put_value":0,"total_value":83980.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":139.5,"strike":1.0},{"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":115.1,"strike":0.83},{"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":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":364.8,"strike":1.5},{"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":218.7,"strike":3.0}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":1358,"put_oi":8,"total_oi":1366,"pc_ratio":0.006,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":1,"total_oi":1,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":10984,"put_oi":3128,"total_oi":14112,"pc_ratio":0.285,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":1317,"put_oi":102,"total_oi":1419,"pc_ratio":0.077,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":7936.0,"put_delta_oi":0,"dealer_delta":-7936.0,"call_oi":85,"put_oi":0},{"strike":1.0,"call_delta_oi":487354.0,"put_delta_oi":-86072.0,"dealer_delta":-401282.0,"call_oi":6651,"put_oi":3030},{"strike":1.5,"call_delta_oi":321706.0,"put_delta_oi":-996.0,"dealer_delta":-320710.0,"call_oi":3478,"put_oi":23},{"strike":2.0,"call_delta_oi":312586.0,"put_delta_oi":0,"dealer_delta":-312586.0,"call_oi":3126,"put_oi":0},{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-9649.0,"dealer_delta":9649.0,"call_oi":0,"put_oi":140},{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-1192.0,"dealer_delta":1192.0,"call_oi":0,"put_oi":19},{"strike":7.5,"call_delta_oi":100.0,"put_delta_oi":0,"dealer_delta":-100.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-1031774.0,"total_call_delta":1129682.0,"total_put_delta":-97908.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":1.159999966621399,"strikes":[{"strike":1.0,"moneyness":0.8621,"type":"call","iv":0.596,"delta":0.7317,"oi":208},{"strike":1.5,"moneyness":1.2931,"type":"call","iv":0.8779,"delta":0.4589,"oi":482}]},{"expiration":"12/18/2026","underlying_price":1.159999966621399,"strikes":[{"strike":1.0,"moneyness":0.8621,"type":"call","iv":0.7758,"delta":0.7328,"oi":6443},{"strike":1.0,"moneyness":0.8621,"type":"put","iv":1.0228,"delta":-0.2842,"oi":2966},{"strike":2.5,"moneyness":2.1552,"type":"put","iv":1.827,"delta":-0.6892,"oi":140}]}],"greeks_heatmap":{"data":[{"strike":1.0,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":0,"call_gamma":0,"put_gamma":0,"call_theta":0,"put_theta":0,"call_vega":0,"put_vega":0,"call_oi":267,"put_oi":0},{"strike":1.5,"dte":14,"expiration":"10/16/2026","call_delta":1.0,"put_delta":0,"call_gamma":2e-05,"put_gamma":0,"call_theta":-0.0001,"put_theta":0,"call_vega":0.0,"put_vega":0,"call_oi":490,"put_oi":0},{"strike":1.0,"dte":77,"expiration":"12/18/2026","call_delta":0.7328,"put_delta":-0.2842,"call_gamma":0.801005,"put_gamma":0.626255,"call_theta":-0.001,"put_theta":-0.0012,"call_vega":0.0017,"put_vega":0.0018,"call_oi":6443,"put_oi":2966},{"strike":1.5,"dte":77,"expiration":"12/18/2026","call_delta":1.0,"put_delta":0,"call_gamma":2e-05,"put_gamma":0,"call_theta":-0.0,"put_theta":0,"call_vega":0.0,"put_vega":0,"call_oi":2506,"put_oi":0}],"strikes":[1.0,1.5],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":24.71,"put_25d_iv":102.28,"call_25d_iv":77.58,"put_25d_strike":1.0,"call_25d_strike":1.0,"skew":"put_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":-16.98,"put_25d_iv":70.81,"call_25d_iv":87.79,"put_25d_strike":1.0,"call_25d_strike":1.5,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-4.0,"put_vanna":0,"net_vanna":-4.0,"call_oi":85,"put_oi":0},{"strike":1.0,"call_vanna":-472.0,"put_vanna":204.0,"net_vanna":-267.0,"call_oi":6651,"put_oi":3028},{"strike":1.5,"call_vanna":10.0,"put_vanna":0,"net_vanna":10.0,"call_oi":3478,"put_oi":0},{"strike":2.0,"call_vanna":-0.0,"put_vanna":0,"net_vanna":-0.0,"call_oi":3126,"put_oi":0},{"strike":2.5,"call_vanna":0,"put_vanna":-9.0,"net_vanna":-9.0,"call_oi":0,"put_oi":140}],"net_vanna":-270.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.5,"call_charm":-81.0,"put_charm":0,"net_charm":-81.0,"call_oi":490,"put_oi":0},{"strike":2.0,"call_charm":-101.0,"put_charm":0,"net_charm":-101.0,"call_oi":600,"put_oi":0}],"net_charm":-183.0,"weekend_delta_shift":-548.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":109095.0,"put_delta":-150.0,"net_delta":108945.0,"call_oi":1091,"put_oi":4,"total_oi":1095,"total_volume":0,"bias":"bullish"},{"expiration":"12/18/2026","dte":77,"call_delta":925651.0,"put_delta":-94827.0,"net_delta":830824.0,"call_oi":10984,"put_oi":3126,"total_oi":14110,"total_volume":11,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":94936.0,"put_delta":-2931.0,"net_delta":92005.0,"call_oi":1266,"put_oi":82,"total_oi":1348,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":136,"put_oi":26,"total_oi":162,"bias":"bullish"},{"strike":1.0,"call_volume":0,"put_volume":11,"total_volume":11,"call_oi":6918,"put_oi":3031,"total_oi":9949,"bias":"bearish"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3478,"put_oi":23,"total_oi":3501,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3126,"put_oi":0,"total_oi":3126,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":140,"total_oi":140,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":19,"total_oi":19,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":1.159999966621399,"peak_call_strike":0.5,"peak_put_strike":1.0,"total_call_volume":10,"total_put_volume":11,"volume_pc_ratio":1.1},"iv_contours":{"x":[0.86,1.29],"y":[77,168],"z":[[89.93,202.48],[65.2,87.79]],"levels":[65.2,78.9,92.7,106.4,120.1,133.8,147.6,161.3,175.0,188.8,202.5],"min_iv":65.2,"max_iv":202.5},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":207.77},{"date":"2026-09-15","iv":125.97},{"date":"2026-09-16","iv":193.08},{"date":"2026-09-17","iv":148.61},{"date":"2026-09-18","iv":138.64},{"date":"2026-09-21","iv":152.64},{"date":"2026-09-22","iv":467.3},{"date":"2026-09-23","iv":162.2},{"date":"2026-09-24","iv":858.6},{"date":"2026-09-25","iv":409.5},{"date":"2026-09-28","iv":341.1},{"date":"2026-09-29","iv":654.1},{"date":"2026-09-30","iv":221.7},{"date":"2026-10-01","iv":697.4},{"date":"2026-10-02","iv":930.0}]}}