{"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":"SIFY","summary":{"name":"SIFY","price":13.31,"total_oi":2217,"call_oi":1932,"put_oi":285,"pc_ratio":0.148,"net_gex":15031.5,"avg_iv":123.5,"iv_rank":52.0,"iv_52w_high":144.06,"iv_52w_low":101.2,"gamma_flip":null,"max_pain":7.5},"features":{"symbol":"SIFY","price":13.31,"total_oi":2217,"analysis_coverage":0.8333,"avg_iv_pct":123.5,"iv_rank":52.0,"iv_52w_high_pct":144.06,"iv_52w_low_pct":101.2,"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":-9.98,"risk_reversal_30d_pp":-9.98,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.148,"put_call_oi_front_ratio":0.477,"put_call_volume_front_ratio":0.0,"option_volume":13,"volume_oi_ratio":0.005864,"net_delta_normalized":0.485332,"dealer_delta_normalized":-0.485332,"gex_per_100k_oi":678010.82544,"vanna_per_100k_oi":-2435.723951,"charm_per_100k_oi":-59404.600812,"weekend_delta_shift_per_100k_oi":-178258.908435,"iv_surface_range_pp":36.2,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-43.65139,"peak_call_distance_pct":12.69722,"peak_put_distance_pct":-6.08565},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.17,"put_gex":0.0,"net_gex":0.17,"call_oi":1,"put_oi":0},{"strike":7.5,"call_gex":896.43,"put_gex":-175.18,"net_gex":721.25,"call_oi":274,"put_oi":53},{"strike":10.0,"call_gex":2004.99,"put_gex":-349.44,"net_gex":1655.55,"call_oi":256,"put_oi":61},{"strike":12.5,"call_gex":6888.16,"put_gex":-5183.83,"net_gex":1704.33,"call_oi":571,"put_oi":170},{"strike":15.0,"call_gex":7534.0,"put_gex":-23.55,"net_gex":7510.46,"call_oi":497,"put_oi":1},{"strike":17.5,"call_gex":2788.81,"put_gex":0.0,"net_gex":2788.81,"call_oi":237,"put_oi":0},{"strike":20.0,"call_gex":265.25,"put_gex":0.0,"net_gex":265.25,"call_oi":28,"put_oi":0},{"strike":22.5,"call_gex":131.37,"put_gex":0.0,"net_gex":131.37,"call_oi":20,"put_oi":0},{"strike":25.0,"call_gex":224.96,"put_gex":0.0,"net_gex":224.96,"call_oi":40,"put_oi":0},{"strike":30.0,"call_gex":29.37,"put_gex":0.0,"net_gex":29.37,"call_oi":8,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":2435.0,"total_value":2435.0},{"strike":7.5,"call_value":5.0,"put_value":1010.0,"total_value":1015.0},{"strike":10.0,"call_value":692.5,"put_value":430.0,"total_value":1122.5},{"strike":12.5,"call_value":2020.0,"put_value":2.5,"total_value":2022.5},{"strike":15.0,"call_value":4775.0,"put_value":0.0,"total_value":4775.0},{"strike":17.5,"call_value":8772.5,"put_value":0.0,"total_value":8772.5},{"strike":20.0,"call_value":13362.5,"put_value":0.0,"total_value":13362.5},{"strike":22.5,"call_value":18022.5,"put_value":0.0,"total_value":18022.5},{"strike":25.0,"call_value":22732.5,"put_value":0.0,"total_value":22732.5},{"strike":30.0,"call_value":32352.5,"put_value":0,"total_value":32352.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":261.3,"strike":8.75},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":105.3,"strike":7.5},{"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":89.8,"strike":12.5},{"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":67.6,"strike":12.5},{"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":151.1,"strike":20.71},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":69.3,"strike":15.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":98.2,"strike":21.67}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":2,"total_oi":160},{"expiration":"01/15/2027","dte":105,"iv":0.1601,"contract_count":2,"total_oi":141},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":2,"total_oi":440}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":430,"put_oi":205,"total_oi":635,"pc_ratio":0.477,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":29,"put_oi":0,"total_oi":29,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":667,"put_oi":42,"total_oi":709,"pc_ratio":0.063,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":806,"put_oi":38,"total_oi":844,"pc_ratio":0.047,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":100.0,"put_delta_oi":0,"dealer_delta":-100.0,"call_oi":1,"put_oi":0},{"strike":7.5,"call_delta_oi":25964.0,"put_delta_oi":-728.0,"dealer_delta":-25236.0,"call_oi":274,"put_oi":53},{"strike":10.0,"call_delta_oi":22447.0,"put_delta_oi":-1339.0,"dealer_delta":-21108.0,"call_oi":256,"put_oi":61},{"strike":12.5,"call_delta_oi":37584.0,"put_delta_oi":-4973.0,"dealer_delta":-32612.0,"call_oi":571,"put_oi":170},{"strike":15.0,"call_delta_oi":22154.0,"put_delta_oi":-69.0,"dealer_delta":-22085.0,"call_oi":497,"put_oi":1},{"strike":17.5,"call_delta_oi":4907.0,"put_delta_oi":0,"dealer_delta":-4907.0,"call_oi":237,"put_oi":0},{"strike":20.0,"call_delta_oi":612.0,"put_delta_oi":0,"dealer_delta":-612.0,"call_oi":28,"put_oi":0},{"strike":22.5,"call_delta_oi":266.0,"put_delta_oi":0,"dealer_delta":-266.0,"call_oi":20,"put_oi":0},{"strike":25.0,"call_delta_oi":608.0,"put_delta_oi":0,"dealer_delta":-608.0,"call_oi":40,"put_oi":0},{"strike":30.0,"call_delta_oi":64.0,"put_delta_oi":0,"dealer_delta":-64.0,"call_oi":8,"put_oi":0}],"net_dealer_delta":-107598.0,"total_call_delta":114705.0,"total_put_delta":-7108.0,"bias":"bearish"},"vol_smile":[{"expiration":"01/15/2027","underlying_price":13.3100004196167,"strikes":[{"strike":7.5,"moneyness":0.5635,"type":"call","iv":0.8436,"delta":0.9365,"oi":207},{"strike":12.5,"moneyness":0.9391,"type":"call","iv":0.6927,"delta":0.6508,"oi":140},{"strike":17.5,"moneyness":1.3148,"type":"call","iv":0.679,"delta":0.2944,"oi":136}]},{"expiration":"04/16/2027","underlying_price":13.3100004196167,"strikes":[{"strike":12.5,"moneyness":0.9391,"type":"call","iv":0.6135,"delta":0.6609,"oi":402},{"strike":15.0,"moneyness":1.127,"type":"call","iv":0.6299,"delta":0.5079,"oi":340}]},{"expiration":"10/16/2026","underlying_price":13.3100004196167,"strikes":[{"strike":12.5,"moneyness":0.9391,"type":"put","iv":0.649,"delta":-0.2789,"oi":131}]}],"greeks_heatmap":{"data":[{"strike":10.0,"dte":14,"expiration":"10/16/2026","call_delta":0.9533,"put_delta":0,"call_gamma":0.040516,"put_gamma":0,"call_theta":-0.0101,"put_theta":0,"call_vega":0.0025,"put_vega":0,"call_oi":100,"put_oi":0},{"strike":12.5,"dte":14,"expiration":"10/16/2026","call_delta":0,"put_delta":-0.2789,"call_gamma":0,"put_gamma":0.206071,"call_theta":0,"put_theta":-0.0206,"call_vega":0,"put_vega":0.0084,"call_oi":0,"put_oi":131},{"strike":15.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2223,"put_delta":0,"call_gamma":0.158354,"put_gamma":0,"call_theta":-0.0219,"put_theta":0,"call_vega":0.0075,"put_vega":0,"call_oi":86,"put_oi":0}],"strikes":[10.0,12.5,15.0],"dtes":[14]},"risk_reversal":[{"expiration":"10/16/2026","dte":14,"risk_reversal":-9.98,"put_25d_iv":64.9,"call_25d_iv":74.88,"put_25d_strike":12.5,"call_25d_strike":15.0,"skew":"call_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":-13.0,"put_vanna":2.0,"net_vanna":-11.0,"call_oi":274,"put_oi":53},{"strike":10.0,"call_vanna":-18.0,"put_vanna":0,"net_vanna":-18.0,"call_oi":256,"put_oi":0},{"strike":12.5,"call_vanna":-43.0,"put_vanna":4.0,"net_vanna":-39.0,"call_oi":542,"put_oi":131},{"strike":15.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":426,"put_oi":0},{"strike":17.5,"call_vanna":12.0,"put_vanna":0,"net_vanna":12.0,"call_oi":233,"put_oi":0}],"net_vanna":-54.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":-1300.0,"put_charm":1880.0,"net_charm":580.0,"call_oi":67,"put_oi":53},{"strike":10.0,"call_charm":-2520.0,"put_charm":0,"net_charm":-2520.0,"call_oi":100,"put_oi":0},{"strike":12.5,"call_charm":0,"put_charm":1962.0,"net_charm":1962.0,"call_oi":0,"put_oi":131},{"strike":15.0,"call_charm":-1090.0,"put_charm":0,"net_charm":-1090.0,"call_oi":86,"put_oi":0},{"strike":17.5,"call_charm":-250.0,"put_charm":0,"net_charm":-250.0,"call_oi":97,"put_oi":0}],"net_charm":-1317.0,"weekend_delta_shift":-3952.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":21073.0,"put_delta":-4888.0,"net_delta":16185.0,"call_oi":430,"put_oi":205,"total_oi":635,"total_volume":11,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1078.0,"put_delta":0,"net_delta":1078.0,"call_oi":29,"put_oi":0,"total_oi":29,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":43694.0,"put_delta":-936.0,"net_delta":42759.0,"call_oi":667,"put_oi":42,"total_oi":709,"total_volume":1,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":48861.0,"put_delta":-1285.0,"net_delta":47576.0,"call_oi":806,"put_oi":38,"total_oi":844,"total_volume":1,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":274,"put_oi":53,"total_oi":327,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":256,"put_oi":61,"total_oi":317,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":571,"put_oi":170,"total_oi":741,"bias":"bearish"},{"strike":15.0,"call_volume":11,"put_volume":0,"total_volume":11,"call_oi":497,"put_oi":1,"total_oi":498,"bias":"bullish"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":237,"put_oi":0,"total_oi":237,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"}],"underlying_price":13.3100004196167,"peak_call_strike":15.0,"peak_put_strike":12.5,"total_call_volume":11,"total_put_volume":2,"volume_pc_ratio":0.182},"iv_contours":{"x":[0.75,0.94,1.13],"y":[14,49,105],"z":[[95.97,89.84,74.88],[null,null,69.31],[103.0,69.27,66.83]],"levels":[66.8,70.4,74.1,77.7,81.3,84.9,88.5,92.1,95.8,99.4,103.0],"min_iv":66.8,"max_iv":103.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":138.22},{"date":"2026-09-15","iv":136.47},{"date":"2026-09-16","iv":144.06},{"date":"2026-09-17","iv":124.72},{"date":"2026-09-18","iv":105.82},{"date":"2026-09-21","iv":109.37},{"date":"2026-09-22","iv":112.0},{"date":"2026-09-23","iv":101.2},{"date":"2026-09-24","iv":119.7},{"date":"2026-09-25","iv":110.5},{"date":"2026-09-28","iv":118.8},{"date":"2026-09-29","iv":115.3},{"date":"2026-09-30","iv":115.8},{"date":"2026-10-01","iv":128.2},{"date":"2026-10-02","iv":123.5}]}}