{"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":"SNDA","summary":{"name":"SNDA","price":37.7,"total_oi":259,"call_oi":222,"put_oi":37,"pc_ratio":0.167,"net_gex":15463.09,"avg_iv":59.7,"iv_rank":13.9,"iv_52w_high":107.64,"iv_52w_low":51.93,"gamma_flip":null,"max_pain":35.0},"features":{"symbol":"SNDA","price":37.7,"total_oi":259,"analysis_coverage":0.7222,"avg_iv_pct":59.7,"iv_rank":13.9,"iv_52w_high_pct":107.64,"iv_52w_low_pct":51.93,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.167,"put_call_oi_front_ratio":0.045,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.212046,"dealer_delta_normalized":-0.212085,"gex_per_100k_oi":5970305.019305,"vanna_per_100k_oi":1158.301158,"charm_per_100k_oi":-1038610.03861,"weekend_delta_shift_per_100k_oi":-3115444.015444,"iv_surface_range_pp":22.6,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-7.161804,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":20.0,"call_gex":8.84,"put_gex":0.0,"net_gex":8.84,"call_oi":1,"put_oi":0},{"strike":30.0,"call_gex":377.41,"put_gex":-159.07,"net_gex":218.34,"call_oi":11,"put_oi":5},{"strike":35.0,"call_gex":3116.58,"put_gex":-881.64,"net_gex":2234.95,"call_oi":32,"put_oi":11},{"strike":40.0,"call_gex":11177.53,"put_gex":-1386.09,"net_gex":9791.44,"call_oi":85,"put_oi":18},{"strike":45.0,"call_gex":2936.63,"put_gex":-126.89,"net_gex":2809.74,"call_oi":81,"put_oi":3},{"strike":50.0,"call_gex":268.78,"put_gex":0.0,"net_gex":268.78,"call_oi":7,"put_oi":0},{"strike":55.0,"call_gex":131.0,"put_gex":0.0,"net_gex":131.0,"call_oi":5,"put_oi":0}],"pain_by_strike":[{"strike":20.0,"call_value":0,"put_value":650.0,"total_value":650.0},{"strike":30.0,"call_value":10.0,"put_value":280.0,"total_value":290.0},{"strike":35.0,"call_value":70.0,"put_value":120.0,"total_value":190.0},{"strike":40.0,"call_value":290.0,"put_value":15.0,"total_value":305.0},{"strike":45.0,"call_value":935.0,"put_value":0.0,"total_value":935.0},{"strike":50.0,"call_value":1985.0,"put_value":0.0,"total_value":1985.0},{"strike":55.0,"call_value":3070.0,"put_value":0,"total_value":3070.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":130.2,"strike":30.0},{"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":65.2,"strike":26.67},{"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":55.9,"strike":35.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":null,"strike":null},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":39.0,"strike":35.0},{"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":43.5,"strike":40.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":41.7,"strike":40.0},{"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":80.1,"strike":48.33},{"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":53.0,"strike":48.75}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":4,"total_oi":114},{"expiration":"01/15/2027","dte":105,"iv":0.0,"contract_count":4,"total_oi":28},{"expiration":"04/16/2027","dte":196,"iv":0.2686,"contract_count":2,"total_oi":4}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":178,"put_oi":8,"total_oi":186,"pc_ratio":0.045,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":34,"put_oi":28,"total_oi":62,"pc_ratio":0.824,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"04/16/2027","dte":196,"call_oi":10,"put_oi":1,"total_oi":11,"pc_ratio":0.1,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":20.0,"call_delta_oi":94.0,"put_delta_oi":0,"dealer_delta":-94.0,"call_oi":1,"put_oi":0},{"strike":30.0,"call_delta_oi":961.0,"put_delta_oi":-88.0,"dealer_delta":-873.0,"call_oi":11,"put_oi":5},{"strike":35.0,"call_delta_oi":2411.0,"put_delta_oi":-290.0,"dealer_delta":-2121.0,"call_oi":32,"put_oi":11},{"strike":40.0,"call_delta_oi":2528.0,"put_delta_oi":-1017.0,"dealer_delta":-1510.0,"call_oi":85,"put_oi":18},{"strike":45.0,"call_delta_oi":928.0,"put_delta_oi":-265.0,"dealer_delta":-664.0,"call_oi":81,"put_oi":3},{"strike":50.0,"call_delta_oi":166.0,"put_delta_oi":0,"dealer_delta":-166.0,"call_oi":7,"put_oi":0},{"strike":55.0,"call_delta_oi":64.0,"put_delta_oi":0,"dealer_delta":-64.0,"call_oi":5,"put_oi":0}],"net_dealer_delta":-5493.0,"total_call_delta":7152.0,"total_put_delta":-1660.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"data":[{"strike":40.0,"dte":14,"expiration":"10/16/2026","call_delta":0.2804,"put_delta":0,"call_gamma":0.097175,"put_gamma":0,"call_theta":-0.0461,"put_theta":0,"call_vega":0.024,"put_vega":0,"call_oi":78,"put_oi":0},{"strike":45.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0362,"put_delta":0,"call_gamma":0.022153,"put_gamma":0,"call_theta":-0.0111,"put_theta":0,"call_vega":0.0057,"put_vega":0,"call_oi":59,"put_oi":0}],"strikes":[40.0,45.0],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":40.0,"call_vanna":2.0,"put_vanna":0,"net_vanna":2.0,"call_oi":78,"put_oi":0},{"strike":45.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":59,"put_oi":0}],"net_vanna":3.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":40.0,"call_charm":-2628.0,"put_charm":0,"net_charm":-2628.0,"call_oi":78,"put_oi":0},{"strike":45.0,"call_charm":-62.0,"put_charm":0,"net_charm":-62.0,"call_oi":59,"put_oi":0}],"net_charm":-2690.0,"weekend_delta_shift":-8069.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":5388.0,"put_delta":-420.0,"net_delta":4968.0,"call_oi":178,"put_oi":8,"total_oi":186,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":1420.0,"put_delta":-1191.0,"net_delta":229.0,"call_oi":34,"put_oi":28,"total_oi":62,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":344.0,"put_delta":-49.0,"net_delta":295.0,"call_oi":10,"put_oi":1,"total_oi":11,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":11,"put_oi":5,"total_oi":16,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":32,"put_oi":11,"total_oi":43,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":85,"put_oi":18,"total_oi":103,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":81,"put_oi":3,"total_oi":84,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"}],"underlying_price":37.70000076293945,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.93,1.06,1.19],"y":[14,105],"z":[[63.6,48.72,50.43],[null,40.99,51.99]],"levels":[41.0,43.3,45.5,47.8,50.0,52.3,54.6,56.8,59.1,61.3,63.6],"min_iv":41.0,"max_iv":63.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":74.03},{"date":"2026-09-15","iv":81.21},{"date":"2026-09-16","iv":107.64},{"date":"2026-09-17","iv":71.87},{"date":"2026-09-18","iv":67.62},{"date":"2026-09-21","iv":51.93},{"date":"2026-09-22","iv":52.4},{"date":"2026-09-23","iv":54.1},{"date":"2026-09-24","iv":56.8},{"date":"2026-09-25","iv":52.7},{"date":"2026-09-28","iv":56.2},{"date":"2026-09-29","iv":58.2},{"date":"2026-09-30","iv":58.4},{"date":"2026-10-01","iv":53.7},{"date":"2026-10-02","iv":59.7}]}}