{"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":"SOPH","summary":{"name":"SOPH","price":8.07,"total_oi":12126,"call_oi":12081,"put_oi":45,"pc_ratio":0.004,"net_gex":86460.54,"avg_iv":99.1,"iv_rank":44.3,"iv_52w_high":128.88,"iv_52w_low":75.4,"gamma_flip":null,"max_pain":5.0},"features":{"symbol":"SOPH","price":8.07,"total_oi":12126,"analysis_coverage":0.7778,"avg_iv_pct":99.1,"iv_rank":44.3,"iv_52w_high_pct":128.88,"iv_52w_low_pct":75.4,"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":0.004,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":13,"volume_oi_ratio":0.001072,"net_delta_normalized":0.719381,"dealer_delta_normalized":-0.719381,"gex_per_100k_oi":713017.812964,"vanna_per_100k_oi":-2952.333828,"charm_per_100k_oi":-15569.849909,"weekend_delta_shift_per_100k_oi":-46709.549728,"iv_surface_range_pp":22.2,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-38.042131,"peak_call_distance_pct":23.915737,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":8.75,"put_gex":-6.74,"net_gex":2.01,"call_oi":15,"put_oi":10},{"strike":5.0,"call_gex":9244.53,"put_gex":-95.37,"net_gex":9149.15,"call_oi":4417,"put_oi":34},{"strike":7.5,"call_gex":61226.83,"put_gex":0.0,"net_gex":61226.83,"call_oi":5872,"put_oi":0},{"strike":10.0,"call_gex":15719.01,"put_gex":0.0,"net_gex":15719.01,"call_oi":1698,"put_oi":0},{"strike":12.5,"call_gex":184.8,"put_gex":-5.63,"net_gex":179.17,"call_oi":35,"put_oi":1},{"strike":15.0,"call_gex":184.37,"put_gex":0.0,"net_gex":184.37,"call_oi":44,"put_oi":0}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":95.0,"total_value":95.0},{"strike":5.0,"call_value":37.5,"put_value":7.5,"total_value":45.0},{"strike":7.5,"call_value":11117.5,"put_value":5.0,"total_value":11122.5},{"strike":10.0,"call_value":36877.5,"put_value":2.5,"total_value":36880.0},{"strike":12.5,"call_value":66882.5,"put_value":0.0,"total_value":66882.5},{"strike":15.0,"call_value":96975.0,"put_value":0,"total_value":96975.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":178.0,"strike":5.0},{"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":99.7,"strike":4.17},{"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":82.0,"strike":7.5},{"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":61.9,"strike":7.5},{"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":194.5,"strike":11.25},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":84.4,"strike":11.25},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":99.9,"strike":12.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":60},{"expiration":"12/18/2026","dte":77,"iv":0.0956,"contract_count":1,"total_oi":5754},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":1,"total_oi":58}],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":71,"put_oi":0,"total_oi":71,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":15,"put_oi":0,"total_oi":15,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":11644,"put_oi":33,"total_oi":11677,"pc_ratio":0.003,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":351,"put_oi":12,"total_oi":363,"pc_ratio":0.034,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":1468.0,"put_delta_oi":-29.0,"dealer_delta":-1439.0,"call_oi":15,"put_oi":10},{"strike":5.0,"call_delta_oi":426647.0,"put_delta_oi":-231.0,"dealer_delta":-426416.0,"call_oi":4417,"put_oi":34},{"strike":7.5,"call_delta_oi":391984.0,"put_delta_oi":0,"dealer_delta":-391984.0,"call_oi":5872,"put_oi":0},{"strike":10.0,"call_delta_oi":50674.0,"put_delta_oi":0,"dealer_delta":-50674.0,"call_oi":1698,"put_oi":0},{"strike":12.5,"call_delta_oi":861.0,"put_delta_oi":-80.0,"dealer_delta":-782.0,"call_oi":35,"put_oi":1},{"strike":15.0,"call_delta_oi":1028.0,"put_delta_oi":0,"dealer_delta":-1028.0,"call_oi":44,"put_oi":0}],"net_dealer_delta":-872322.0,"total_call_delta":872662.0,"total_put_delta":-340.0,"bias":"bearish"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":8.069999694824219,"strikes":[{"strike":5.0,"moneyness":0.6196,"type":"call","iv":0.3458,"delta":0.9877,"oi":113},{"strike":10.0,"moneyness":1.2392,"type":"call","iv":0.5983,"delta":0.3899,"oi":137}]},{"expiration":"12/18/2026","underlying_price":8.069999694824219,"strikes":[{"strike":5.0,"moneyness":0.6196,"type":"call","iv":0.6395,"delta":0.9654,"oi":4301},{"strike":7.5,"moneyness":0.9294,"type":"call","iv":0.6191,"delta":0.6671,"oi":5754},{"strike":10.0,"moneyness":1.2392,"type":"call","iv":0.6452,"delta":0.2908,"oi":1552}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":14,"expiration":"10/16/2026","call_delta":0.7125,"put_delta":0,"call_gamma":0.273138,"put_gamma":0,"call_theta":-0.0169,"put_theta":0,"call_vega":0.0052,"put_vega":0,"call_oi":60,"put_oi":0},{"strike":7.5,"dte":77,"expiration":"12/18/2026","call_delta":0.6671,"put_delta":0,"call_gamma":0.159419,"put_gamma":0,"call_theta":-0.0059,"put_theta":0,"call_vega":0.0134,"put_vega":0,"call_oi":5754,"put_oi":0},{"strike":10.0,"dte":77,"expiration":"12/18/2026","call_delta":0.2908,"put_delta":0,"call_gamma":0.144258,"put_gamma":0,"call_theta":-0.0056,"put_theta":0,"call_vega":0.0126,"put_vega":0,"call_oi":1552,"put_oi":0}],"strikes":[7.5,10.0],"dtes":[14,77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-142.0,"put_vanna":0,"net_vanna":-142.0,"call_oi":4414,"put_oi":0},{"strike":7.5,"call_vanna":-325.0,"put_vanna":0,"net_vanna":-325.0,"call_oi":5872,"put_oi":0},{"strike":10.0,"call_vanna":109.0,"put_vanna":0,"net_vanna":109.0,"call_oi":1689,"put_oi":0}],"net_vanna":-358.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":7.5,"call_charm":-1888.0,"put_charm":0,"net_charm":-1888.0,"call_oi":60,"put_oi":0}],"net_charm":-1888.0,"weekend_delta_shift":-5664.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":4741.0,"put_delta":0,"net_delta":4741.0,"call_oi":71,"put_oi":0,"total_oi":71,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":260.0,"put_delta":0,"net_delta":260.0,"call_oi":15,"put_oi":0,"total_oi":15,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":846180.0,"put_delta":-218.0,"net_delta":845963.0,"call_oi":11644,"put_oi":33,"total_oi":11677,"total_volume":13,"bias":"bullish"},{"expiration":"03/19/2027","dte":168,"call_delta":21480.0,"put_delta":-122.0,"net_delta":21358.0,"call_oi":351,"put_oi":12,"total_oi":363,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":10,"total_oi":25,"bias":"neutral"},{"strike":5.0,"call_volume":6,"put_volume":0,"total_volume":6,"call_oi":4417,"put_oi":34,"total_oi":4451,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5872,"put_oi":0,"total_oi":5872,"bias":"neutral"},{"strike":10.0,"call_volume":7,"put_volume":0,"total_volume":7,"call_oi":1698,"put_oi":0,"total_oi":1698,"bias":"bullish"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":1,"total_oi":36,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":0,"total_oi":44,"bias":"neutral"}],"underlying_price":8.069999694824219,"peak_call_strike":10.0,"peak_put_strike":null,"total_call_volume":13,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.93,1.24],"y":[14,77,168],"z":[[81.95,null],[61.91,64.52],[59.79,59.83]],"levels":[59.8,62.0,64.2,66.4,68.7,70.9,73.1,75.3,77.5,79.7,82.0],"min_iv":59.8,"max_iv":82.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":126.24},{"date":"2026-09-15","iv":128.88},{"date":"2026-09-16","iv":103.83},{"date":"2026-09-17","iv":88.08},{"date":"2026-09-18","iv":100.56},{"date":"2026-09-21","iv":87.65},{"date":"2026-09-22","iv":98.0},{"date":"2026-09-23","iv":86.6},{"date":"2026-09-24","iv":77.8},{"date":"2026-09-25","iv":87.7},{"date":"2026-09-28","iv":91.6},{"date":"2026-09-29","iv":94.9},{"date":"2026-09-30","iv":75.4},{"date":"2026-10-01","iv":109.2},{"date":"2026-10-02","iv":99.1}]}}