{"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":"SOXY","summary":{"name":"SOXY","price":99.81,"total_oi":73,"call_oi":37,"put_oi":36,"pc_ratio":0.973,"net_gex":2454.55,"avg_iv":40.4,"iv_rank":9.1,"iv_52w_high":108.32,"iv_52w_low":33.6,"gamma_flip":107.69,"max_pain":91.0},"features":{"symbol":"SOXY","price":99.81,"total_oi":73,"analysis_coverage":0.6667,"avg_iv_pct":40.4,"iv_rank":9.1,"iv_52w_high_pct":108.32,"iv_52w_low_pct":33.6,"front_dte":14,"front_atm_iv_pct":39.6227,"back_atm_iv_pct":37.6223,"term_premium_pp":2.0004,"expected_move_front_pct":7.76,"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":0.973,"put_call_oi_front_ratio":1.429,"put_call_volume_front_ratio":0.0,"option_volume":4,"volume_oi_ratio":0.054795,"net_delta_normalized":0.181268,"dealer_delta_normalized":-0.176301,"gex_per_100k_oi":3362397.260274,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":7.895001,"max_pain_distance_pct":-8.826771,"peak_call_distance_pct":-7.824867,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":65.0,"call_gex":0.0,"put_gex":-40.56,"net_gex":-40.56,"call_oi":0,"put_oi":1},{"strike":70.0,"call_gex":0.0,"put_gex":-578.52,"net_gex":-578.52,"call_oi":0,"put_oi":11},{"strike":75.0,"call_gex":0.0,"put_gex":-699.02,"net_gex":-699.02,"call_oi":0,"put_oi":10},{"strike":76.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":2,"put_oi":0},{"strike":80.0,"call_gex":0.0,"put_gex":-92.92,"net_gex":-92.92,"call_oi":0,"put_oi":1},{"strike":81.0,"call_gex":144.58,"put_gex":0.0,"net_gex":144.58,"call_oi":2,"put_oi":0},{"strike":82.0,"call_gex":85.43,"put_gex":0.0,"net_gex":85.43,"call_oi":1,"put_oi":0},{"strike":83.0,"call_gex":204.73,"put_gex":0.0,"net_gex":204.73,"call_oi":2,"put_oi":0},{"strike":85.0,"call_gex":127.06,"put_gex":0.0,"net_gex":127.06,"call_oi":1,"put_oi":0},{"strike":89.0,"call_gex":165.15,"put_gex":0.0,"net_gex":165.15,"call_oi":1,"put_oi":0},{"strike":90.0,"call_gex":177.57,"put_gex":0.0,"net_gex":177.57,"call_oi":1,"put_oi":0},{"strike":91.0,"call_gex":0.0,"put_gex":-964.89,"net_gex":-964.89,"call_oi":0,"put_oi":5},{"strike":93.0,"call_gex":0.0,"put_gex":-621.38,"net_gex":-621.38,"call_oi":0,"put_oi":2},{"strike":94.0,"call_gex":256.02,"put_gex":-1405.19,"net_gex":-1149.17,"call_oi":1,"put_oi":4},{"strike":95.0,"call_gex":2134.39,"put_gex":-600.9,"net_gex":1533.49,"call_oi":6,"put_oi":2},{"strike":96.0,"call_gex":192.33,"put_gex":0.0,"net_gex":192.33,"call_oi":1,"put_oi":0},{"strike":98.0,"call_gex":196.99,"put_gex":0.0,"net_gex":196.99,"call_oi":1,"put_oi":0},{"strike":102.0,"call_gex":204.75,"put_gex":0.0,"net_gex":204.75,"call_oi":1,"put_oi":0},{"strike":105.0,"call_gex":749.76,"put_gex":0.0,"net_gex":749.76,"call_oi":2,"put_oi":0},{"strike":110.0,"call_gex":676.96,"put_gex":0.0,"net_gex":676.96,"call_oi":3,"put_oi":0},{"strike":115.0,"call_gex":2065.04,"put_gex":0.0,"net_gex":2065.04,"call_oi":11,"put_oi":0},{"strike":140.0,"call_gex":77.17,"put_gex":0.0,"net_gex":77.17,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":65.0,"call_value":0,"put_value":532.0,"total_value":532.0},{"strike":70.0,"call_value":0.0,"put_value":357.0,"total_value":357.0},{"strike":75.0,"call_value":0.0,"put_value":237.0,"total_value":237.0},{"strike":76.0,"call_value":0.0,"put_value":223.0,"total_value":223.0},{"strike":80.0,"call_value":8.0,"put_value":167.0,"total_value":175.0},{"strike":81.0,"call_value":10.0,"put_value":154.0,"total_value":164.0},{"strike":82.0,"call_value":14.0,"put_value":141.0,"total_value":155.0},{"strike":83.0,"call_value":19.0,"put_value":128.0,"total_value":147.0},{"strike":85.0,"call_value":33.0,"put_value":102.0,"total_value":135.0},{"strike":89.0,"call_value":65.0,"put_value":50.0,"total_value":115.0},{"strike":90.0,"call_value":74.0,"put_value":37.0,"total_value":111.0},{"strike":91.0,"call_value":84.0,"put_value":24.0,"total_value":108.0},{"strike":93.0,"call_value":104.0,"put_value":8.0,"total_value":112.0},{"strike":94.0,"call_value":114.0,"put_value":2.0,"total_value":116.0},{"strike":95.0,"call_value":125.0,"put_value":0.0,"total_value":125.0},{"strike":96.0,"call_value":142.0,"put_value":0.0,"total_value":142.0},{"strike":98.0,"call_value":178.0,"put_value":0.0,"total_value":178.0},{"strike":102.0,"call_value":254.0,"put_value":0.0,"total_value":254.0},{"strike":105.0,"call_value":314.0,"put_value":0.0,"total_value":314.0},{"strike":110.0,"call_value":424.0,"put_value":0.0,"total_value":424.0},{"strike":115.0,"call_value":549.0,"put_value":0.0,"total_value":549.0},{"strike":140.0,"call_value":1449.0,"put_value":0,"total_value":1449.0}],"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":47.6,"strike":77.62},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":45.7,"strike":90.0},{"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":42.7,"strike":94.25},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":36.7,"strike":94.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":37.6,"strike":95.0},{"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":38.4,"strike":105.0},{"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":27.8,"strike":105.0},{"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":34.4,"strike":110.0},{"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":44.5,"strike":127.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":7,"total_oi":16},{"expiration":"11/20/2026","dte":49,"iv":0.4151,"contract_count":1,"total_oi":1},{"expiration":"12/18/2026","dte":77,"iv":0.211,"contract_count":3,"total_oi":4},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":4,"total_oi":5}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":7.76,"expected_move_2std":15.51,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":17.28,"expected_move_2std":34.55,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":19.34,"expected_move_2std":38.68,"contract_count":3}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":7,"put_oi":10,"total_oi":17,"pc_ratio":1.429,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":0,"total_oi":1,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":26,"put_oi":14,"total_oi":40,"pc_ratio":0.538,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":3,"put_oi":12,"total_oi":15,"pc_ratio":4.0,"pc_ratio_volume":0,"sentiment":"bearish"}],"dealer_positioning":{"positioning":[{"strike":65.0,"call_delta_oi":0,"put_delta_oi":-7.0,"dealer_delta":7.0,"call_oi":0,"put_oi":1},{"strike":70.0,"call_delta_oi":0,"put_delta_oi":-125.0,"dealer_delta":125.0,"call_oi":0,"put_oi":11},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-130.0,"dealer_delta":130.0,"call_oi":0,"put_oi":10},{"strike":80.0,"call_delta_oi":0,"put_delta_oi":-13.0,"dealer_delta":13.0,"call_oi":0,"put_oi":1},{"strike":81.0,"call_delta_oi":191.0,"put_delta_oi":0,"dealer_delta":-191.0,"call_oi":2,"put_oi":0},{"strike":82.0,"call_delta_oi":94.0,"put_delta_oi":0,"dealer_delta":-94.0,"call_oi":1,"put_oi":0},{"strike":83.0,"call_delta_oi":184.0,"put_delta_oi":0,"dealer_delta":-184.0,"call_oi":2,"put_oi":0},{"strike":85.0,"call_delta_oi":89.0,"put_delta_oi":0,"dealer_delta":-89.0,"call_oi":1,"put_oi":0},{"strike":89.0,"call_delta_oi":93.0,"put_delta_oi":0,"dealer_delta":-93.0,"call_oi":1,"put_oi":0},{"strike":90.0,"call_delta_oi":94.0,"put_delta_oi":0,"dealer_delta":-94.0,"call_oi":1,"put_oi":0},{"strike":91.0,"call_delta_oi":0,"put_delta_oi":-112.0,"dealer_delta":112.0,"call_oi":0,"put_oi":5},{"strike":93.0,"call_delta_oi":0,"put_delta_oi":-39.0,"dealer_delta":39.0,"call_oi":0,"put_oi":2},{"strike":94.0,"call_delta_oi":71.0,"put_delta_oi":-88.0,"dealer_delta":17.0,"call_oi":1,"put_oi":4},{"strike":95.0,"call_delta_oi":443.0,"put_delta_oi":-59.0,"dealer_delta":-384.0,"call_oi":6,"put_oi":2},{"strike":96.0,"call_delta_oi":66.0,"put_delta_oi":0,"dealer_delta":-66.0,"call_oi":1,"put_oi":0},{"strike":98.0,"call_delta_oi":61.0,"put_delta_oi":0,"dealer_delta":-61.0,"call_oi":1,"put_oi":0},{"strike":102.0,"call_delta_oi":53.0,"put_delta_oi":0,"dealer_delta":-53.0,"call_oi":1,"put_oi":0},{"strike":105.0,"call_delta_oi":66.0,"put_delta_oi":0,"dealer_delta":-66.0,"call_oi":2,"put_oi":0},{"strike":110.0,"call_delta_oi":94.0,"put_delta_oi":0,"dealer_delta":-94.0,"call_oi":3,"put_oi":0},{"strike":115.0,"call_delta_oi":250.0,"put_delta_oi":0,"dealer_delta":-250.0,"call_oi":11,"put_oi":0},{"strike":140.0,"call_delta_oi":11.0,"put_delta_oi":0,"dealer_delta":-11.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-1287.0,"total_call_delta":1860.0,"total_put_delta":-573.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":521.0,"put_delta":-204.0,"net_delta":317.0,"call_oi":7,"put_oi":10,"total_oi":17,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":71.0,"put_delta":0,"net_delta":71.0,"call_oi":1,"put_oi":0,"total_oi":1,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1087.0,"put_delta":-193.0,"net_delta":894.0,"call_oi":24,"put_oi":14,"total_oi":38,"total_volume":1,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":180.0,"put_delta":-176.0,"net_delta":5.0,"call_oi":3,"put_oi":12,"total_oi":15,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":11,"total_oi":11,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":10,"total_oi":10,"bias":"neutral"},{"strike":76.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":81.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":82.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":83.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":89.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":91.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":5,"total_oi":5,"bias":"neutral"},{"strike":92.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":0,"put_oi":0,"total_oi":0,"bias":"bullish"},{"strike":93.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":94.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":2,"total_oi":8,"bias":"neutral"},{"strike":96.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":98.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":102.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"},{"strike":115.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":11,"put_oi":0,"total_oi":11,"bias":"bullish"},{"strike":140.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":99.80999755859375,"peak_call_strike":92.0,"peak_put_strike":null,"total_call_volume":4,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.15],"y":[77],"z":[[35.13]],"levels":[35.1,35.1,35.1,35.1,35.1,35.1,35.1,35.1,35.1,35.1,35.1],"min_iv":35.1,"max_iv":35.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":86.22},{"date":"2026-09-15","iv":95.01},{"date":"2026-09-16","iv":108.32},{"date":"2026-09-17","iv":61.91},{"date":"2026-09-18","iv":55.36},{"date":"2026-09-21","iv":37.13},{"date":"2026-09-22","iv":33.6},{"date":"2026-09-23","iv":36.6},{"date":"2026-09-24","iv":35.9},{"date":"2026-09-25","iv":37.2},{"date":"2026-09-28","iv":37.4},{"date":"2026-09-29","iv":38.3},{"date":"2026-09-30","iv":36.0},{"date":"2026-10-01","iv":37.4},{"date":"2026-10-02","iv":40.4}]}}