{"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":"SPNT","summary":{"name":"SPNT","price":24.42,"total_oi":514,"call_oi":508,"put_oi":6,"pc_ratio":0.012,"net_gex":69845.07,"avg_iv":60.0,"iv_rank":40.5,"iv_52w_high":102.16,"iv_52w_low":31.3,"gamma_flip":null,"max_pain":12.5},"features":{"symbol":"SPNT","price":24.42,"total_oi":514,"analysis_coverage":0.8333,"avg_iv_pct":60.0,"iv_rank":40.5,"iv_52w_high_pct":102.16,"iv_52w_low_pct":31.3,"front_dte":14,"front_atm_iv_pct":29.3085,"back_atm_iv_pct":33.2059,"term_premium_pp":-3.8974,"expected_move_front_pct":5.74,"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":0.012,"put_call_oi_front_ratio":0.007,"put_call_volume_front_ratio":0.0,"option_volume":25,"volume_oi_ratio":0.048638,"net_delta_normalized":0.353241,"dealer_delta_normalized":-0.347743,"gex_per_100k_oi":13588535.019455,"vanna_per_100k_oi":1750.972763,"charm_per_100k_oi":-1063424.124514,"weekend_delta_shift_per_100k_oi":-3190077.821012,"iv_surface_range_pp":36.2,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-48.812449,"peak_call_distance_pct":2.375102,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":12.5,"call_gex":96.58,"put_gex":0.0,"net_gex":96.58,"call_oi":20,"put_oi":0},{"strike":15.0,"call_gex":7.88,"put_gex":0.0,"net_gex":7.88,"call_oi":1,"put_oi":0},{"strike":17.5,"call_gex":232.39,"put_gex":0.0,"net_gex":232.39,"call_oi":17,"put_oi":0},{"strike":20.0,"call_gex":0.0,"put_gex":-52.85,"net_gex":-52.85,"call_oi":8,"put_oi":2},{"strike":22.5,"call_gex":1051.56,"put_gex":-33.83,"net_gex":1017.72,"call_oi":16,"put_oi":1},{"strike":25.0,"call_gex":66890.79,"put_gex":-243.3,"net_gex":66647.49,"call_oi":364,"put_oi":3},{"strike":30.0,"call_gex":1895.86,"put_gex":0.0,"net_gex":1895.86,"call_oi":82,"put_oi":0}],"pain_by_strike":[{"strike":12.5,"call_value":0,"put_value":62.5,"total_value":62.5},{"strike":15.0,"call_value":50.0,"put_value":47.5,"total_value":97.5},{"strike":17.5,"call_value":102.5,"put_value":32.5,"total_value":135.0},{"strike":20.0,"call_value":197.5,"put_value":17.5,"total_value":215.0},{"strike":22.5,"call_value":312.5,"put_value":7.5,"total_value":320.0},{"strike":25.0,"call_value":467.5,"put_value":0.0,"total_value":467.5},{"strike":30.0,"call_value":2597.5,"put_value":0,"total_value":2597.5}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":163.8,"strike":16.25},{"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":75.5,"strike":15.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":53.5,"strike":22.5},{"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":47.7,"strike":22.5},{"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":29.3,"strike":25.0},{"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":33.2,"strike":25.0},{"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":61.6,"strike":30.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":56.3,"strike":30.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":57.2,"strike":30.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.7011,"contract_count":3,"total_oi":378},{"expiration":"01/15/2027","dte":105,"iv":1.0,"contract_count":3,"total_oi":5},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":5.74,"expected_move_2std":11.47,"contract_count":2},{"expiration":"01/15/2027","dte":105,"expected_move_1std":17.81,"expected_move_2std":35.61,"contract_count":2},{"expiration":"04/16/2027","dte":196,"expected_move_1std":26.21,"expected_move_2std":52.42,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":444,"put_oi":3,"total_oi":447,"pc_ratio":0.007,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":12,"put_oi":0,"total_oi":12,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":51,"put_oi":2,"total_oi":53,"pc_ratio":0.039,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":1,"put_oi":1,"total_oi":2,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":12.5,"call_delta_oi":1911.0,"put_delta_oi":0,"dealer_delta":-1911.0,"call_oi":20,"put_oi":0},{"strike":15.0,"call_delta_oi":94.0,"put_delta_oi":0,"dealer_delta":-94.0,"call_oi":1,"put_oi":0},{"strike":17.5,"call_delta_oi":1550.0,"put_delta_oi":0,"dealer_delta":-1550.0,"call_oi":17,"put_oi":0},{"strike":20.0,"call_delta_oi":0,"put_delta_oi":-27.0,"dealer_delta":27.0,"call_oi":0,"put_oi":2},{"strike":22.5,"call_delta_oi":1296.0,"put_delta_oi":-31.0,"dealer_delta":-1265.0,"call_oi":16,"put_oi":1},{"strike":25.0,"call_delta_oi":12147.0,"put_delta_oi":-157.0,"dealer_delta":-11990.0,"call_oi":364,"put_oi":3},{"strike":30.0,"call_delta_oi":1091.0,"put_delta_oi":0,"dealer_delta":-1091.0,"call_oi":82,"put_oi":0}],"net_dealer_delta":-17874.0,"total_call_delta":18089.0,"total_put_delta":-215.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":24.420000076293945,"strikes":[{"strike":25.0,"moneyness":1.0238,"type":"call","iv":0.2542,"delta":0.3322,"oi":361}]}],"greeks_heatmap":{"data":[{"strike":25.0,"dte":14,"expiration":"10/16/2026","call_delta":0.3322,"put_delta":0,"call_gamma":0.309996,"put_gamma":0,"call_theta":-0.0173,"put_theta":0,"call_vega":0.0167,"put_vega":0,"call_oi":361,"put_oi":0},{"strike":30.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0447,"put_delta":0,"call_gamma":0.033209,"put_gamma":0,"call_theta":-0.0104,"put_theta":0,"call_vega":0.0043,"put_vega":0,"call_oi":53,"put_oi":0}],"strikes":[25.0,30.0],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":25.0,"call_vanna":8.0,"put_vanna":0,"net_vanna":8.0,"call_oi":361,"put_oi":0},{"strike":30.0,"call_vanna":1.0,"put_vanna":0,"net_vanna":1.0,"call_oi":53,"put_oi":0}],"net_vanna":9.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":25.0,"call_charm":-5401.0,"put_charm":0,"net_charm":-5401.0,"call_oi":361,"put_oi":0},{"strike":30.0,"call_charm":-64.0,"put_charm":0,"net_charm":-64.0,"call_oi":53,"put_oi":0}],"net_charm":-5466.0,"weekend_delta_shift":-16397.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":14877.0,"put_delta":-90.0,"net_delta":14787.0,"call_oi":444,"put_oi":3,"total_oi":447,"total_volume":25,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":76.0,"put_delta":0,"net_delta":76.0,"call_oi":4,"put_oi":0,"total_oi":4,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":3113.0,"put_delta":-80.0,"net_delta":3033.0,"call_oi":51,"put_oi":2,"total_oi":53,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":23.0,"put_delta":-45.0,"net_delta":-22.0,"call_oi":1,"put_oi":1,"total_oi":2,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":0,"total_oi":20,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":0,"total_oi":17,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":2,"total_oi":10,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":16,"put_oi":1,"total_oi":17,"bias":"neutral"},{"strike":25.0,"call_volume":25,"put_volume":0,"total_volume":25,"call_oi":364,"put_oi":3,"total_oi":367,"bias":"bullish"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":82,"put_oi":0,"total_oi":82,"bias":"neutral"}],"underlying_price":24.420000076293945,"peak_call_strike":25.0,"peak_put_strike":null,"total_call_volume":25,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.72,0.92,1.02,1.23],"y":[14,105],"z":[[null,53.48,25.42,61.63],[53.43,null,null,57.17]],"levels":[25.4,29.0,32.7,36.3,39.9,43.5,47.1,50.8,54.4,58.0,61.6],"min_iv":25.4,"max_iv":61.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":67.08},{"date":"2026-09-15","iv":64.28},{"date":"2026-09-16","iv":74.39},{"date":"2026-09-17","iv":61.23},{"date":"2026-09-18","iv":102.16},{"date":"2026-09-21","iv":41.22},{"date":"2026-09-22","iv":71.3},{"date":"2026-09-23","iv":63.0},{"date":"2026-09-24","iv":68.2},{"date":"2026-09-25","iv":74.2},{"date":"2026-09-28","iv":75.7},{"date":"2026-09-29","iv":31.3},{"date":"2026-09-30","iv":78.1},{"date":"2026-10-01","iv":51.8},{"date":"2026-10-02","iv":60.0}]}}