{"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":"SSK","summary":{"name":"SSK","price":15.95,"total_oi":2708,"call_oi":2353,"put_oi":355,"pc_ratio":0.151,"net_gex":34858.67,"avg_iv":77.4,"iv_rank":19.1,"iv_52w_high":157.57,"iv_52w_low":58.5,"gamma_flip":14.35,"max_pain":12.0},"features":{"symbol":"SSK","price":15.95,"total_oi":2708,"analysis_coverage":0.8889,"avg_iv_pct":77.4,"iv_rank":19.1,"iv_52w_high_pct":157.57,"iv_52w_low_pct":58.5,"front_dte":14,"front_atm_iv_pct":76.0286,"back_atm_iv_pct":53.4666,"term_premium_pp":22.562,"expected_move_front_pct":14.89,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":3.14,"risk_reversal_30d_pp":3.14,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.151,"put_call_oi_front_ratio":0.002,"put_call_volume_front_ratio":0.0,"option_volume":6,"volume_oi_ratio":0.002216,"net_delta_normalized":0.254594,"dealer_delta_normalized":-0.254597,"gex_per_100k_oi":1287247.784343,"vanna_per_100k_oi":4246.676514,"charm_per_100k_oi":-282828.655835,"weekend_delta_shift_per_100k_oi":-848522.895126,"iv_surface_range_pp":69.0,"gamma_flip_distance_pct":-10.031348,"max_pain_distance_pct":-24.76489,"peak_call_distance_pct":0.31348,"peak_put_distance_pct":-31.034483},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":3.02,"put_gex":0.0,"net_gex":3.02,"call_oi":2,"put_oi":0},{"strike":8.0,"call_gex":29.78,"put_gex":-32.65,"net_gex":-2.87,"call_oi":9,"put_oi":10},{"strike":9.0,"call_gex":220.67,"put_gex":-43.14,"net_gex":177.52,"call_oi":49,"put_oi":10},{"strike":10.0,"call_gex":417.28,"put_gex":-146.24,"net_gex":271.04,"call_oi":70,"put_oi":24},{"strike":11.0,"call_gex":244.48,"put_gex":-430.42,"net_gex":-185.94,"call_oi":31,"put_oi":53},{"strike":12.0,"call_gex":420.67,"put_gex":-1768.85,"net_gex":-1348.19,"call_oi":41,"put_oi":159},{"strike":13.0,"call_gex":323.24,"put_gex":-221.9,"net_gex":101.33,"call_oi":20,"put_oi":17},{"strike":14.0,"call_gex":957.51,"put_gex":-612.97,"net_gex":344.54,"call_oi":51,"put_oi":41},{"strike":15.0,"call_gex":2832.15,"put_gex":-1007.17,"net_gex":1824.98,"call_oi":143,"put_oi":40},{"strike":16.0,"call_gex":925.13,"put_gex":0.0,"net_gex":925.13,"call_oi":40,"put_oi":0},{"strike":17.0,"call_gex":658.55,"put_gex":-18.44,"net_gex":640.11,"call_oi":21,"put_oi":1},{"strike":18.0,"call_gex":205.22,"put_gex":0.0,"net_gex":205.22,"call_oi":6,"put_oi":0},{"strike":19.0,"call_gex":19.07,"put_gex":0.0,"net_gex":19.07,"call_oi":1,"put_oi":0},{"strike":20.0,"call_gex":11445.94,"put_gex":0.0,"net_gex":11445.94,"call_oi":606,"put_oi":0},{"strike":21.0,"call_gex":20437.76,"put_gex":0.0,"net_gex":20437.76,"call_oi":1263,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":2538.0,"total_value":2538.0},{"strike":8.0,"call_value":6.0,"put_value":1473.0,"total_value":1479.0},{"strike":9.0,"call_value":17.0,"put_value":1128.0,"total_value":1145.0},{"strike":10.0,"call_value":77.0,"put_value":793.0,"total_value":870.0},{"strike":11.0,"call_value":207.0,"put_value":482.0,"total_value":689.0},{"strike":12.0,"call_value":368.0,"put_value":224.0,"total_value":592.0},{"strike":13.0,"call_value":570.0,"put_value":125.0,"total_value":695.0},{"strike":14.0,"call_value":792.0,"put_value":43.0,"total_value":835.0},{"strike":15.0,"call_value":1065.0,"put_value":2.0,"total_value":1067.0},{"strike":16.0,"call_value":1481.0,"put_value":1.0,"total_value":1482.0},{"strike":17.0,"call_value":1937.0,"put_value":0.0,"total_value":1937.0},{"strike":18.0,"call_value":2414.0,"put_value":0.0,"total_value":2414.0},{"strike":19.0,"call_value":2897.0,"put_value":0.0,"total_value":2897.0},{"strike":20.0,"call_value":3381.0,"put_value":0.0,"total_value":3381.0},{"strike":21.0,"call_value":4471.0,"put_value":0,"total_value":4471.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":105.5,"strike":13.0},{"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":100.3,"strike":10.08},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":103.0,"strike":14.0},{"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":66.7,"strike":14.0},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":80.3,"strike":15.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":48.9,"strike":15.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":67.1,"strike":15.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":76.0,"strike":16.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":53.5,"strike":16.0},{"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":65.5,"strike":17.0},{"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":63.1,"strike":17.0},{"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":84.6,"strike":19.0},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":85.1,"strike":19.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":65.4,"strike":21.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":3,"total_oi":26},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":21},{"expiration":"12/18/2026","dte":77,"iv":0.6126,"contract_count":4,"total_oi":99},{"expiration":"03/19/2027","dte":168,"iv":0.1184,"contract_count":3,"total_oi":99}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":14.89,"expected_move_2std":29.78,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":19.59,"expected_move_2std":39.18,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":34.23,"expected_move_2std":68.46,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":648,"put_oi":1,"total_oi":649,"pc_ratio":0.002,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":2,"put_oi":20,"total_oi":22,"pc_ratio":10.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":1489,"put_oi":316,"total_oi":1805,"pc_ratio":0.212,"pc_ratio_volume":2.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":214,"put_oi":18,"total_oi":232,"pc_ratio":0.084,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":192.0,"put_delta_oi":0,"dealer_delta":-192.0,"call_oi":2,"put_oi":0},{"strike":8.0,"call_delta_oi":850.0,"put_delta_oi":-49.0,"dealer_delta":-801.0,"call_oi":9,"put_oi":10},{"strike":9.0,"call_delta_oi":4572.0,"put_delta_oi":-58.0,"dealer_delta":-4515.0,"call_oi":49,"put_oi":10},{"strike":10.0,"call_delta_oi":6401.0,"put_delta_oi":-203.0,"dealer_delta":-6198.0,"call_oi":70,"put_oi":24},{"strike":11.0,"call_delta_oi":2749.0,"put_delta_oi":-705.0,"dealer_delta":-2044.0,"call_oi":31,"put_oi":53},{"strike":12.0,"call_delta_oi":3378.0,"put_delta_oi":-2197.0,"dealer_delta":-1181.0,"call_oi":41,"put_oi":159},{"strike":13.0,"call_delta_oi":1698.0,"put_delta_oi":-368.0,"dealer_delta":-1330.0,"call_oi":20,"put_oi":17},{"strike":14.0,"call_delta_oi":3820.0,"put_delta_oi":-1140.0,"dealer_delta":-2680.0,"call_oi":51,"put_oi":41},{"strike":15.0,"call_delta_oi":9377.0,"put_delta_oi":-1346.0,"dealer_delta":-8031.0,"call_oi":143,"put_oi":40},{"strike":16.0,"call_delta_oi":2298.0,"put_delta_oi":0,"dealer_delta":-2298.0,"call_oi":40,"put_oi":0},{"strike":17.0,"call_delta_oi":906.0,"put_delta_oi":-49.0,"dealer_delta":-856.0,"call_oi":21,"put_oi":1},{"strike":18.0,"call_delta_oi":98.0,"put_delta_oi":0,"dealer_delta":-98.0,"call_oi":6,"put_oi":0},{"strike":19.0,"call_delta_oi":35.0,"put_delta_oi":0,"dealer_delta":-35.0,"call_oi":1,"put_oi":0},{"strike":20.0,"call_delta_oi":9800.0,"put_delta_oi":0,"dealer_delta":-9800.0,"call_oi":606,"put_oi":0},{"strike":21.0,"call_delta_oi":28886.0,"put_delta_oi":0,"dealer_delta":-28886.0,"call_oi":1263,"put_oi":0}],"net_dealer_delta":-68945.0,"total_call_delta":75061.0,"total_put_delta":-6116.0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":15.949999809265137,"strikes":[{"strike":20.0,"moneyness":1.2539,"type":"call","iv":1.0835,"delta":0.1594,"oi":600}]},{"expiration":"12/18/2026","underlying_price":15.949999809265137,"strikes":[{"strike":12.0,"moneyness":0.7524,"type":"put","iv":0.6853,"delta":-0.1368,"oi":155},{"strike":21.0,"moneyness":1.3166,"type":"call","iv":0.6538,"delta":0.2287,"oi":1263}]}],"greeks_heatmap":{"data":[{"strike":20.0,"dte":14,"expiration":"10/16/2026","call_delta":0.1594,"put_delta":0,"call_gamma":0.074419,"put_gamma":0,"call_theta":-0.0307,"put_theta":0,"call_vega":0.0073,"put_vega":0,"call_oi":600,"put_oi":0},{"strike":12.0,"dte":77,"expiration":"12/18/2026","call_delta":0,"put_delta":-0.1368,"call_gamma":0,"put_gamma":0.043937,"call_theta":0,"put_theta":-0.0069,"call_vega":0,"put_vega":0.0159,"call_oi":0,"put_oi":155},{"strike":15.0,"dte":77,"expiration":"12/18/2026","call_delta":0.6511,"put_delta":0,"call_gamma":0.080883,"put_gamma":0,"call_theta":-0.0121,"put_theta":0,"call_vega":0.0269,"put_vega":0,"call_oi":77,"put_oi":0}],"strikes":[12.0,15.0,20.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":3.14,"put_25d_iv":68.53,"call_25d_iv":65.38,"put_25d_strike":12.0,"call_25d_strike":21.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":10.0,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":61,"put_oi":0},{"strike":11.0,"call_vanna":0,"put_vanna":4.0,"net_vanna":4.0,"call_oi":0,"put_oi":53},{"strike":12.0,"call_vanna":0,"put_vanna":11.0,"net_vanna":11.0,"call_oi":0,"put_oi":155},{"strike":15.0,"call_vanna":-8.0,"put_vanna":0,"net_vanna":-8.0,"call_oi":134,"put_oi":0},{"strike":20.0,"call_vanna":19.0,"put_vanna":0,"net_vanna":19.0,"call_oi":600,"put_oi":0},{"strike":21.0,"call_vanna":95.0,"put_vanna":0,"net_vanna":95.0,"call_oi":1263,"put_oi":0}],"net_vanna":115.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":20.0,"call_charm":-7659.0,"put_charm":0,"net_charm":-7659.0,"call_oi":600,"put_oi":0}],"net_charm":-7659.0,"weekend_delta_shift":-22978.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":12325.0,"put_delta":-10.0,"net_delta":12314.0,"call_oi":648,"put_oi":1,"total_oi":649,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":89.0,"put_delta":-641.0,"net_delta":-552.0,"call_oi":2,"put_oi":20,"total_oi":22,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":46608.0,"put_delta":-4980.0,"net_delta":41628.0,"call_oi":1489,"put_oi":316,"total_oi":1805,"total_volume":3,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":16039.0,"put_delta":-485.0,"net_delta":15554.0,"call_oi":214,"put_oi":18,"total_oi":232,"total_volume":3,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":8.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":10,"total_oi":19,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":49,"put_oi":10,"total_oi":59,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":70,"put_oi":24,"total_oi":94,"bias":"neutral"},{"strike":11.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":31,"put_oi":53,"total_oi":84,"bias":"bearish"},{"strike":12.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":41,"put_oi":159,"total_oi":200,"bias":"bullish"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":20,"put_oi":17,"total_oi":37,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":51,"put_oi":41,"total_oi":92,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":143,"put_oi":40,"total_oi":183,"bias":"neutral"},{"strike":16.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":40,"put_oi":0,"total_oi":40,"bias":"bullish"},{"strike":17.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":1,"total_oi":22,"bias":"neutral"},{"strike":18.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"neutral"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":606,"put_oi":0,"total_oi":606,"bias":"neutral"},{"strike":21.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1263,"put_oi":0,"total_oi":1263,"bias":"neutral"}],"underlying_price":15.949999809265137,"peak_call_strike":16.0,"peak_put_strike":11.0,"total_call_volume":4,"total_put_volume":2,"volume_pc_ratio":0.5},"iv_contours":{"x":[0.75,0.81,0.88,0.94,1.0,1.25],"y":[14,49,77,168],"z":[[null,117.9,null,null,null,108.35],[null,null,null,48.89,null,null],[78.34,81.28,66.69,67.15,null,null],[null,null,57.2,54.14,50.45,null]],"levels":[48.9,55.8,62.7,69.6,76.5,83.4,90.3,97.2,104.1,111.0,117.9],"min_iv":48.9,"max_iv":117.9},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":157.57},{"date":"2026-09-15","iv":149.97},{"date":"2026-09-16","iv":115.85},{"date":"2026-09-17","iv":73.2},{"date":"2026-09-18","iv":75.49},{"date":"2026-09-21","iv":74.87},{"date":"2026-09-22","iv":58.5},{"date":"2026-09-23","iv":68.0},{"date":"2026-09-24","iv":67.4},{"date":"2026-09-25","iv":59.2},{"date":"2026-09-28","iv":60.1},{"date":"2026-09-29","iv":65.0},{"date":"2026-09-30","iv":76.7},{"date":"2026-10-01","iv":65.2},{"date":"2026-10-02","iv":77.4}]}}