{"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":"SUNS","summary":{"name":"SUNS","price":6.2,"total_oi":1406,"call_oi":1217,"put_oi":189,"pc_ratio":0.155,"net_gex":8309.59,"avg_iv":282.5,"iv_rank":71.4,"iv_52w_high":368.1,"iv_52w_low":69.25,"gamma_flip":5.02,"max_pain":7.5},"features":{"symbol":"SUNS","price":6.2,"total_oi":1406,"analysis_coverage":0.7778,"avg_iv_pct":282.5,"iv_rank":71.4,"iv_52w_high_pct":368.1,"iv_52w_low_pct":69.25,"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":5.23,"risk_reversal_30d_pp":5.23,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.155,"put_call_oi_front_ratio":0.081,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.070863,"dealer_delta_normalized":-0.070661,"gex_per_100k_oi":591009.246088,"vanna_per_100k_oi":5049.786629,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":162.6,"gamma_flip_distance_pct":-19.032258,"max_pain_distance_pct":20.967742,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":5.0,"call_gex":0.0,"put_gex":-53.24,"net_gex":-53.24,"call_oi":4,"put_oi":10},{"strike":7.5,"call_gex":9626.9,"put_gex":-1523.28,"net_gex":8103.63,"call_oi":1099,"put_oi":170},{"strike":10.0,"call_gex":146.32,"put_gex":-33.73,"net_gex":112.6,"call_oi":62,"put_oi":9},{"strike":12.5,"call_gex":144.87,"put_gex":0.0,"net_gex":144.87,"call_oi":50,"put_oi":0},{"strike":17.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":22.5,"call_gex":1.74,"put_gex":0.0,"net_gex":1.74,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":5.0,"call_value":0,"put_value":470.0,"total_value":470.0},{"strike":7.5,"call_value":10.0,"put_value":22.5,"total_value":32.5},{"strike":10.0,"call_value":2767.5,"put_value":0.0,"total_value":2767.5},{"strike":12.5,"call_value":5680.0,"put_value":0.0,"total_value":5680.0},{"strike":17.5,"call_value":11755.0,"put_value":0.0,"total_value":11755.0},{"strike":22.5,"call_value":17835.0,"put_value":0,"total_value":17835.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":141.8,"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":85.3,"strike":5.0},{"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":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":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":180.0,"strike":8.75},{"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":105.9,"strike":10.83}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":62,"put_oi":5,"total_oi":67,"pc_ratio":0.081,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1092,"put_oi":126,"total_oi":1218,"pc_ratio":0.115,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"01/15/2027","dte":105,"call_oi":51,"put_oi":50,"total_oi":101,"pc_ratio":0.98,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"04/16/2027","dte":196,"call_oi":12,"put_oi":8,"total_oi":20,"pc_ratio":0.667,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":5.0,"call_delta_oi":0,"put_delta_oi":-197.0,"dealer_delta":197.0,"call_oi":0,"put_oi":10},{"strike":7.5,"call_delta_oi":21560.0,"put_delta_oi":-13543.0,"dealer_delta":-8017.0,"call_oi":1099,"put_oi":170},{"strike":10.0,"call_delta_oi":1605.0,"put_delta_oi":-706.0,"dealer_delta":-899.0,"call_oi":62,"put_oi":9},{"strike":12.5,"call_delta_oi":1097.0,"put_delta_oi":0,"dealer_delta":-1097.0,"call_oi":50,"put_oi":0},{"strike":17.5,"call_delta_oi":100.0,"put_delta_oi":0,"dealer_delta":-100.0,"call_oi":1,"put_oi":0},{"strike":22.5,"call_delta_oi":18.0,"put_delta_oi":0,"dealer_delta":-18.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-9935.0,"total_call_delta":24380.0,"total_put_delta":-14446.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":6.199999809265137,"strikes":[{"strike":7.5,"moneyness":1.2097,"type":"call","iv":0.3945,"delta":0.1793,"oi":1040},{"strike":7.5,"moneyness":1.2097,"type":"put","iv":0.4468,"delta":-0.7847,"oi":118}]}],"greeks_heatmap":{"data":[{"strike":7.5,"dte":77,"expiration":"12/18/2026","call_delta":0.1793,"put_delta":-0.7847,"call_gamma":0.234482,"put_gamma":0.231312,"call_theta":-0.002,"put_theta":-0.0017,"call_vega":0.0074,"put_vega":0.0083,"call_oi":1040,"put_oi":118}],"strikes":[7.5],"dtes":[77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":5.23,"put_25d_iv":44.68,"call_25d_iv":39.45,"put_25d_strike":7.5,"call_25d_strike":7.5,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":7.5,"call_vanna":80.0,"put_vanna":-9.0,"net_vanna":71.0,"call_oi":1040,"put_oi":118}],"net_vanna":71.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":934.0,"put_delta":-86.0,"net_delta":847.0,"call_oi":62,"put_oi":5,"total_oi":67,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":20551.0,"put_delta":-9639.0,"net_delta":10912.0,"call_oi":1088,"put_oi":126,"total_oi":1214,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":2515.0,"put_delta":-4146.0,"net_delta":-1631.0,"call_oi":51,"put_oi":50,"total_oi":101,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":381.0,"put_delta":-574.0,"net_delta":-193.0,"call_oi":12,"put_oi":8,"total_oi":20,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":10,"total_oi":14,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1099,"put_oi":170,"total_oi":1269,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":62,"put_oi":9,"total_oi":71,"bias":"neutral"},{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":50,"put_oi":0,"total_oi":50,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":6.199999809265137,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.21],"y":[14,77,105],"z":[[204.74],[42.06],[83.97]],"levels":[42.1,58.3,74.6,90.9,107.1,123.4,139.7,155.9,172.2,188.5,204.7],"min_iv":42.1,"max_iv":204.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":88.29},{"date":"2026-09-15","iv":88.22},{"date":"2026-09-16","iv":111.86},{"date":"2026-09-17","iv":97.51},{"date":"2026-09-18","iv":91.44},{"date":"2026-09-21","iv":69.25},{"date":"2026-09-22","iv":89.6},{"date":"2026-09-23","iv":368.1},{"date":"2026-09-24","iv":91.7},{"date":"2026-09-25","iv":96.4},{"date":"2026-09-28","iv":277.0},{"date":"2026-09-29","iv":145.4},{"date":"2026-09-30","iv":93.7},{"date":"2026-10-01","iv":113.2},{"date":"2026-10-02","iv":282.5}]}}