{"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":"SWX","summary":{"name":"SWX","price":82.69,"total_oi":188,"call_oi":132,"put_oi":56,"pc_ratio":0.424,"net_gex":19723.2,"avg_iv":54.7,"iv_rank":82.1,"iv_52w_high":57.28,"iv_52w_low":42.89,"gamma_flip":81.41,"max_pain":85.0},"features":{"symbol":"SWX","price":82.69,"total_oi":188,"analysis_coverage":0.7222,"avg_iv_pct":54.7,"iv_rank":82.1,"iv_52w_high_pct":57.28,"iv_52w_low_pct":42.89,"front_dte":14,"front_atm_iv_pct":24.56,"back_atm_iv_pct":23.6902,"term_premium_pp":0.8698,"expected_move_front_pct":4.81,"straddle_front_pct":4.63,"straddle_30d_pct":4.63,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.424,"put_call_oi_front_ratio":0.426,"put_call_volume_front_ratio":0.0,"option_volume":2,"volume_oi_ratio":0.010638,"net_delta_normalized":0.034385,"dealer_delta_normalized":-0.034202,"gex_per_100k_oi":10491063.829787,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":114.1,"gamma_flip_distance_pct":-1.54795,"max_pain_distance_pct":2.793566,"peak_call_distance_pct":2.793566,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":45.0,"call_gex":0.0,"put_gex":-45.1,"net_gex":-45.1,"call_oi":0,"put_oi":2},{"strike":75.0,"call_gex":0.0,"put_gex":-3546.33,"net_gex":-3546.33,"call_oi":1,"put_oi":20},{"strike":80.0,"call_gex":562.59,"put_gex":0.0,"net_gex":562.59,"call_oi":1,"put_oi":0},{"strike":85.0,"call_gex":25954.05,"put_gex":-15188.87,"net_gex":10765.19,"call_oi":38,"put_oi":33},{"strike":90.0,"call_gex":3644.88,"put_gex":-176.69,"net_gex":3468.2,"call_oi":17,"put_oi":1},{"strike":95.0,"call_gex":3334.59,"put_gex":0.0,"net_gex":3334.59,"call_oi":21,"put_oi":0},{"strike":100.0,"call_gex":1346.8,"put_gex":0.0,"net_gex":1346.8,"call_oi":12,"put_oi":0},{"strike":105.0,"call_gex":3452.03,"put_gex":0.0,"net_gex":3452.03,"call_oi":37,"put_oi":0},{"strike":110.0,"call_gex":256.8,"put_gex":0.0,"net_gex":256.8,"call_oi":3,"put_oi":0},{"strike":115.0,"call_gex":75.05,"put_gex":0.0,"net_gex":75.05,"call_oi":1,"put_oi":0},{"strike":130.0,"call_gex":53.39,"put_gex":0.0,"net_gex":53.39,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":45.0,"call_value":0,"put_value":1965.0,"total_value":1965.0},{"strike":75.0,"call_value":0.0,"put_value":345.0,"total_value":345.0},{"strike":80.0,"call_value":5.0,"put_value":175.0,"total_value":180.0},{"strike":85.0,"call_value":15.0,"put_value":5.0,"total_value":20.0},{"strike":90.0,"call_value":215.0,"put_value":0.0,"total_value":215.0},{"strike":95.0,"call_value":500.0,"put_value":0.0,"total_value":500.0},{"strike":100.0,"call_value":890.0,"put_value":0.0,"total_value":890.0},{"strike":105.0,"call_value":1340.0,"put_value":0.0,"total_value":1340.0},{"strike":110.0,"call_value":1975.0,"put_value":0.0,"total_value":1975.0},{"strike":115.0,"call_value":2625.0,"put_value":0.0,"total_value":2625.0},{"strike":130.0,"call_value":4590.0,"put_value":0,"total_value":4590.0}],"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":108.1,"strike":45.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":71.4,"strike":75.0},{"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":20.4,"strike":80.0},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":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":26.7,"strike":85.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":23.7,"strike":85.0},{"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":81.4,"strike":90.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":41.9,"strike":90.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":27.3,"strike":90.0},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":134.9,"strike":107.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":41.6,"strike":95.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":35.0,"strike":100.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":5,"total_oi":85},{"expiration":"11/20/2026","dte":49,"iv":0.4669,"contract_count":2,"total_oi":11},{"expiration":"01/15/2027","dte":105,"iv":0.2328,"contract_count":1,"total_oi":1},{"expiration":"04/16/2027","dte":196,"iv":0.0,"contract_count":2,"total_oi":13}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":4.81,"expected_move_2std":9.63,"contract_count":3},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.68,"expected_move_2std":17.36,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":101,"put_oi":43,"total_oi":144,"pc_ratio":0.426,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":3,"put_oi":10,"total_oi":13,"pc_ratio":3.333,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"01/15/2027","dte":105,"call_oi":10,"put_oi":2,"total_oi":12,"pc_ratio":0.2,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"04/16/2027","dte":196,"call_oi":18,"put_oi":1,"total_oi":19,"pc_ratio":0.056,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-17.0,"dealer_delta":17.0,"call_oi":0,"put_oi":2},{"strike":75.0,"call_delta_oi":0,"put_delta_oi":-422.0,"dealer_delta":422.0,"call_oi":0,"put_oi":20},{"strike":80.0,"call_delta_oi":82.0,"put_delta_oi":0,"dealer_delta":-82.0,"call_oi":1,"put_oi":0},{"strike":85.0,"call_delta_oi":988.0,"put_delta_oi":-2086.0,"dealer_delta":1098.0,"call_oi":38,"put_oi":33},{"strike":90.0,"call_delta_oi":585.0,"put_delta_oi":-60.0,"dealer_delta":-526.0,"call_oi":17,"put_oi":1},{"strike":95.0,"call_delta_oi":351.0,"put_delta_oi":0,"dealer_delta":-351.0,"call_oi":21,"put_oi":0},{"strike":100.0,"call_delta_oi":294.0,"put_delta_oi":0,"dealer_delta":-294.0,"call_oi":12,"put_oi":0},{"strike":105.0,"call_delta_oi":826.0,"put_delta_oi":0,"dealer_delta":-826.0,"call_oi":37,"put_oi":0},{"strike":110.0,"call_delta_oi":64.0,"put_delta_oi":0,"dealer_delta":-64.0,"call_oi":3,"put_oi":0},{"strike":115.0,"call_delta_oi":20.0,"put_delta_oi":0,"dealer_delta":-20.0,"call_oi":1,"put_oi":0},{"strike":130.0,"call_delta_oi":17.0,"put_delta_oi":0,"dealer_delta":-17.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-643.0,"total_call_delta":3229.0,"total_put_delta":-2585.0,"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":2397.0,"put_delta":-1924.0,"net_delta":473.0,"call_oi":100,"put_oi":43,"total_oi":143,"total_volume":2,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":75.0,"put_delta":-584.0,"net_delta":-510.0,"call_oi":3,"put_oi":10,"total_oi":13,"total_volume":0,"bias":"neutral"},{"expiration":"01/15/2027","dte":105,"call_delta":195.0,"put_delta":-17.0,"net_delta":178.0,"call_oi":10,"put_oi":2,"total_oi":12,"total_volume":0,"bias":"neutral"},{"expiration":"04/16/2027","dte":196,"call_delta":562.0,"put_delta":-60.0,"net_delta":502.0,"call_oi":18,"put_oi":1,"total_oi":19,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"10/16/2026","dte":14,"strike":85.0,"straddle_price":3.83,"straddle_pct":4.63,"implied_move":4.63,"avg_iv":26.7}],"volume_profile":{"profile":[{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":75.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":20,"total_oi":21,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":85.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":38,"put_oi":33,"total_oi":71,"bias":"bullish"},{"strike":90.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":17,"put_oi":1,"total_oi":18,"bias":"neutral"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":37,"put_oi":0,"total_oi":37,"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":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":82.69000244140625,"peak_call_strike":85.0,"peak_put_strike":null,"total_call_volume":2,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[0.91,1.03,1.15,1.21,1.27],"y":[14],"z":[[71.43,26.68,67.28,123.59,140.75]],"levels":[26.7,38.1,49.5,60.9,72.3,83.7,95.1,106.5,117.9,129.3,140.8],"min_iv":26.7,"max_iv":140.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":49.77},{"date":"2026-09-15","iv":54.25},{"date":"2026-09-16","iv":57.28},{"date":"2026-09-17","iv":42.99},{"date":"2026-09-18","iv":42.89},{"date":"2026-09-21","iv":46.9},{"date":"2026-09-22","iv":47.1},{"date":"2026-09-23","iv":48.0},{"date":"2026-09-24","iv":51.0},{"date":"2026-09-25","iv":48.9},{"date":"2026-09-28","iv":52.2},{"date":"2026-09-29","iv":51.8},{"date":"2026-09-30","iv":56.0},{"date":"2026-10-01","iv":55.4},{"date":"2026-10-02","iv":54.7}]}}