{"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":"TEAD","summary":{"name":"TEAD","price":0.56,"total_oi":1621,"call_oi":1514,"put_oi":107,"pc_ratio":0.071,"net_gex":123.21,"avg_iv":1459.1,"iv_rank":94.9,"iv_52w_high":1524.1,"iv_52w_low":253.44,"gamma_flip":2.04,"max_pain":0.5},"features":{"symbol":"TEAD","price":0.56,"total_oi":1621,"analysis_coverage":0.6667,"avg_iv_pct":1459.1,"iv_rank":94.9,"iv_52w_high_pct":1524.1,"iv_52w_low_pct":253.44,"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":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.071,"put_call_oi_front_ratio":0.559,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.345073,"dealer_delta_normalized":-0.336977,"gex_per_100k_oi":7600.863664,"vanna_per_100k_oi":3763.109192,"charm_per_100k_oi":2961.135102,"weekend_delta_shift_per_100k_oi":8883.405305,"iv_surface_range_pp":null,"gamma_flip_distance_pct":264.285714,"max_pain_distance_pct":-10.714286,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":0.5,"call_gex":8.96,"put_gex":0.0,"net_gex":8.96,"call_oi":193,"put_oi":38},{"strike":1.0,"call_gex":0.0,"put_gex":-19.14,"net_gex":-19.14,"call_oi":107,"put_oi":69},{"strike":1.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":35,"put_oi":0},{"strike":2.0,"call_gex":0.04,"put_gex":0.0,"net_gex":0.04,"call_oi":13,"put_oi":0},{"strike":2.5,"call_gex":133.35,"put_gex":0.0,"net_gex":133.35,"call_oi":1113,"put_oi":0},{"strike":5.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":9,"put_oi":0},{"strike":7.5,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":44,"put_oi":0}],"pain_by_strike":[{"strike":0.5,"call_value":0,"put_value":34.5,"total_value":34.5},{"strike":1.0,"call_value":96.5,"put_value":0.0,"total_value":96.5},{"strike":1.5,"call_value":246.5,"put_value":0.0,"total_value":246.5},{"strike":2.0,"call_value":414.0,"put_value":0.0,"total_value":414.0},{"strike":2.5,"call_value":588.0,"put_value":0.0,"total_value":588.0},{"strike":5.0,"call_value":4240.5,"put_value":0.0,"total_value":4240.5},{"strike":7.5,"call_value":7915.5,"put_value":0,"total_value":7915.5}],"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":null,"strike":null},{"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":452.1,"strike":0.5},{"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":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":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":201.9,"strike":1.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":235.1,"strike":1.75}],"term_structure":[],"expected_move":[],"pc_skew":[{"expiration":"11/20/2026","dte":49,"call_oi":179,"put_oi":100,"total_oi":279,"pc_ratio":0.559,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":1323,"put_oi":7,"total_oi":1330,"pc_ratio":0.005,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":12,"put_oi":0,"total_oi":12,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":0.5,"call_delta_oi":17231.0,"put_delta_oi":0,"dealer_delta":-17231.0,"call_oi":193,"put_oi":0},{"strike":1.0,"call_delta_oi":10699.0,"put_delta_oi":-4554.0,"dealer_delta":-6145.0,"call_oi":107,"put_oi":69},{"strike":1.5,"call_delta_oi":3500.0,"put_delta_oi":0,"dealer_delta":-3500.0,"call_oi":35,"put_oi":0},{"strike":2.0,"call_delta_oi":1288.0,"put_delta_oi":0,"dealer_delta":-1288.0,"call_oi":13,"put_oi":0},{"strike":2.5,"call_delta_oi":21161.0,"put_delta_oi":0,"dealer_delta":-21161.0,"call_oi":1113,"put_oi":0},{"strike":5.0,"call_delta_oi":900.0,"put_delta_oi":0,"dealer_delta":-900.0,"call_oi":9,"put_oi":0},{"strike":7.5,"call_delta_oi":4400.0,"put_delta_oi":0,"dealer_delta":-4400.0,"call_oi":44,"put_oi":0}],"net_dealer_delta":-54624.0,"total_call_delta":59178.0,"total_put_delta":-4554.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":0.5590000152587891,"strikes":[{"strike":2.5,"moneyness":4.4723,"type":"call","iv":2.067,"delta":0.1341,"oi":1041}]}],"greeks_heatmap":{"data":[{"strike":0.5,"dte":77,"expiration":"12/18/2026","call_delta":0.8621,"put_delta":0,"call_gamma":0.191061,"put_gamma":0,"call_theta":-0.0017,"put_theta":0,"call_vega":0.0006,"put_vega":0,"call_oi":150,"put_oi":0}],"strikes":[0.5],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":0.5,"call_vanna":-11.0,"put_vanna":0,"net_vanna":-11.0,"call_oi":150,"put_oi":0},{"strike":1.0,"call_vanna":-0.0,"put_vanna":-3.0,"net_vanna":-3.0,"call_oi":74,"put_oi":68},{"strike":2.5,"call_vanna":75.0,"put_vanna":0,"net_vanna":75.0,"call_oi":1102,"put_oi":0}],"net_vanna":61.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":1.0,"call_charm":0,"put_charm":49.0,"net_charm":49.0,"call_oi":0,"put_oi":68},{"strike":2.5,"call_charm":-1.0,"put_charm":0,"net_charm":-1.0,"call_oi":61,"put_oi":0}],"net_charm":48.0,"weekend_delta_shift":144.0,"interpretation":"delta_decays_bullish"},"net_delta":[{"expiration":"11/20/2026","dte":49,"call_delta":17886.0,"put_delta":-4509.0,"net_delta":13378.0,"call_oi":179,"put_oi":68,"total_oi":247,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":40092.0,"put_delta":-45.0,"net_delta":40047.0,"call_oi":1323,"put_oi":1,"total_oi":1324,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":1200.0,"put_delta":0,"net_delta":1200.0,"call_oi":12,"put_oi":0,"total_oi":12,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":0.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":193,"put_oi":38,"total_oi":231,"bias":"neutral"},{"strike":1.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":107,"put_oi":69,"total_oi":176,"bias":"neutral"},{"strike":1.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":0,"total_oi":35,"bias":"neutral"},{"strike":2.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":0,"total_oi":13,"bias":"neutral"},{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1113,"put_oi":0,"total_oi":1113,"bias":"neutral"},{"strike":5.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":44,"put_oi":0,"total_oi":44,"bias":"neutral"}],"underlying_price":0.5590000152587891,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[],"y":[],"z":[],"levels":[]},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":253.44},{"date":"2026-09-15","iv":285.14},{"date":"2026-09-16","iv":335.5},{"date":"2026-09-17","iv":372.2},{"date":"2026-09-18","iv":288.68},{"date":"2026-09-21","iv":271.72},{"date":"2026-09-22","iv":1149.2},{"date":"2026-09-23","iv":1307.3},{"date":"2026-09-24","iv":1344.4},{"date":"2026-09-25","iv":1524.1},{"date":"2026-09-28","iv":1267.4},{"date":"2026-09-29","iv":1125.2},{"date":"2026-09-30","iv":1048.0},{"date":"2026-10-01","iv":1005.0},{"date":"2026-10-02","iv":1459.1}]}}