{"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":"TPVG","summary":{"name":"TPVG","price":4.9,"total_oi":2381,"call_oi":1445,"put_oi":936,"pc_ratio":0.648,"net_gex":5418.75,"avg_iv":132.5,"iv_rank":84.2,"iv_52w_high":145.9,"iv_52w_low":60.93,"gamma_flip":2.5,"max_pain":5.0},"features":{"symbol":"TPVG","price":4.9,"total_oi":2381,"analysis_coverage":0.9444,"avg_iv_pct":132.5,"iv_rank":84.2,"iv_52w_high_pct":145.9,"iv_52w_low_pct":60.93,"front_dte":14,"front_atm_iv_pct":286.2434,"back_atm_iv_pct":59.4983,"term_premium_pp":226.7451,"expected_move_front_pct":56.06,"straddle_front_pct":11.22,"straddle_30d_pct":11.22,"risk_reversal_front_pp":-19.93,"risk_reversal_30d_pp":-19.93,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.648,"put_call_oi_front_ratio":1.261,"put_call_volume_front_ratio":0.0,"option_volume":10,"volume_oi_ratio":0.0042,"net_delta_normalized":-0.039983,"dealer_delta_normalized":0.039987,"gex_per_100k_oi":227582.948341,"vanna_per_100k_oi":461.99076,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":255.6,"gamma_flip_distance_pct":-48.979592,"max_pain_distance_pct":2.040816,"peak_call_distance_pct":2.040816,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":2.5,"call_gex":0.0,"put_gex":-0.87,"net_gex":-0.87,"call_oi":0,"put_oi":2},{"strike":5.0,"call_gex":10097.34,"put_gex":-5146.55,"net_gex":4950.78,"call_oi":698,"put_oi":556},{"strike":7.5,"call_gex":1604.3,"put_gex":-993.92,"net_gex":610.38,"call_oi":729,"put_oi":302},{"strike":10.0,"call_gex":29.44,"put_gex":-170.98,"net_gex":-141.54,"call_oi":18,"put_oi":76}],"pain_by_strike":[{"strike":2.5,"call_value":0,"put_value":3470.0,"total_value":3470.0},{"strike":5.0,"call_value":0.0,"put_value":1135.0,"total_value":1135.0},{"strike":7.5,"call_value":1745.0,"put_value":190.0,"total_value":1935.0},{"strike":10.0,"call_value":5312.5,"put_value":0,"total_value":5312.5}],"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":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":327.5,"strike":5.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":59.5,"strike":5.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":30.6,"strike":5.0},{"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":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":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":140.2,"strike":8.75}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":1,"total_oi":29},{"expiration":"11/20/2026","dte":49,"iv":0.1131,"contract_count":2,"total_oi":24},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":2,"total_oi":790},{"expiration":"03/19/2027","dte":168,"iv":0.0214,"contract_count":2,"total_oi":388}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":56.06,"expected_move_2std":112.12,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":21.8,"expected_move_2std":43.6,"contract_count":2},{"expiration":"12/18/2026","dte":77,"expected_move_1std":14.04,"expected_move_2std":28.09,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":24.45,"expected_move_2std":48.91,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":23,"put_oi":29,"total_oi":52,"pc_ratio":1.261,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":3,"put_oi":21,"total_oi":24,"pc_ratio":7.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"12/18/2026","dte":77,"call_oi":1178,"put_oi":620,"total_oi":1798,"pc_ratio":0.526,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":241,"put_oi":266,"total_oi":507,"pc_ratio":1.104,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":2.5,"call_delta_oi":0,"put_delta_oi":-19.0,"dealer_delta":19.0,"call_oi":0,"put_oi":2},{"strike":5.0,"call_delta_oi":35098.0,"put_delta_oi":-25928.0,"dealer_delta":-9170.0,"call_oi":698,"put_oi":556},{"strike":7.5,"call_delta_oi":8134.0,"put_delta_oi":-21738.0,"dealer_delta":13604.0,"call_oi":729,"put_oi":302},{"strike":10.0,"call_delta_oi":906.0,"put_delta_oi":-5973.0,"dealer_delta":5067.0,"call_oi":18,"put_oi":76}],"net_dealer_delta":9521.0,"total_call_delta":44138.0,"total_put_delta":-53658.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":4.900000095367432,"strikes":[{"strike":5.0,"moneyness":1.0204,"type":"call","iv":0.2095,"delta":0.5261,"oi":155},{"strike":5.0,"moneyness":1.0204,"type":"put","iv":0.5114,"delta":-0.4322,"oi":233}]},{"expiration":"12/18/2026","underlying_price":4.900000095367432,"strikes":[{"strike":5.0,"moneyness":1.0204,"type":"call","iv":0.2811,"delta":0.4903,"oi":517},{"strike":5.0,"moneyness":1.0204,"type":"put","iv":0.3305,"delta":-0.5,"oi":273},{"strike":7.5,"moneyness":1.5306,"type":"call","iv":0.5297,"delta":0.0544,"oi":643},{"strike":7.5,"moneyness":1.5306,"type":"put","iv":1.0698,"delta":-0.729,"oi":271}]}],"greeks_heatmap":{"data":[{"strike":5.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4903,"put_delta":-0.5,"call_gamma":0.634576,"put_gamma":0.5399,"call_theta":-0.0019,"put_theta":-0.0016,"call_vega":0.0089,"put_vega":0.0089,"call_oi":517,"put_oi":273}],"strikes":[5.0],"dtes":[77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":-19.93,"put_25d_iv":33.05,"call_25d_iv":52.97,"put_25d_strike":5.0,"call_25d_strike":7.5,"skew":"call_skew"},{"expiration":"03/19/2027","dte":168,"risk_reversal":30.2,"put_25d_iv":51.14,"call_25d_iv":20.95,"put_25d_strike":5.0,"call_25d_strike":5.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":5.0,"call_vanna":-0.0,"put_vanna":8.0,"net_vanna":8.0,"call_oi":672,"put_oi":506},{"strike":7.5,"call_vanna":27.0,"put_vanna":-19.0,"net_vanna":8.0,"call_oi":729,"put_oi":271},{"strike":10.0,"call_vanna":0,"put_vanna":-6.0,"net_vanna":-6.0,"call_oi":0,"put_oi":76}],"net_vanna":11.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1440.0,"put_delta":-1180.0,"net_delta":260.0,"call_oi":23,"put_oi":29,"total_oi":52,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":157.0,"put_delta":-1029.0,"net_delta":-873.0,"call_oi":3,"put_oi":21,"total_oi":24,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":29752.0,"put_delta":-39377.0,"net_delta":-9625.0,"call_oi":1178,"put_oi":620,"total_oi":1798,"total_volume":10,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":12790.0,"put_delta":-12072.0,"net_delta":718.0,"call_oi":241,"put_oi":266,"total_oi":507,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[{"expiration":"12/18/2026","dte":77,"strike":5.0,"straddle_price":0.55,"straddle_pct":11.22,"implied_move":11.22,"avg_iv":30.6},{"expiration":"03/19/2027","dte":168,"strike":5.0,"straddle_price":0.95,"straddle_pct":19.39,"implied_move":19.39,"avg_iv":36.0}],"volume_profile":{"profile":[{"strike":2.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":5.0,"call_volume":10,"put_volume":0,"total_volume":10,"call_oi":698,"put_oi":556,"total_oi":1254,"bias":"bullish"},{"strike":7.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":729,"put_oi":302,"total_oi":1031,"bias":"neutral"},{"strike":10.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":76,"total_oi":94,"bias":"neutral"}],"underlying_price":4.900000095367432,"peak_call_strike":5.0,"peak_put_strike":null,"total_call_volume":10,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.02],"y":[14,49,77,168],"z":[[286.25],[54.4],[30.58],[36.05]],"levels":[30.6,56.1,81.7,107.3,132.8,158.4,184.0,209.5,235.1,260.7,286.2],"min_iv":30.6,"max_iv":286.2},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":107.33},{"date":"2026-09-15","iv":104.21},{"date":"2026-09-16","iv":109.19},{"date":"2026-09-17","iv":107.26},{"date":"2026-09-18","iv":60.93},{"date":"2026-09-21","iv":81.01},{"date":"2026-09-22","iv":87.7},{"date":"2026-09-23","iv":87.9},{"date":"2026-09-24","iv":145.9},{"date":"2026-09-25","iv":99.6},{"date":"2026-09-28","iv":108.2},{"date":"2026-09-29","iv":103.0},{"date":"2026-09-30","iv":102.9},{"date":"2026-10-01","iv":133.5},{"date":"2026-10-02","iv":132.5}]}}