{"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":"TRMK","summary":{"name":"TRMK","price":45.93,"total_oi":947,"call_oi":947,"put_oi":0,"pc_ratio":0.0,"net_gex":104397.41,"avg_iv":27.8,"iv_rank":8.2,"iv_52w_high":87.13,"iv_52w_low":22.5,"gamma_flip":null,"max_pain":25.0},"features":{"symbol":"TRMK","price":45.93,"total_oi":947,"analysis_coverage":0.8333,"avg_iv_pct":27.8,"iv_rank":8.2,"iv_52w_high_pct":87.13,"iv_52w_low_pct":22.5,"front_dte":14,"front_atm_iv_pct":35.4358,"back_atm_iv_pct":29.0123,"term_premium_pp":6.4235,"expected_move_front_pct":6.94,"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":0.0,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.075856,"dealer_delta_normalized":-0.075776,"gex_per_100k_oi":11024013.727561,"vanna_per_100k_oi":2111.932418,"charm_per_100k_oi":-229778.247096,"weekend_delta_shift_per_100k_oi":-689229.144667,"iv_surface_range_pp":9.6,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-45.569345,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":25.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":45.0,"call_gex":423.28,"put_gex":0.0,"net_gex":423.28,"call_oi":2,"put_oi":0},{"strike":50.0,"call_gex":103877.41,"put_gex":0.0,"net_gex":103877.41,"call_oi":941,"put_oi":0},{"strike":65.0,"call_gex":96.72,"put_gex":0.0,"net_gex":96.72,"call_oi":3,"put_oi":0}],"pain_by_strike":[{"strike":25.0,"call_value":0,"put_value":0.0,"total_value":0.0},{"strike":45.0,"call_value":20.0,"put_value":0.0,"total_value":20.0},{"strike":50.0,"call_value":35.0,"put_value":0.0,"total_value":35.0},{"strike":65.0,"call_value":14195.0,"put_value":0,"total_value":14195.0}],"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":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":35.4,"strike":45.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":29.0,"strike":45.0},{"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":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":29.2,"strike":50.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":38.8,"strike":50.0},{"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":null,"strike":null}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.8006,"contract_count":2,"total_oi":919},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":23},{"expiration":"02/19/2027","dte":140,"iv":0.0,"contract_count":1,"total_oi":1}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.94,"expected_move_2std":13.87,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":10.63,"expected_move_2std":21.25,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":919,"put_oi":0,"total_oi":919,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":23,"put_oi":0,"total_oi":23,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":5,"put_oi":0,"total_oi":5,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":45.0,"call_delta_oi":126.0,"put_delta_oi":0,"dealer_delta":-126.0,"call_oi":2,"put_oi":0},{"strike":50.0,"call_delta_oi":7024.0,"put_delta_oi":0,"dealer_delta":-7024.0,"call_oi":941,"put_oi":0},{"strike":65.0,"call_delta_oi":26.0,"put_delta_oi":0,"dealer_delta":-26.0,"call_oi":3,"put_oi":0}],"net_dealer_delta":-7176.0,"total_call_delta":7176.0,"total_put_delta":0,"bias":"neutral"},"vol_smile":[{"expiration":"10/16/2026","underlying_price":45.93000030517578,"strikes":[{"strike":50.0,"moneyness":1.0886,"type":"call","iv":0.292,"delta":0.0687,"oi":918}]}],"greeks_heatmap":{"data":[{"strike":50.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0687,"put_delta":0,"call_gamma":0.052274,"put_gamma":0,"call_theta":-0.0132,"put_theta":0,"call_vega":0.0115,"put_vega":0,"call_oi":918,"put_oi":0}],"strikes":[50.0],"dtes":[14]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":50.0,"call_vanna":20.0,"put_vanna":0,"net_vanna":20.0,"call_oi":918,"put_oi":0}],"net_vanna":20.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":50.0,"call_charm":-2176.0,"put_charm":0,"net_charm":-2176.0,"call_oi":918,"put_oi":0}],"net_charm":-2176.0,"weekend_delta_shift":-6527.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":6368.0,"put_delta":0,"net_delta":6368.0,"call_oi":919,"put_oi":0,"total_oi":919,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":746.0,"put_delta":0,"net_delta":746.0,"call_oi":23,"put_oi":0,"total_oi":23,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":62.0,"put_delta":0,"net_delta":62.0,"call_oi":4,"put_oi":0,"total_oi":4,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":941,"put_oi":0,"total_oi":941,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"}],"underlying_price":45.93000030517578,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.09],"y":[14,49],"z":[[29.2],[38.78]],"levels":[29.2,30.2,31.1,32.1,33.0,34.0,34.9,35.9,36.9,37.8,38.8],"min_iv":29.2,"max_iv":38.8},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":57.65},{"date":"2026-09-15","iv":71.21},{"date":"2026-09-16","iv":87.13},{"date":"2026-09-17","iv":36.93},{"date":"2026-09-18","iv":33.75},{"date":"2026-09-21","iv":41.74},{"date":"2026-09-22","iv":40.3},{"date":"2026-09-23","iv":37.0},{"date":"2026-09-24","iv":22.5},{"date":"2026-09-25","iv":38.3},{"date":"2026-09-28","iv":36.8},{"date":"2026-09-29","iv":38.4},{"date":"2026-09-30","iv":38.5},{"date":"2026-10-01","iv":29.3},{"date":"2026-10-02","iv":27.8}]}}