{"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":"TSL","summary":{"name":"TSL","price":13.97,"total_oi":161,"call_oi":133,"put_oi":28,"pc_ratio":0.211,"net_gex":2891.94,"avg_iv":61.9,"iv_rank":4.2,"iv_52w_high":113.9,"iv_52w_low":59.6,"gamma_flip":9.51,"max_pain":11.0},"features":{"symbol":"TSL","price":13.97,"total_oi":161,"analysis_coverage":0.6667,"avg_iv_pct":61.9,"iv_rank":4.2,"iv_52w_high_pct":113.9,"iv_52w_low_pct":59.6,"front_dte":14,"front_atm_iv_pct":47.537,"back_atm_iv_pct":47.537,"term_premium_pp":0.0,"expected_move_front_pct":9.31,"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":0.211,"put_call_oi_front_ratio":0.085,"put_call_volume_front_ratio":0.667,"option_volume":8,"volume_oi_ratio":0.049689,"net_delta_normalized":0.338696,"dealer_delta_normalized":-0.338696,"gex_per_100k_oi":1796236.024845,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":26.7,"gamma_flip_distance_pct":-31.925555,"max_pain_distance_pct":-21.259843,"peak_call_distance_pct":-28.418039,"peak_put_distance_pct":0.214746},"analyses":{"gamma_walls":[{"strike":7.0,"call_gex":0.0,"put_gex":-5.87,"net_gex":-5.87,"call_oi":0,"put_oi":2},{"strike":9.0,"call_gex":4.83,"put_gex":-22.72,"net_gex":-17.89,"call_oi":1,"put_oi":4},{"strike":10.0,"call_gex":46.97,"put_gex":0.0,"net_gex":46.97,"call_oi":7,"put_oi":0},{"strike":11.0,"call_gex":240.86,"put_gex":-45.68,"net_gex":195.17,"call_oi":22,"put_oi":4},{"strike":12.0,"call_gex":13.24,"put_gex":-36.71,"net_gex":-23.47,"call_oi":1,"put_oi":2},{"strike":13.0,"call_gex":44.2,"put_gex":-77.86,"net_gex":-33.66,"call_oi":2,"put_oi":2},{"strike":14.0,"call_gex":1438.55,"put_gex":-132.94,"net_gex":1305.61,"call_oi":31,"put_oi":3},{"strike":15.0,"call_gex":692.69,"put_gex":-126.09,"net_gex":566.6,"call_oi":18,"put_oi":6},{"strike":16.0,"call_gex":674.66,"put_gex":0.0,"net_gex":674.66,"call_oi":28,"put_oi":0},{"strike":17.0,"call_gex":80.9,"put_gex":-89.18,"net_gex":-8.28,"call_oi":5,"put_oi":5},{"strike":18.0,"call_gex":80.27,"put_gex":0.0,"net_gex":80.27,"call_oi":6,"put_oi":0},{"strike":19.0,"call_gex":58.66,"put_gex":0.0,"net_gex":58.66,"call_oi":5,"put_oi":0},{"strike":20.0,"call_gex":22.45,"put_gex":0.0,"net_gex":22.45,"call_oi":2,"put_oi":0},{"strike":25.0,"call_gex":30.73,"put_gex":0.0,"net_gex":30.73,"call_oi":5,"put_oi":0}],"pain_by_strike":[{"strike":7.0,"call_value":0,"put_value":165.0,"total_value":165.0},{"strike":9.0,"call_value":0.0,"put_value":113.0,"total_value":113.0},{"strike":10.0,"call_value":1.0,"put_value":91.0,"total_value":92.0},{"strike":11.0,"call_value":9.0,"put_value":69.0,"total_value":78.0},{"strike":12.0,"call_value":39.0,"put_value":51.0,"total_value":90.0},{"strike":13.0,"call_value":70.0,"put_value":35.0,"total_value":105.0},{"strike":14.0,"call_value":103.0,"put_value":21.0,"total_value":124.0},{"strike":15.0,"call_value":167.0,"put_value":10.0,"total_value":177.0},{"strike":16.0,"call_value":249.0,"put_value":5.0,"total_value":254.0},{"strike":17.0,"call_value":359.0,"put_value":0.0,"total_value":359.0},{"strike":18.0,"call_value":474.0,"put_value":0.0,"total_value":474.0},{"strike":19.0,"call_value":595.0,"put_value":0.0,"total_value":595.0},{"strike":20.0,"call_value":721.0,"put_value":0.0,"total_value":721.0},{"strike":25.0,"call_value":1361.0,"put_value":0,"total_value":1361.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":96.4,"strike":11.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":50.3,"strike":11.0},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":71.0,"strike":9.67},{"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":58.5,"strike":13.0},{"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":49.5,"strike":13.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":47.5,"strike":14.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":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":55.0,"strike":15.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":null,"strike":null},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":51.7,"strike":15.0},{"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":96.2,"strike":17.5},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":null,"strike":null},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":63.8,"strike":19.5}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.3336,"contract_count":4,"total_oi":37},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":3,"total_oi":8},{"expiration":"03/19/2027","dte":168,"iv":1.0,"contract_count":4,"total_oi":17}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":9.31,"expected_move_2std":18.62,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":35.55,"expected_move_2std":71.09,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":59,"put_oi":5,"total_oi":64,"pc_ratio":0.085,"pc_ratio_volume":0.667,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":20,"put_oi":0,"total_oi":20,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":16,"put_oi":20,"total_oi":36,"pc_ratio":1.25,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":38,"put_oi":3,"total_oi":41,"pc_ratio":0.079,"pc_ratio_volume":0.0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":7.0,"call_delta_oi":0,"put_delta_oi":-11.0,"dealer_delta":11.0,"call_oi":0,"put_oi":2},{"strike":9.0,"call_delta_oi":95.0,"put_delta_oi":-33.0,"dealer_delta":-62.0,"call_oi":1,"put_oi":4},{"strike":10.0,"call_delta_oi":662.0,"put_delta_oi":0,"dealer_delta":-662.0,"call_oi":7,"put_oi":0},{"strike":11.0,"call_delta_oi":2014.0,"put_delta_oi":-62.0,"dealer_delta":-1953.0,"call_oi":22,"put_oi":4},{"strike":12.0,"call_delta_oi":75.0,"put_delta_oi":-36.0,"dealer_delta":-39.0,"call_oi":1,"put_oi":2},{"strike":13.0,"call_delta_oi":136.0,"put_delta_oi":-47.0,"dealer_delta":-89.0,"call_oi":2,"put_oi":2},{"strike":14.0,"call_delta_oi":1678.0,"put_delta_oi":-137.0,"dealer_delta":-1541.0,"call_oi":31,"put_oi":3},{"strike":15.0,"call_delta_oi":572.0,"put_delta_oi":-323.0,"dealer_delta":-249.0,"call_oi":18,"put_oi":6},{"strike":16.0,"call_delta_oi":701.0,"put_delta_oi":0,"dealer_delta":-701.0,"call_oi":28,"put_oi":0},{"strike":17.0,"call_delta_oi":173.0,"put_delta_oi":-359.0,"dealer_delta":186.0,"call_oi":5,"put_oi":5},{"strike":18.0,"call_delta_oi":201.0,"put_delta_oi":0,"dealer_delta":-201.0,"call_oi":6,"put_oi":0},{"strike":19.0,"call_delta_oi":69.0,"put_delta_oi":0,"dealer_delta":-69.0,"call_oi":5,"put_oi":0},{"strike":20.0,"call_delta_oi":36.0,"put_delta_oi":0,"dealer_delta":-36.0,"call_oi":2,"put_oi":0},{"strike":25.0,"call_delta_oi":47.0,"put_delta_oi":0,"dealer_delta":-47.0,"call_oi":5,"put_oi":0}],"net_dealer_delta":-5453.0,"total_call_delta":6460.0,"total_put_delta":-1007.0,"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":2023.0,"put_delta":-157.0,"net_delta":1866.0,"call_oi":59,"put_oi":5,"total_oi":64,"total_volume":5,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1848.0,"put_delta":0,"net_delta":1848.0,"call_oi":20,"put_oi":0,"total_oi":20,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":779.0,"put_delta":-743.0,"net_delta":36.0,"call_oi":16,"put_oi":20,"total_oi":36,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":1810.0,"put_delta":-107.0,"net_delta":1703.0,"call_oi":38,"put_oi":3,"total_oi":41,"total_volume":3,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":7.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":2,"total_oi":2,"bias":"neutral"},{"strike":9.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":4,"total_oi":5,"bias":"neutral"},{"strike":10.0,"call_volume":3,"put_volume":0,"total_volume":3,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"bullish"},{"strike":11.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":22,"put_oi":4,"total_oi":26,"bias":"neutral"},{"strike":12.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":2,"total_oi":3,"bias":"neutral"},{"strike":13.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":2,"total_oi":4,"bias":"neutral"},{"strike":14.0,"call_volume":0,"put_volume":2,"total_volume":2,"call_oi":31,"put_oi":3,"total_oi":34,"bias":"bearish"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":18,"put_oi":6,"total_oi":24,"bias":"neutral"},{"strike":16.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":28,"put_oi":0,"total_oi":28,"bias":"neutral"},{"strike":17.0,"call_volume":1,"put_volume":0,"total_volume":1,"call_oi":5,"put_oi":5,"total_oi":10,"bias":"bullish"},{"strike":18.0,"call_volume":2,"put_volume":0,"total_volume":2,"call_oi":6,"put_oi":0,"total_oi":6,"bias":"bullish"},{"strike":19.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"}],"underlying_price":13.970000267028809,"peak_call_strike":10.0,"peak_put_strike":14.0,"total_call_volume":6,"total_put_volume":2,"volume_pc_ratio":0.333},"iv_contours":{"x":[0.79,1.0,1.07,1.15],"y":[14,49,168],"z":[[null,45.58,54.98,72.29],[50.29,null,null,null],[null,46.41,null,null]],"levels":[45.6,48.3,50.9,53.6,56.3,58.9,61.6,64.3,66.9,69.6,72.3],"min_iv":45.6,"max_iv":72.3},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":113.9},{"date":"2026-09-15","iv":99.3},{"date":"2026-09-16","iv":101.71},{"date":"2026-09-17","iv":82.13},{"date":"2026-09-18","iv":66.69},{"date":"2026-09-21","iv":85.14},{"date":"2026-09-22","iv":63.9},{"date":"2026-09-23","iv":84.3},{"date":"2026-09-24","iv":59.6},{"date":"2026-09-25","iv":64.5},{"date":"2026-09-28","iv":61.0},{"date":"2026-09-29","iv":71.1},{"date":"2026-09-30","iv":65.5},{"date":"2026-10-01","iv":82.8},{"date":"2026-10-02","iv":61.9}]}}