{"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":"UFCS","summary":{"name":"UFCS","price":54.62,"total_oi":42,"call_oi":36,"put_oi":6,"pc_ratio":0.167,"net_gex":3577.5,"avg_iv":58.1,"iv_rank":10.2,"iv_52w_high":95.51,"iv_52w_low":53.83,"gamma_flip":null,"max_pain":30.0},"features":{"symbol":"UFCS","price":54.62,"total_oi":42,"analysis_coverage":0.6667,"avg_iv_pct":58.1,"iv_rank":10.2,"iv_52w_high_pct":95.51,"iv_52w_low_pct":53.83,"front_dte":14,"front_atm_iv_pct":63.0083,"back_atm_iv_pct":34.9348,"term_premium_pp":28.0735,"expected_move_front_pct":12.34,"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":0.167,"put_call_oi_front_ratio":0.833,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.511429,"dealer_delta_normalized":-0.511429,"gex_per_100k_oi":8517857.142857,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":0.0,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-45.075064,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":30.0,"call_gex":97.49,"put_gex":0.0,"net_gex":97.49,"call_oi":10,"put_oi":0},{"strike":45.0,"call_gex":55.04,"put_gex":-48.54,"net_gex":6.5,"call_oi":1,"put_oi":1},{"strike":50.0,"call_gex":656.68,"put_gex":-446.94,"net_gex":209.74,"call_oi":5,"put_oi":5},{"strike":55.0,"call_gex":2071.96,"put_gex":0.0,"net_gex":2071.96,"call_oi":12,"put_oi":0},{"strike":60.0,"call_gex":1191.81,"put_gex":0.0,"net_gex":1191.81,"call_oi":8,"put_oi":0}],"pain_by_strike":[{"strike":30.0,"call_value":0,"put_value":115.0,"total_value":115.0},{"strike":45.0,"call_value":150.0,"put_value":25.0,"total_value":175.0},{"strike":50.0,"call_value":205.0,"put_value":0.0,"total_value":205.0},{"strike":55.0,"call_value":285.0,"put_value":0.0,"total_value":285.0},{"strike":60.0,"call_value":425.0,"put_value":0,"total_value":425.0}],"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":94.5,"strike":30.0},{"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":74.9,"strike":50.0},{"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":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":63.0,"strike":55.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":34.9,"strike":55.0},{"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":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":30.8,"strike":60.0},{"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":1.0,"contract_count":3,"total_oi":11},{"expiration":"11/20/2026","dte":49,"iv":0.0,"contract_count":2,"total_oi":19}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":12.34,"expected_move_2std":24.67,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":12.8,"expected_move_2std":25.61,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":6,"put_oi":5,"total_oi":11,"pc_ratio":0.833,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"11/20/2026","dte":49,"call_oi":29,"put_oi":0,"total_oi":29,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":1,"put_oi":1,"total_oi":2,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"}],"dealer_positioning":{"positioning":[{"strike":30.0,"call_delta_oi":974.0,"put_delta_oi":0,"dealer_delta":-974.0,"call_oi":10,"put_oi":0},{"strike":45.0,"call_delta_oi":84.0,"put_delta_oi":-21.0,"dealer_delta":-63.0,"call_oi":1,"put_oi":1},{"strike":50.0,"call_delta_oi":452.0,"put_delta_oi":-149.0,"dealer_delta":-303.0,"call_oi":5,"put_oi":5},{"strike":55.0,"call_delta_oi":624.0,"put_delta_oi":0,"dealer_delta":-624.0,"call_oi":12,"put_oi":0},{"strike":60.0,"call_delta_oi":185.0,"put_delta_oi":0,"dealer_delta":-185.0,"call_oi":8,"put_oi":0}],"net_dealer_delta":-2148.0,"total_call_delta":2318.0,"total_put_delta":-170.0,"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":503.0,"put_delta":-149.0,"net_delta":354.0,"call_oi":6,"put_oi":5,"total_oi":11,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":1731.0,"put_delta":0,"net_delta":1731.0,"call_oi":29,"put_oi":0,"total_oi":29,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":84.0,"put_delta":-21.0,"net_delta":63.0,"call_oi":1,"put_oi":1,"total_oi":2,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":45.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":5,"total_oi":10,"bias":"neutral"},{"strike":55.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":0,"total_oi":8,"bias":"neutral"}],"underlying_price":54.619998931884766,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.01],"y":[49],"z":[[34.95]],"levels":[35.0,35.0,35.0,35.0,35.0,35.0,35.0,35.0,35.0,35.0,35.0],"min_iv":35.0,"max_iv":35.0},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":79.32},{"date":"2026-09-15","iv":86.38},{"date":"2026-09-16","iv":95.51},{"date":"2026-09-17","iv":58.98},{"date":"2026-09-18","iv":53.83},{"date":"2026-09-21","iv":61.18},{"date":"2026-09-22","iv":57.6},{"date":"2026-09-23","iv":58.3},{"date":"2026-09-24","iv":63.0},{"date":"2026-09-25","iv":62.1},{"date":"2026-09-28","iv":62.6},{"date":"2026-09-29","iv":61.7},{"date":"2026-09-30","iv":71.9},{"date":"2026-10-01","iv":66.1},{"date":"2026-10-02","iv":58.1}]}}