{"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":"UST","summary":{"name":"UST","price":37.81,"total_oi":585,"call_oi":580,"put_oi":5,"pc_ratio":0.009,"net_gex":58368.72,"avg_iv":18.6,"iv_rank":16.2,"iv_52w_high":49.12,"iv_52w_low":12.7,"gamma_flip":null,"max_pain":31.0},"features":{"symbol":"UST","price":37.81,"total_oi":585,"analysis_coverage":0.8333,"avg_iv_pct":18.6,"iv_rank":16.2,"iv_52w_high_pct":49.12,"iv_52w_low_pct":12.7,"front_dte":14,"front_atm_iv_pct":16.6967,"back_atm_iv_pct":24.3725,"term_premium_pp":-7.6758,"expected_move_front_pct":3.27,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":1.45,"butterfly_30d_pp":1.45,"put_call_oi_ratio":0.009,"put_call_oi_front_ratio":0.074,"put_call_volume_front_ratio":0.0,"option_volume":1,"volume_oi_ratio":0.001709,"net_delta_normalized":0.594226,"dealer_delta_normalized":-0.584068,"gex_per_100k_oi":9977558.974359,"vanna_per_100k_oi":-0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":2.1,"gamma_flip_distance_pct":null,"max_pain_distance_pct":-18.011108,"peak_call_distance_pct":null,"peak_put_distance_pct":0.502513},"analyses":{"gamma_walls":[{"strike":31.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":5,"put_oi":0},{"strike":32.0,"call_gex":140.14,"put_gex":0.0,"net_gex":140.14,"call_oi":10,"put_oi":0},{"strike":33.0,"call_gex":5976.71,"put_gex":0.0,"net_gex":5976.71,"call_oi":160,"put_oi":0},{"strike":34.0,"call_gex":4479.52,"put_gex":0.0,"net_gex":4479.52,"call_oi":70,"put_oi":0},{"strike":35.0,"call_gex":3268.01,"put_gex":0.0,"net_gex":3268.01,"call_oi":35,"put_oi":0},{"strike":36.0,"call_gex":764.8,"put_gex":0.0,"net_gex":764.8,"call_oi":5,"put_oi":0},{"strike":37.0,"call_gex":3485.4,"put_gex":-228.39,"net_gex":3257.0,"call_oi":15,"put_oi":2},{"strike":38.0,"call_gex":8545.21,"put_gex":-53.07,"net_gex":8492.14,"call_oi":40,"put_oi":1},{"strike":39.0,"call_gex":8972.17,"put_gex":-314.98,"net_gex":8657.2,"call_oi":42,"put_oi":1},{"strike":40.0,"call_gex":1254.39,"put_gex":-151.43,"net_gex":1102.96,"call_oi":8,"put_oi":1},{"strike":41.0,"call_gex":18893.59,"put_gex":0.0,"net_gex":18893.59,"call_oi":140,"put_oi":0},{"strike":42.0,"call_gex":966.84,"put_gex":0.0,"net_gex":966.84,"call_oi":9,"put_oi":0},{"strike":43.0,"call_gex":1663.73,"put_gex":0.0,"net_gex":1663.73,"call_oi":21,"put_oi":0},{"strike":44.0,"call_gex":283.63,"put_gex":0.0,"net_gex":283.63,"call_oi":7,"put_oi":0},{"strike":46.0,"call_gex":358.54,"put_gex":0.0,"net_gex":358.54,"call_oi":10,"put_oi":0},{"strike":48.0,"call_gex":63.93,"put_gex":0.0,"net_gex":63.93,"call_oi":3,"put_oi":0}],"pain_by_strike":[{"strike":31.0,"call_value":0,"put_value":36.0,"total_value":36.0},{"strike":32.0,"call_value":5.0,"put_value":31.0,"total_value":36.0},{"strike":33.0,"call_value":20.0,"put_value":26.0,"total_value":46.0},{"strike":34.0,"call_value":195.0,"put_value":21.0,"total_value":216.0},{"strike":35.0,"call_value":440.0,"put_value":16.0,"total_value":456.0},{"strike":36.0,"call_value":720.0,"put_value":11.0,"total_value":731.0},{"strike":37.0,"call_value":1005.0,"put_value":6.0,"total_value":1011.0},{"strike":38.0,"call_value":1305.0,"put_value":3.0,"total_value":1308.0},{"strike":39.0,"call_value":1645.0,"put_value":1.0,"total_value":1646.0},{"strike":40.0,"call_value":2027.0,"put_value":0.0,"total_value":2027.0},{"strike":41.0,"call_value":2417.0,"put_value":0.0,"total_value":2417.0},{"strike":42.0,"call_value":2947.0,"put_value":0.0,"total_value":2947.0},{"strike":43.0,"call_value":3486.0,"put_value":0.0,"total_value":3486.0},{"strike":44.0,"call_value":4046.0,"put_value":0.0,"total_value":4046.0},{"strike":46.0,"call_value":5180.0,"put_value":0.0,"total_value":5180.0},{"strike":48.0,"call_value":6334.0,"put_value":0,"total_value":6334.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":48.6,"strike":32.0},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":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":19.8,"strike":36.0},{"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":17.6,"strike":37.5},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":26.6,"strike":37.0},{"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":17.6,"strike":39.33},{"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":16.8,"strike":41.0},{"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":25.1,"strike":45.0},{"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":0.0,"contract_count":5,"total_oi":24},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":4,"total_oi":17},{"expiration":"02/19/2027","dte":140,"iv":0.2295,"contract_count":7,"total_oi":249}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":3.27,"expected_move_2std":6.54,"contract_count":4},{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.93,"expected_move_2std":17.85,"contract_count":3},{"expiration":"02/19/2027","dte":140,"expected_move_1std":13.54,"expected_move_2std":27.07,"contract_count":4}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":27,"put_oi":2,"total_oi":29,"pc_ratio":0.074,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":26,"put_oi":2,"total_oi":28,"pc_ratio":0.077,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"02/19/2027","dte":140,"call_oi":512,"put_oi":1,"total_oi":513,"pc_ratio":0.002,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"05/21/2027","dte":231,"call_oi":15,"put_oi":0,"total_oi":15,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":32.0,"call_delta_oi":485.0,"put_delta_oi":0,"dealer_delta":-485.0,"call_oi":5,"put_oi":0},{"strike":33.0,"call_delta_oi":15329.0,"put_delta_oi":0,"dealer_delta":-15329.0,"call_oi":160,"put_oi":0},{"strike":34.0,"call_delta_oi":6398.0,"put_delta_oi":0,"dealer_delta":-6398.0,"call_oi":70,"put_oi":0},{"strike":35.0,"call_delta_oi":2986.0,"put_delta_oi":0,"dealer_delta":-2986.0,"call_oi":35,"put_oi":0},{"strike":36.0,"call_delta_oi":394.0,"put_delta_oi":0,"dealer_delta":-394.0,"call_oi":5,"put_oi":0},{"strike":37.0,"call_delta_oi":1050.0,"put_delta_oi":-78.0,"dealer_delta":-972.0,"call_oi":15,"put_oi":2},{"strike":38.0,"call_delta_oi":2222.0,"put_delta_oi":-43.0,"dealer_delta":-2179.0,"call_oi":40,"put_oi":1},{"strike":39.0,"call_delta_oi":1548.0,"put_delta_oi":-84.0,"dealer_delta":-1464.0,"call_oi":42,"put_oi":1},{"strike":40.0,"call_delta_oi":273.0,"put_delta_oi":-91.0,"dealer_delta":-182.0,"call_oi":8,"put_oi":1},{"strike":41.0,"call_delta_oi":3320.0,"put_delta_oi":0,"dealer_delta":-3320.0,"call_oi":140,"put_oi":0},{"strike":42.0,"call_delta_oi":148.0,"put_delta_oi":0,"dealer_delta":-148.0,"call_oi":9,"put_oi":0},{"strike":43.0,"call_delta_oi":228.0,"put_delta_oi":0,"dealer_delta":-228.0,"call_oi":21,"put_oi":0},{"strike":44.0,"call_delta_oi":29.0,"put_delta_oi":0,"dealer_delta":-29.0,"call_oi":7,"put_oi":0},{"strike":46.0,"call_delta_oi":48.0,"put_delta_oi":0,"dealer_delta":-48.0,"call_oi":10,"put_oi":0},{"strike":48.0,"call_delta_oi":9.0,"put_delta_oi":0,"dealer_delta":-9.0,"call_oi":3,"put_oi":0}],"net_dealer_delta":-34168.0,"total_call_delta":34464.0,"total_put_delta":-296.0,"bias":"neutral"},"vol_smile":[{"expiration":"02/19/2027","underlying_price":37.810001373291016,"strikes":[{"strike":33.0,"moneyness":0.8728,"type":"call","iv":0.1465,"delta":0.9581,"oi":155},{"strike":41.0,"moneyness":1.0844,"type":"call","iv":0.1411,"delta":0.2417,"oi":135}]}],"greeks_heatmap":{"data":[],"strikes":[],"dtes":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":33.0,"call_vanna":-8.0,"put_vanna":0,"net_vanna":-8.0,"call_oi":155,"put_oi":0},{"strike":34.0,"call_vanna":-6.0,"put_vanna":0,"net_vanna":-6.0,"call_oi":70,"put_oi":0},{"strike":41.0,"call_vanna":13.0,"put_vanna":0,"net_vanna":13.0,"call_oi":135,"put_oi":0}],"net_vanna":-0.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":1290.0,"put_delta":-175.0,"net_delta":1115.0,"call_oi":27,"put_oi":2,"total_oi":29,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":829.0,"put_delta":-78.0,"net_delta":751.0,"call_oi":26,"put_oi":2,"total_oi":28,"total_volume":0,"bias":"neutral"},{"expiration":"02/19/2027","dte":140,"call_delta":31867.0,"put_delta":-43.0,"net_delta":31824.0,"call_oi":512,"put_oi":1,"total_oi":513,"total_volume":0,"bias":"neutral"},{"expiration":"05/21/2027","dte":231,"call_delta":478.0,"put_delta":0,"net_delta":478.0,"call_oi":5,"put_oi":0,"total_oi":5,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":31.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":32.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":33.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":160,"put_oi":0,"total_oi":160,"bias":"neutral"},{"strike":34.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":70,"put_oi":0,"total_oi":70,"bias":"neutral"},{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":35,"put_oi":0,"total_oi":35,"bias":"neutral"},{"strike":36.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":5,"put_oi":0,"total_oi":5,"bias":"neutral"},{"strike":37.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":15,"put_oi":2,"total_oi":17,"bias":"neutral"},{"strike":38.0,"call_volume":0,"put_volume":1,"total_volume":1,"call_oi":40,"put_oi":1,"total_oi":41,"bias":"bearish"},{"strike":39.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":42,"put_oi":1,"total_oi":43,"bias":"neutral"},{"strike":40.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":8,"put_oi":1,"total_oi":9,"bias":"neutral"},{"strike":41.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":140,"put_oi":0,"total_oi":140,"bias":"neutral"},{"strike":42.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":9,"put_oi":0,"total_oi":9,"bias":"neutral"},{"strike":43.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":21,"put_oi":0,"total_oi":21,"bias":"neutral"},{"strike":44.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":7,"put_oi":0,"total_oi":7,"bias":"neutral"},{"strike":46.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":10,"put_oi":0,"total_oi":10,"bias":"neutral"},{"strike":48.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":3,"put_oi":0,"total_oi":3,"bias":"neutral"}],"underlying_price":37.810001373291016,"peak_call_strike":null,"peak_put_strike":38.0,"total_call_volume":0,"total_put_volume":1,"volume_pc_ratio":0},"iv_contours":{"x":[0.87,0.9,0.93,1.0,1.03,1.08,1.14],"y":[14,140],"z":[[null,null,null,null,15.94,null,null],[14.65,15.04,15.09,13.82,14.0,14.11,14.42]],"levels":[13.8,14.0,14.2,14.5,14.7,14.9,15.1,15.3,15.5,15.7,15.9],"min_iv":13.8,"max_iv":15.9},"butterfly_spread":[{"expiration":"02/19/2027","dte":140,"atm_strike":38.0,"atm_iv":13.82,"otm_strike":39.0,"otm_iv":14.0,"itm_strike":35.0,"itm_iv":15.09,"iv_butterfly":1.45,"price_butterfly":1.7,"convexity":"moderate_convexity"}],"iv_history":[{"date":"2026-09-14","iv":20.06},{"date":"2026-09-15","iv":20.11},{"date":"2026-09-16","iv":49.12},{"date":"2026-09-17","iv":25.18},{"date":"2026-09-18","iv":42.35},{"date":"2026-09-21","iv":15.88},{"date":"2026-09-22","iv":12.7},{"date":"2026-09-23","iv":19.4},{"date":"2026-09-24","iv":31.2},{"date":"2026-09-25","iv":21.6},{"date":"2026-09-28","iv":21.8},{"date":"2026-09-29","iv":19.5},{"date":"2026-09-30","iv":24.7},{"date":"2026-10-01","iv":21.8},{"date":"2026-10-02","iv":18.6}]}}