{"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":"UTL","summary":{"name":"UTL","price":51.2,"total_oi":720,"call_oi":627,"put_oi":93,"pc_ratio":0.148,"net_gex":87850.28,"avg_iv":29.6,"iv_rank":0.0,"iv_52w_high":80.12,"iv_52w_low":29.6,"gamma_flip":50.07,"max_pain":50.0},"features":{"symbol":"UTL","price":51.2,"total_oi":720,"analysis_coverage":0.8889,"avg_iv_pct":29.6,"iv_rank":0.0,"iv_52w_high_pct":80.12,"iv_52w_low_pct":29.6,"front_dte":14,"front_atm_iv_pct":18.7391,"back_atm_iv_pct":31.7143,"term_premium_pp":-12.9752,"expected_move_front_pct":3.67,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":36.06,"risk_reversal_30d_pp":36.06,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.148,"put_call_oi_front_ratio":0.024,"put_call_volume_front_ratio":0.0,"option_volume":4,"volume_oi_ratio":0.005556,"net_delta_normalized":0.109722,"dealer_delta_normalized":-0.109722,"gex_per_100k_oi":12201427.777778,"vanna_per_100k_oi":3472.222222,"charm_per_100k_oi":-205555.555556,"weekend_delta_shift_per_100k_oi":-616666.666667,"iv_surface_range_pp":8.2,"gamma_flip_distance_pct":-2.207031,"max_pain_distance_pct":-2.34375,"peak_call_distance_pct":7.421875,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":35.0,"call_gex":0.0,"put_gex":-1350.71,"net_gex":-1350.71,"call_oi":0,"put_oi":62},{"strike":40.0,"call_gex":36.69,"put_gex":0.0,"net_gex":36.69,"call_oi":1,"put_oi":0},{"strike":45.0,"call_gex":0.0,"put_gex":-959.73,"net_gex":-959.73,"call_oi":0,"put_oi":11},{"strike":50.0,"call_gex":2770.18,"put_gex":-1588.84,"net_gex":1181.34,"call_oi":13,"put_oi":13},{"strike":55.0,"call_gex":83101.99,"put_gex":-894.95,"net_gex":82207.04,"call_oi":524,"put_oi":6},{"strike":60.0,"call_gex":6823.14,"put_gex":-87.49,"net_gex":6735.65,"call_oi":89,"put_oi":1}],"pain_by_strike":[{"strike":35.0,"call_value":0,"put_value":450.0,"total_value":450.0},{"strike":40.0,"call_value":0.0,"put_value":295.0,"total_value":295.0},{"strike":45.0,"call_value":5.0,"put_value":140.0,"total_value":145.0},{"strike":50.0,"call_value":10.0,"put_value":40.0,"total_value":50.0},{"strike":55.0,"call_value":80.0,"put_value":5.0,"total_value":85.0},{"strike":60.0,"call_value":2770.0,"put_value":0,"total_value":2770.0}],"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":49.5,"strike":37.5},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":62.1,"strike":45.0},{"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":29.3,"strike":45.0},{"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":18.7,"strike":50.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":31.7,"strike":50.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":20.6,"strike":50.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":26.7,"strike":55.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":23.2,"strike":55.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":24.7,"strike":55.0},{"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":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":30.2,"strike":60.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":0.0548,"contract_count":2,"total_oi":412},{"expiration":"11/20/2026","dte":49,"iv":1.0,"contract_count":2,"total_oi":2},{"expiration":"12/18/2026","dte":77,"iv":0.0416,"contract_count":4,"total_oi":23},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":3,"total_oi":119}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":3.67,"expected_move_2std":7.34,"contract_count":1},{"expiration":"11/20/2026","dte":49,"expected_move_1std":11.62,"expected_move_2std":23.25,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":9.46,"expected_move_2std":18.92,"contract_count":2},{"expiration":"03/19/2027","dte":168,"expected_move_1std":16.56,"expected_move_2std":33.13,"contract_count":2}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":412,"put_oi":10,"total_oi":422,"pc_ratio":0.024,"pc_ratio_volume":0.0,"sentiment":"bullish"},{"expiration":"11/20/2026","dte":49,"call_oi":1,"put_oi":1,"total_oi":2,"pc_ratio":1.0,"pc_ratio_volume":0,"sentiment":"neutral"},{"expiration":"12/18/2026","dte":77,"call_oi":100,"put_oi":72,"total_oi":172,"pc_ratio":0.72,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":114,"put_oi":10,"total_oi":124,"pc_ratio":0.088,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":35.0,"call_delta_oi":0,"put_delta_oi":-354.0,"dealer_delta":354.0,"call_oi":0,"put_oi":62},{"strike":40.0,"call_delta_oi":93.0,"put_delta_oi":0,"dealer_delta":-93.0,"call_oi":1,"put_oi":0},{"strike":45.0,"call_delta_oi":0,"put_delta_oi":-134.0,"dealer_delta":134.0,"call_oi":0,"put_oi":11},{"strike":50.0,"call_delta_oi":869.0,"put_delta_oi":-481.0,"dealer_delta":-388.0,"call_oi":13,"put_oi":13},{"strike":55.0,"call_delta_oi":7567.0,"put_delta_oi":-403.0,"dealer_delta":-7164.0,"call_oi":524,"put_oi":6},{"strike":60.0,"call_delta_oi":821.0,"put_delta_oi":-79.0,"dealer_delta":-743.0,"call_oi":89,"put_oi":1}],"net_dealer_delta":-7900.0,"total_call_delta":9351.0,"total_put_delta":-1451.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":51.20000076293945,"strikes":[{"strike":55.0,"moneyness":1.0742,"type":"call","iv":0.1849,"delta":0.3615,"oi":104}]},{"expiration":"10/16/2026","underlying_price":51.20000076293945,"strikes":[{"strike":55.0,"moneyness":1.0742,"type":"call","iv":0.267,"delta":0.0861,"oi":410}]}],"greeks_heatmap":{"data":[{"strike":55.0,"dte":14,"expiration":"10/16/2026","call_delta":0.0861,"put_delta":0,"call_gamma":0.06087,"put_gamma":0,"call_theta":-0.0161,"put_theta":0,"call_vega":0.0152,"put_vega":0,"call_oi":410,"put_oi":0},{"strike":60.0,"dte":77,"expiration":"12/18/2026","call_delta":0.0847,"put_delta":0,"call_gamma":0.028874,"put_gamma":0,"call_theta":-0.006,"put_theta":0,"call_vega":0.0363,"put_vega":0,"call_oi":84,"put_oi":0}],"strikes":[55.0,60.0],"dtes":[14,77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":36.06,"put_25d_iv":59.06,"call_25d_iv":23.0,"put_25d_strike":35.0,"call_25d_strike":60.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":35.0,"call_vanna":0,"put_vanna":3.0,"net_vanna":3.0,"call_oi":0,"put_oi":62},{"strike":55.0,"call_vanna":17.0,"put_vanna":0,"net_vanna":17.0,"call_oi":514,"put_oi":0},{"strike":60.0,"call_vanna":5.0,"put_vanna":0,"net_vanna":5.0,"call_oi":84,"put_oi":0}],"net_vanna":25.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[{"strike":55.0,"call_charm":-1480.0,"put_charm":0,"net_charm":-1480.0,"call_oi":410,"put_oi":0}],"net_charm":-1480.0,"weekend_delta_shift":-4440.0,"interpretation":"delta_decays_bearish"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":3682.0,"put_delta":-121.0,"net_delta":3561.0,"call_oi":412,"put_oi":10,"total_oi":422,"total_volume":4,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":23.0,"put_delta":-38.0,"net_delta":-15.0,"call_oi":1,"put_oi":1,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1453.0,"put_delta":-919.0,"net_delta":534.0,"call_oi":100,"put_oi":72,"total_oi":172,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":4193.0,"put_delta":-374.0,"net_delta":3820.0,"call_oi":114,"put_oi":10,"total_oi":124,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":35.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":62,"total_oi":62,"bias":"neutral"},{"strike":40.0,"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":0,"put_oi":11,"total_oi":11,"bias":"neutral"},{"strike":50.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":13,"put_oi":13,"total_oi":26,"bias":"neutral"},{"strike":55.0,"call_volume":4,"put_volume":0,"total_volume":4,"call_oi":524,"put_oi":6,"total_oi":530,"bias":"bullish"},{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":89,"put_oi":1,"total_oi":90,"bias":"neutral"}],"underlying_price":51.20000076293945,"peak_call_strike":55.0,"peak_put_strike":null,"total_call_volume":4,"total_put_volume":0,"volume_pc_ratio":0.0},"iv_contours":{"x":[1.07,1.17],"y":[14,77,168],"z":[[26.7,null],[null,23.0],[18.49,null]],"levels":[18.5,19.3,20.1,21.0,21.8,22.6,23.4,24.2,25.1,25.9,26.7],"min_iv":18.5,"max_iv":26.7},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":64.12},{"date":"2026-09-15","iv":68.64},{"date":"2026-09-16","iv":80.12},{"date":"2026-09-17","iv":63.47},{"date":"2026-09-18","iv":45.67},{"date":"2026-09-21","iv":43.63},{"date":"2026-09-22","iv":34.6},{"date":"2026-09-23","iv":33.0},{"date":"2026-09-24","iv":31.9},{"date":"2026-09-25","iv":31.5},{"date":"2026-09-28","iv":31.9},{"date":"2026-09-29","iv":35.7},{"date":"2026-09-30","iv":32.1},{"date":"2026-10-01","iv":32.7},{"date":"2026-10-02","iv":29.6}]}}