{"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":"VBNK","summary":{"name":"VBNK","price":22.4,"total_oi":569,"call_oi":527,"put_oi":42,"pc_ratio":0.08,"net_gex":15297.39,"avg_iv":69.7,"iv_rank":18.5,"iv_52w_high":131.68,"iv_52w_low":55.6,"gamma_flip":12.59,"max_pain":17.5},"features":{"symbol":"VBNK","price":22.4,"total_oi":569,"analysis_coverage":0.8333,"avg_iv_pct":69.7,"iv_rank":18.5,"iv_52w_high_pct":131.68,"iv_52w_low_pct":55.6,"front_dte":49,"front_atm_iv_pct":23.5537,"back_atm_iv_pct":23.5537,"term_premium_pp":0.0,"expected_move_front_pct":8.63,"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":0.08,"put_call_oi_front_ratio":8.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.518172,"dealer_delta_normalized":-0.51819,"gex_per_100k_oi":2688469.244288,"vanna_per_100k_oi":-878.734622,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":47.1,"gamma_flip_distance_pct":-43.794643,"max_pain_distance_pct":-21.875,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":12.5,"call_gex":0.0,"put_gex":-5.09,"net_gex":-5.09,"call_oi":0,"put_oi":1},{"strike":15.0,"call_gex":138.66,"put_gex":0.0,"net_gex":138.66,"call_oi":14,"put_oi":0},{"strike":17.5,"call_gex":1520.75,"put_gex":-234.13,"net_gex":1286.62,"call_oi":97,"put_oi":15},{"strike":20.0,"call_gex":403.58,"put_gex":-936.09,"net_gex":-532.51,"call_oi":12,"put_oi":24},{"strike":22.5,"call_gex":12074.54,"put_gex":-208.92,"net_gex":11865.62,"call_oi":287,"put_oi":2},{"strike":25.0,"call_gex":1046.85,"put_gex":0.0,"net_gex":1046.85,"call_oi":41,"put_oi":0},{"strike":30.0,"call_gex":1497.25,"put_gex":0.0,"net_gex":1497.25,"call_oi":76,"put_oi":0}],"pain_by_strike":[{"strike":12.5,"call_value":0,"put_value":275.0,"total_value":275.0},{"strike":15.0,"call_value":0.0,"put_value":172.5,"total_value":172.5},{"strike":17.5,"call_value":35.0,"put_value":70.0,"total_value":105.0},{"strike":20.0,"call_value":312.5,"put_value":5.0,"total_value":317.5},{"strike":22.5,"call_value":620.0,"put_value":0.0,"total_value":620.0},{"strike":25.0,"call_value":1645.0,"put_value":0.0,"total_value":1645.0},{"strike":30.0,"call_value":3900.0,"put_value":0,"total_value":3900.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":113.6,"strike":16.25},{"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":70.0,"strike":16.25},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":65.6,"strike":20.0},{"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":41.9,"strike":20.0},{"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":null,"strike":null},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":23.6,"strike":22.5},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":46.2,"strike":22.5},{"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":null,"strike":null},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":76.2,"strike":25.0},{"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":"11/20/2026","dte":49,"iv":0.0,"contract_count":1,"total_oi":2},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":1,"total_oi":287}],"expected_move":[{"expiration":"11/20/2026","dte":49,"expected_move_1std":8.63,"expected_move_2std":17.26,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":21.21,"expected_move_2std":42.42,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3,"put_oi":24,"total_oi":27,"pc_ratio":8.0,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":0,"put_oi":2,"total_oi":2,"pc_ratio":0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":386,"put_oi":15,"total_oi":401,"pc_ratio":0.039,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":138,"put_oi":1,"total_oi":139,"pc_ratio":0.007,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":12.5,"call_delta_oi":0,"put_delta_oi":-13.0,"dealer_delta":13.0,"call_oi":0,"put_oi":1},{"strike":15.0,"call_delta_oi":1289.0,"put_delta_oi":0,"dealer_delta":-1289.0,"call_oi":14,"put_oi":0},{"strike":17.5,"call_delta_oi":7887.0,"put_delta_oi":-88.0,"dealer_delta":-7799.0,"call_oi":97,"put_oi":15},{"strike":20.0,"call_delta_oi":911.0,"put_delta_oi":-490.0,"dealer_delta":-421.0,"call_oi":12,"put_oi":24},{"strike":22.5,"call_delta_oi":15791.0,"put_delta_oi":-96.0,"dealer_delta":-15696.0,"call_oi":287,"put_oi":2},{"strike":25.0,"call_delta_oi":1860.0,"put_delta_oi":0,"dealer_delta":-1860.0,"call_oi":41,"put_oi":0},{"strike":30.0,"call_delta_oi":2434.0,"put_delta_oi":0,"dealer_delta":-2434.0,"call_oi":76,"put_oi":0}],"net_dealer_delta":-29485.0,"total_call_delta":30171.0,"total_put_delta":-686.0,"bias":"neutral"},"vol_smile":[{"expiration":"12/18/2026","underlying_price":22.399999618530273,"strikes":[{"strike":22.5,"moneyness":1.0045,"type":"call","iv":0.4618,"delta":0.5502,"oi":287}]}],"greeks_heatmap":{"data":[{"strike":22.5,"dte":77,"expiration":"12/18/2026","call_delta":0.5502,"put_delta":0,"call_gamma":0.083848,"put_gamma":0,"call_theta":-0.0135,"put_theta":0,"call_vega":0.0405,"put_vega":0,"call_oi":287,"put_oi":0}],"strikes":[22.5],"dtes":[77]},"risk_reversal":[],"vanna_exposure":{"exposure":[{"strike":17.5,"call_vanna":-7.0,"put_vanna":0,"net_vanna":-7.0,"call_oi":60,"put_oi":0},{"strike":22.5,"call_vanna":-5.0,"put_vanna":0,"net_vanna":-5.0,"call_oi":287,"put_oi":0},{"strike":30.0,"call_vanna":7.0,"put_vanna":0,"net_vanna":7.0,"call_oi":76,"put_oi":0}],"net_vanna":-5.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":286.0,"put_delta":-233.0,"net_delta":53.0,"call_oi":3,"put_oi":24,"total_oi":27,"total_volume":0,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":0,"put_delta":-96.0,"net_delta":-96.0,"call_oi":0,"put_oi":2,"total_oi":2,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":22555.0,"put_delta":-345.0,"net_delta":22210.0,"call_oi":386,"put_oi":15,"total_oi":401,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":7330.0,"put_delta":-13.0,"net_delta":7317.0,"call_oi":138,"put_oi":1,"total_oi":139,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":12.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":15.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":14,"put_oi":0,"total_oi":14,"bias":"neutral"},{"strike":17.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":97,"put_oi":15,"total_oi":112,"bias":"neutral"},{"strike":20.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":24,"total_oi":36,"bias":"neutral"},{"strike":22.5,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":287,"put_oi":2,"total_oi":289,"bias":"neutral"},{"strike":25.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":41,"put_oi":0,"total_oi":41,"bias":"neutral"},{"strike":30.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":76,"put_oi":0,"total_oi":76,"bias":"neutral"}],"underlying_price":22.399999618530273,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[0.78,0.89,1.0,1.12],"y":[14,77,168],"z":[[88.61,null,null,null],[63.8,41.55,46.18,76.18],[67.11,null,null,null]],"levels":[41.5,46.3,51.0,55.7,60.4,65.1,69.8,74.5,79.2,83.9,88.6],"min_iv":41.5,"max_iv":88.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":131.1},{"date":"2026-09-15","iv":131.68},{"date":"2026-09-16","iv":90.92},{"date":"2026-09-17","iv":70.51},{"date":"2026-09-18","iv":83.89},{"date":"2026-09-21","iv":63.66},{"date":"2026-09-22","iv":55.6},{"date":"2026-09-23","iv":58.4},{"date":"2026-09-24","iv":61.6},{"date":"2026-09-25","iv":77.1},{"date":"2026-09-28","iv":72.1},{"date":"2026-09-29","iv":74.8},{"date":"2026-09-30","iv":71.1},{"date":"2026-10-01","iv":69.6},{"date":"2026-10-02","iv":69.7}]}}