{"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":"VGSH","summary":{"name":"VGSH","price":57.46,"total_oi":768,"call_oi":626,"put_oi":142,"pc_ratio":0.227,"net_gex":519604.01,"avg_iv":5.5,"iv_rank":0.0,"iv_52w_high":159.58,"iv_52w_low":5.5,"gamma_flip":57.01,"max_pain":58.0},"features":{"symbol":"VGSH","price":57.46,"total_oi":768,"analysis_coverage":0.8889,"avg_iv_pct":5.5,"iv_rank":0.0,"iv_52w_high_pct":159.58,"iv_52w_low_pct":5.5,"front_dte":49,"front_atm_iv_pct":1.583,"back_atm_iv_pct":1.583,"term_premium_pp":0.0,"expected_move_front_pct":0.58,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":4.03,"risk_reversal_30d_pp":4.03,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.227,"put_call_oi_front_ratio":0.0,"put_call_volume_front_ratio":0.0,"option_volume":0,"volume_oi_ratio":0.0,"net_delta_normalized":0.028581,"dealer_delta_normalized":-0.016263,"gex_per_100k_oi":67656772.135417,"vanna_per_100k_oi":2864.583333,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":2.7,"gamma_flip_distance_pct":-0.783153,"max_pain_distance_pct":0.939784,"peak_call_distance_pct":null,"peak_put_distance_pct":null},"analyses":{"gamma_walls":[{"strike":49.0,"call_gex":0.0,"put_gex":-38.59,"net_gex":-38.59,"call_oi":0,"put_oi":1},{"strike":57.0,"call_gex":0.0,"put_gex":-1623.14,"net_gex":-1623.14,"call_oi":50,"put_oi":2},{"strike":58.0,"call_gex":265241.45,"put_gex":-109188.03,"net_gex":156053.42,"call_oi":376,"put_oi":132},{"strike":59.0,"call_gex":367491.81,"put_gex":-2279.5,"net_gex":365212.31,"call_oi":200,"put_oi":7}],"pain_by_strike":[{"strike":49.0,"call_value":0,"put_value":1274.0,"total_value":1274.0},{"strike":57.0,"call_value":0.0,"put_value":146.0,"total_value":146.0},{"strike":58.0,"call_value":50.0,"put_value":7.0,"total_value":57.0},{"strike":59.0,"call_value":476.0,"put_value":0,"total_value":476.0}],"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":19.3,"strike":49.0},{"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":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":1.6,"strike":58.0},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":4.0,"strike":57.67},{"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":15.1,"strike":59.0},{"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":null,"strike":null}],"term_structure":[{"expiration":"11/20/2026","dte":49,"iv":0.0284,"contract_count":1,"total_oi":41},{"expiration":"12/18/2026","dte":77,"iv":1.0,"contract_count":4,"total_oi":195},{"expiration":"03/19/2027","dte":168,"iv":0.0,"contract_count":1,"total_oi":200}],"expected_move":[{"expiration":"11/20/2026","dte":49,"expected_move_1std":0.58,"expected_move_2std":1.15,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":3.12,"expected_move_2std":6.24,"contract_count":4},{"expiration":"03/19/2027","dte":168,"expected_move_1std":0.96,"expected_move_2std":1.92,"contract_count":1}],"pc_skew":[{"expiration":"11/20/2026","dte":49,"call_oi":41,"put_oi":0,"total_oi":41,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":54,"put_oi":142,"total_oi":196,"pc_ratio":2.63,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"03/19/2027","dte":168,"call_oi":531,"put_oi":0,"total_oi":531,"pc_ratio":0.0,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":49.0,"call_delta_oi":0,"put_delta_oi":-3.0,"dealer_delta":3.0,"call_oi":0,"put_oi":1},{"strike":57.0,"call_delta_oi":0,"put_delta_oi":-35.0,"dealer_delta":35.0,"call_oi":0,"put_oi":2},{"strike":58.0,"call_delta_oi":3640.0,"put_delta_oi":-6623.0,"dealer_delta":2983.0,"call_oi":95,"put_oi":132},{"strike":59.0,"call_delta_oi":4681.0,"put_delta_oi":-411.0,"dealer_delta":-4269.0,"call_oi":200,"put_oi":7}],"net_dealer_delta":-1249.0,"total_call_delta":8321.0,"total_put_delta":-7072.0,"bias":"neutral"},"vol_smile":[{"expiration":"03/19/2027","underlying_price":57.459999084472656,"strikes":[{"strike":59.0,"moneyness":1.0268,"type":"call","iv":0.0142,"delta":0.234,"oi":200}]},{"expiration":"12/18/2026","underlying_price":57.459999084472656,"strikes":[{"strike":58.0,"moneyness":1.0094,"type":"put","iv":0.0607,"delta":-0.5017,"oi":132}]}],"greeks_heatmap":{"data":[{"strike":58.0,"dte":77,"expiration":"12/18/2026","call_delta":0.4803,"put_delta":-0.5017,"call_gamma":0.742335,"put_gamma":0.250536,"call_theta":-0.0046,"put_theta":-0.0007,"call_vega":0.1045,"put_vega":0.1046,"call_oi":54,"put_oi":132}],"strikes":[58.0],"dtes":[77]},"risk_reversal":[{"expiration":"12/18/2026","dte":77,"risk_reversal":4.03,"put_25d_iv":6.07,"call_25d_iv":2.05,"put_25d_strike":58.0,"call_25d_strike":58.0,"skew":"put_skew"}],"vanna_exposure":{"exposure":[{"strike":58.0,"call_vanna":0.0,"put_vanna":-0.0,"net_vanna":0.0,"call_oi":54,"put_oi":132},{"strike":59.0,"call_vanna":22.0,"put_vanna":0,"net_vanna":22.0,"call_oi":200,"put_oi":0}],"net_vanna":22.0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0,"interpretation":"neutral"},"net_delta":[{"expiration":"11/20/2026","dte":49,"call_delta":1046.0,"put_delta":0,"net_delta":1046.0,"call_oi":41,"put_oi":0,"total_oi":41,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":2594.0,"put_delta":-7072.0,"net_delta":-4478.0,"call_oi":54,"put_oi":142,"total_oi":196,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":4681.0,"put_delta":0,"net_delta":4681.0,"call_oi":200,"put_oi":0,"total_oi":200,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":49.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":57.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":50,"put_oi":2,"total_oi":52,"bias":"neutral"},{"strike":58.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":376,"put_oi":132,"total_oi":508,"bias":"neutral"},{"strike":59.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":200,"put_oi":7,"total_oi":207,"bias":"neutral"}],"underlying_price":57.459999084472656,"peak_call_strike":null,"peak_put_strike":null,"total_call_volume":0,"total_put_volume":0,"volume_pc_ratio":0},"iv_contours":{"x":[1.01,1.03],"y":[49,77,168],"z":[[1.57,null],[4.06,null],[null,1.42]],"levels":[1.4,1.7,1.9,2.2,2.5,2.7,3.0,3.3,3.5,3.8,4.1],"min_iv":1.4,"max_iv":4.1},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":23.79},{"date":"2026-09-15","iv":29.46},{"date":"2026-09-16","iv":38.12},{"date":"2026-09-17","iv":145.97},{"date":"2026-09-18","iv":159.58},{"date":"2026-09-21","iv":11.45},{"date":"2026-09-22","iv":9.9},{"date":"2026-09-23","iv":9.4},{"date":"2026-09-24","iv":10.3},{"date":"2026-09-25","iv":9.9},{"date":"2026-09-28","iv":14.5},{"date":"2026-09-29","iv":10.6},{"date":"2026-09-30","iv":12.4},{"date":"2026-10-01","iv":8.4},{"date":"2026-10-02","iv":5.5}]}}